# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001410368-26-031758
**Filing Date:** 2026-3
**Character Count:** 4041088
**Document Hash:** 3b8e5bc6b7f7acacf4af446c3bd31f47
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-031758.hdr.sgml**: 20260326

**ACCESSION NUMBER**: 0001410368-26-031758

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260326

**DATE AS OF CHANGE**: 20260326

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09729
- **FILM NUMBER:** 26795953

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

Schedule of Investments (unaudited)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Corporate Bonds & Notes** | **Corporate Bonds & Notes** | **Corporate Bonds & Notes** |
| **Australia — 0.5%** | **Australia — 0.5%** | **Australia — 0.5%** |
| AGI Finance Pty Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.12%, 06/24/27 | &nbsp;&nbsp;&nbsp; AUD200 | $134583 |
| &nbsp;&nbsp;&nbsp; 4.83%, 09/25/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD200 | 135481 |
| Amcor U.K. Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 06/23/27 | &nbsp;&nbsp;&nbsp; EUR200 | 232702 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/20/33 | &nbsp;&nbsp;&nbsp; EUR675 | 799269 |
| APA Infrastructure Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 03/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 333148 |
| &nbsp;&nbsp;&nbsp; 1.25%, 03/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 203195 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/15/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 207150 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/22/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP450 | 588513 |
| ASB Bank Ltd., 2.97%, 03/27/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 119549 |
| Aurizon Finance Pty Ltd., 3.00%, 03/09/28 | &nbsp;&nbsp;&nbsp; AUD100 | 66810 |
| Aurizon Network Pty Ltd., 6.10%, 09/12/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD200 | 141282 |
| Ausgrid Finance Pty Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.51%, 02/14/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 117989 |
| &nbsp;&nbsp;&nbsp; 5.41%, 03/28/31 | &nbsp;&nbsp;&nbsp; AUD400 | 278718 |
| &nbsp;&nbsp;&nbsp; 5.95%, 12/10/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD400 | 279157 |
| AusNet Services Holdings Pty Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 08/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 319006 |
| &nbsp;&nbsp;&nbsp; 2.60%, 07/31/29 | &nbsp;&nbsp;&nbsp; AUD300 | 191899 |
| &nbsp;&nbsp;&nbsp; 6.13%, 05/31/33 | &nbsp;&nbsp;&nbsp; AUD400 | 288304 |
| Australia & New Zealand Banking Group Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 09/29/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 234763 |
| &nbsp;&nbsp;&nbsp; 2.48%, 06/04/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | 650815 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.71%, 07/31/35, (5-year EURIBOR ICE <br> Swap + 1.32%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 598426 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD400 | 274916 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/18/29 | &nbsp;&nbsp;&nbsp; AUD1,003 | 701587 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 02/03/33, (5-year EUR Swap + <br> 2.15%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 246642 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.91%, 08/12/32, (3-month BB Swap + <br> 2.70%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD500 | 353380 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.12%, 07/25/39, (3-month BB Swap + <br> 1.83%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD1,000 | 708126 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.74%, 02/10/38, (3-month BB Swap + <br> 2.80%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD550 | 403701 |
| Australia Pacific Airports Melbourne Pty Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.76%, 11/25/31 | &nbsp;&nbsp;&nbsp; AUD300 | 192282 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/07/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 242944 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/24/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 250791 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 06/16/55, (3-month BB Swap + <br> 2.20%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD400 | 278479 |
| Bank of New Zealand, 3.71%, 12/20/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1225180 |
| Bank of Queensland Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.73%, 06/18/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 117941 |
| &nbsp;&nbsp;&nbsp; 3.30%, 07/30/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 483106 |
| &nbsp;&nbsp;&nbsp; Bendigo & Adelaide Bank Ltd., 2.89%, <br> 02/03/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,000 | 1189264 |
| BHP Billiton Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.64%, 09/04/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 472676 |
| &nbsp;&nbsp;&nbsp; Series 12, 4.30%, 09/25/42 | &nbsp;&nbsp;&nbsp; GBP200 | 230295 |
| &nbsp;&nbsp;&nbsp; Series 13, 3.13%, Series 13, 04/29/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 116998 |
| &nbsp;&nbsp;&nbsp; Series 17, 1.50%, 04/29/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR345 | 385468 |
| Brambles Finance PLC, 1.50%, 10/04/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | 408220 |
| Brambles USA, Inc., 3.63%, 04/02/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 119818 |
| Brisbane Airport Corp. Pty Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.86%, 11/13/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 237439 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/30/30 | &nbsp;&nbsp;&nbsp; AUD300 | 201280 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Australia (continued)** | **Australia (continued)** | **Australia (continued)** |
| Charter Hall LWR Pty Ltd., 2.09%, 03/03/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD100 | $65561 |
| CIMIC Finance Ltd., 1.50%, 05/28/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 785384 |
| &nbsp;&nbsp;&nbsp; Coles Group Treasury Pty Ltd., 5.80%, <br> 07/15/31<br>| &nbsp;&nbsp;&nbsp; AUD400 | 285686 |
| Commonwealth Bank of Australia |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 10/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 543505 |
| &nbsp;&nbsp;&nbsp; 0.50%, 07/27/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 117669 |
| &nbsp;&nbsp;&nbsp; 0.88%, 02/19/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 679347 |
| &nbsp;&nbsp;&nbsp; 1.13%, 01/18/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 461831 |
| &nbsp;&nbsp;&nbsp; 2.86%, 02/26/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,400 | 1653358 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/04/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 136069 |
| &nbsp;&nbsp;&nbsp; 3.77%, 08/31/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 728209 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.79%, 08/26/37, (5-year EURIBOR ICE <br> Swap + 1.32%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR350 | 415698 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.27%, 06/04/34, (5-year EURIBOR ICE <br> Swap + 1.35%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 367431 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/09/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD1,000 | 692461 |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/17/28 | &nbsp;&nbsp;&nbsp; AUD200 | 139827 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 04/14/32, (3-month BB Swap + <br> 1.90%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD600 | 418250 |
| &nbsp;&nbsp;&nbsp; 5.03%, 01/15/31 | &nbsp;&nbsp;&nbsp; AUD300 | 209340 |
| &nbsp;&nbsp;&nbsp; 5.18%, 10/09/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD200 | 136452 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 09/12/35, (3-month BB Swap + <br> 1.71.7%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD400 | 276378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 11/27/39, (3-month BB Swap + <br> 1.65%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD200 | 141668 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.70%, 03/15/38, (3-month BB Swap + <br> 2.45%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD600 | 439924 |
| Computershare U.S., Inc., 1.13%, 10/07/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 522645 |
| ElectraNet Pty Ltd., 5.30%, 07/10/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD200 | 138402 |
| GAIF Bond Issuer Pty Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.74%, 06/03/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD200 | 137539 |
| &nbsp;&nbsp;&nbsp; 4.90%, 11/13/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD400 | 273432 |
| Glencore Capital Finance DAC |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 03/10/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 805501 |
| &nbsp;&nbsp;&nbsp; 3.67%, 10/06/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR725 | 867058 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/04/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 241542 |
| Lendlease Finance Ltd., 3.70%, 03/31/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD100 | 61596 |
| Lonsdale Finance Pty Ltd., 2.45%, 11/20/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD200 | 137005 |
| Macquarie Bank Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.78%, 02/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 832124 |
| &nbsp;&nbsp;&nbsp; 3.20%, 09/17/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 961291 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 03/01/34, (3-month BB Swap + <br> 1.95%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD400 | 283505 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 05/29/40, (3-month BB Swap + <br> 1.95%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD200 | 141409 |
| Macquarie Group Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 02/03/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 583156 |
| &nbsp;&nbsp;&nbsp; 0.95%, 05/21/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 317045 |
| &nbsp;&nbsp;&nbsp; 2.13%, 10/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP650 | 775952 |
| National Australia Bank Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/06/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 662092 |
| &nbsp;&nbsp;&nbsp; 1.13%, 05/20/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR236 | 256921 |
| &nbsp;&nbsp;&nbsp; 1.38%, 08/30/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | 1379940 |
| &nbsp;&nbsp;&nbsp; 2.35%, 08/30/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 352967 |
| &nbsp;&nbsp;&nbsp; 2.72%, 08/27/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 948402 |
| &nbsp;&nbsp;&nbsp; 2.85%, 03/03/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 354119 |
| &nbsp;&nbsp;&nbsp; 2.90%, 02/25/27 | &nbsp;&nbsp;&nbsp; AUD500 | 342404 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/28/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 239424 |
| &nbsp;&nbsp;&nbsp; 3.15%, 02/05/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 361646 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Australia (continued)** | **Australia (continued)** | **Australia (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.61%, 01/22/36, (5-year EURIBOR ICE <br> Swap + 1.10%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | $356030 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/12/28 | &nbsp;&nbsp;&nbsp; AUD200 | 138308 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/22/29 | &nbsp;&nbsp;&nbsp; AUD200 | 139393 |
| &nbsp;&nbsp;&nbsp; 5.40%, 11/16/28 | &nbsp;&nbsp;&nbsp; AUD200 | 141503 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.74%, 02/09/34, (3-month BB Swap + <br> 1.95%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD400 | 282531 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.77%, 07/30/40, (3-month BB Swap + <br> 1.70%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD800 | 551957 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.32%, 08/03/32, (3-month BB Swap + <br> 2.80%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD300 | 213152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.34%, 06/06/39, (3-month BB Swap + <br> 2.00%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD499 | 358565 |
| NBN Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 11/29/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | 657908 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR850 | 1074576 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD600 | 422211 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/06/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD500 | 346860 |
| &nbsp;&nbsp;&nbsp; Network Finance Co. Pty. Ltd., 6.06%, <br> 06/19/30<br>| &nbsp;&nbsp;&nbsp; AUD200 | 143274 |
| Norfina Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/21/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD300 | 205333 |
| &nbsp;&nbsp;&nbsp; Series ., 4.70%, Series ., 12/02/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD200 | 137185 |
| &nbsp;&nbsp;&nbsp; NSW Electricity Networks Finance Pty Ltd., <br> 2.54%, 09/23/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; AUD150 | 92446 |
| &nbsp;&nbsp;&nbsp; NSW Electricity Networks Finance Pty. Ltd., <br> 6.30%, 11/20/55, (3-month BB Swap + <br> 2.20%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD700 | 485349 |
| &nbsp;&nbsp;&nbsp; NSW Ports Finance Co. Pty Ltd., 5.43%, <br> 09/19/34<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; AUD200 | 135511 |
| Optus Finance Pty Ltd., 1.00%, 06/20/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 776835 |
| Origin Energy Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 09/17/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR230 | 254053 |
| &nbsp;&nbsp;&nbsp; 5.35%, 09/26/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD200 | 137082 |
| &nbsp;&nbsp;&nbsp; Pacific National Finance Pty. Ltd., 3.80%, <br> 09/08/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; AUD150 | 91853 |
| &nbsp;&nbsp;&nbsp; Port of Newcastle Investments Financing Pty <br> Ltd., 6.10%, 07/18/33<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; AUD300 | 209683 |
| Qantas Airways Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 11/27/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD250 | 160467 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/09/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD200 | 139000 |
| &nbsp;&nbsp;&nbsp; 5.90%, 09/19/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD400 | 281782 |
| &nbsp;&nbsp;&nbsp; QBE Insurance Group Ltd., 5.80%, 05/21/36, <br> (3-month BB Swap + 1.95%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD200 | 139361 |
| Scentre Group Trust 1 |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 09/18/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD600 | 403391 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 03/31/55, (3-month BB Swap + <br> 2.00%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD400 | 278650 |
| &nbsp;&nbsp;&nbsp; Scentre Group Trust 1/Scentre Group Trust 2, <br> 1.45%, 03/28/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 227252 |
| Scentre Management Ltd., 3.45%, 10/07/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 234194 |
| &nbsp;&nbsp;&nbsp; SGSP Australia Assets Pty Ltd., 3.38%, <br> 10/08/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 588258 |
| Stockland Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 10/24/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD600 | 401169 |
| &nbsp;&nbsp;&nbsp; 6.10%, 09/12/34 | &nbsp;&nbsp;&nbsp; AUD300 | 214150 |
| Sydney Airport Finance Co. Pty Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/30/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 484964 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/30/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 366025 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/03/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 749442 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/23/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD400 | 279402 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Australia (continued)** | **Australia (continued)** | **Australia (continued)** |
| &nbsp;&nbsp;&nbsp; 5.90%, 04/19/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD200 | $140794 |
| Tabcorp Finance Pty Ltd., 5.99%, 05/28/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD600 | 415469 |
| Telstra Group Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 03/26/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | 512627 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/02/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 117436 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/03/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 234608 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/06/34 | &nbsp;&nbsp;&nbsp; AUD400 | 284528 |
| Toyota Finance Australia Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 0.44%, 01/13/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 568381 |
| &nbsp;&nbsp;&nbsp; 2.68%, 01/16/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | 651174 |
| &nbsp;&nbsp;&nbsp; 3.39%, 03/18/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 483083 |
| Transurban Finance Co. Pty Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/08/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | 534824 |
| &nbsp;&nbsp;&nbsp; 3.71%, 03/12/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 483877 |
| &nbsp;&nbsp;&nbsp; 3.97%, 03/12/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 240007 |
| &nbsp;&nbsp;&nbsp; 4.03%, 11/26/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 237584 |
| &nbsp;&nbsp;&nbsp; 4.14%, 04/17/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 243940 |
| &nbsp;&nbsp;&nbsp; 4.23%, 04/26/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 124384 |
| &nbsp;&nbsp;&nbsp; 6.61%, 04/17/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 145844 |
| &nbsp;&nbsp;&nbsp; United Energy Distribution Pty Ltd., 5.42%, <br> 02/03/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; AUD200 | 139437 |
| Vicinity Centres Trust, 6.19%, 04/24/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD200 | 143969 |
| &nbsp;&nbsp;&nbsp; Victoria Power Networks Finance Pty Ltd., <br> 4.71%, 04/27/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; AUD400 | 268806 |
| Wesfarmers Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 0.95%, 10/21/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 98869 |
| &nbsp;&nbsp;&nbsp; 1.94%, 06/23/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD200 | 130161 |
| &nbsp;&nbsp;&nbsp; 3.28%, 06/10/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 236826 |
| &nbsp;&nbsp;&nbsp; WestConnex Finance Co. Pty Ltd., 3.15%, <br> 03/31/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; AUD150 | 93124 |
| &nbsp;&nbsp;&nbsp; Western Sydney University, 4.75%, <br> 09/17/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; AUD600 | 402734 |
| Westpac Banking Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 09/22/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 261529 |
| &nbsp;&nbsp;&nbsp; 1.13%, 09/05/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR520 | 604727 |
| &nbsp;&nbsp;&nbsp; 1.38%, 05/17/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 325022 |
| &nbsp;&nbsp;&nbsp; 2.40%, 01/25/27 | &nbsp;&nbsp;&nbsp; AUD200 | 136502 |
| &nbsp;&nbsp;&nbsp; 2.59%, 05/14/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1181266 |
| &nbsp;&nbsp;&nbsp; 2.91%, 11/26/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 827253 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/30/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD300 | 204809 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/14/29 | &nbsp;&nbsp;&nbsp; AUD600 | 420981 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.82%, 06/04/40, (3-month BB Swap + <br> 1.78%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD1,000 | 691681 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.93%, 06/23/38, (3-month BB Swap + <br> 2.60%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD300 | 222916 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.20%, 11/15/38, (3-month BB Swap + <br> 2.40%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD600 | 453310 |
| &nbsp;&nbsp;&nbsp; Westpac Securities NZ Ltd./London, 2.70%, <br> 07/02/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 354427 |
| Woolworths Group Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 05/20/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD300 | 189267 |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/25/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 240261 |
| &nbsp;&nbsp;&nbsp; 5.76%, 04/18/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD1,000 | 708905 |
| &nbsp;&nbsp;&nbsp; 5.91%, 11/29/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD200 | 140284 |
| &nbsp;&nbsp;&nbsp; Worley Financial Services Pty Ltd., 5.87%, <br> 05/13/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; AUD200 | 140419 |
|  |  | 61767607 |
| **Austria — 0.3%** | **Austria — 0.3%** | **Austria — 0.3%** |
| &nbsp;&nbsp;&nbsp; BAWAG PSK Bank fuer Arbeit und Wirtschaft <br> und Oesterreichische Postsparkasse AG<br>|  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/23/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 104687 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Austria (continued)** | **Austria (continued)** | **Austria (continued)** |
| &nbsp;&nbsp;&nbsp; 0.10%, 05/12/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | $206109 |
| &nbsp;&nbsp;&nbsp; 0.63%, 06/19/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 193638 |
| &nbsp;&nbsp;&nbsp; 1.13%, 07/31/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 689028 |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/08/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 343112 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/25/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 671336 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 10/03/29, (3-mo. EURIBOR + <br> 0.95%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR700 | 838489 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/27/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | 1446970 |
| &nbsp;&nbsp;&nbsp; CA Immobilien Anlagen AG, 4.25%, <br> 04/30/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 363518 |
| Erste Group Bank AG |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/11/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 216817 |
| &nbsp;&nbsp;&nbsp; 0.25%, 01/27/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 518057 |
| &nbsp;&nbsp;&nbsp; 0.50%, 01/12/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 175751 |
| &nbsp;&nbsp;&nbsp; 0.63%, 04/17/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 236378 |
| &nbsp;&nbsp;&nbsp; 0.63%, 01/18/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 467254 |
| &nbsp;&nbsp;&nbsp; 0.75%, 01/17/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,300 | 1495770 |
| &nbsp;&nbsp;&nbsp; 0.88%, 05/22/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 472321 |
| &nbsp;&nbsp;&nbsp; 0.88%, 05/13/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 930744 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/19/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 354160 |
| &nbsp;&nbsp;&nbsp; 2.88%, 01/09/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,300 | 1555356 |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/28/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 118355 |
| &nbsp;&nbsp;&nbsp; 3.13%, 12/12/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 599091 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/26/31, (3-mo. EURIBOR + <br> 0.88%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 239690 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 01/14/33, (3-mo. EURIBOR + <br> 0.98%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 237668 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 11/26/35, (5-year EURIBOR ICE <br> Swap + 1.30%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 237267 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/15/35, (5-year EURIBOR ICE <br> Swap + 1.70%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 605406 |
| &nbsp;&nbsp;&nbsp; HYPO NOE Landesbank fuer <br> Niederoesterreich und Wien AG<br>|  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 06/18/27 | &nbsp;&nbsp;&nbsp; EUR500 | 575325 |
| &nbsp;&nbsp;&nbsp; 1.63%, 05/11/29 | &nbsp;&nbsp;&nbsp; EUR300 | 345984 |
| &nbsp;&nbsp;&nbsp; 2.63%, 01/07/31 | &nbsp;&nbsp;&nbsp; EUR500 | 589079 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/05/30 | &nbsp;&nbsp;&nbsp; EUR300 | 360311 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/27/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 355980 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1202800 |
| Hypo Vorarlberg Bank AG |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/12/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 215133 |
| &nbsp;&nbsp;&nbsp; 0.63%, 07/17/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 353200 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/13/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 586252 |
| Mondi Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/31/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 238644 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/18/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 354499 |
| OeBB-Infrastruktur AG |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/24/33 | &nbsp;&nbsp;&nbsp; EUR475 | 561053 |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/18/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 851418 |
| Oesterreichische Kontrollbank AG |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1209266 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP500 | 686344 |
| OMV AG |  |  |
| &nbsp;&nbsp;&nbsp; 1.88%, 12/04/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR456 | 530292 |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/09/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR583 | 685089 |
| &nbsp;&nbsp;&nbsp; 2.88%, (5-year EUR Swap + 3.08%)<sup>(a)(b)(c)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 115791 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/04/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 960399 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/04/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 119783 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.37%, , (5-year EURIBOR ICE Swap + <br> 2.11%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 600902 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Austria (continued)** | **Austria (continued)** | **Austria (continued)** |
| Raiffeisen Bank International AG |  |  |
| &nbsp;&nbsp;&nbsp; 0.05%, 09/01/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | $572683 |
| &nbsp;&nbsp;&nbsp; 0.38%, 09/25/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 351285 |
| &nbsp;&nbsp;&nbsp; 1.50%, 05/24/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 234338 |
| &nbsp;&nbsp;&nbsp; 2.88%, 09/28/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 357095 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 08/27/31, (3-mo. EURIBOR + <br> 1.20%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 238351 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/18/32, (3-mo. EURIBOR + <br> 1.25%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 239536 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 11/13/33, (3-mo. EURIBOR + <br> 1.15%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 119281 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/31/30, (3-mo. EURIBOR + <br> 1.55%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 248640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 01/02/35, (5-year EURIBOR ICE <br> Swap + 3.10%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 251069 |
| &nbsp;&nbsp;&nbsp; Raiffeisen Landesbank Vorarlberg mit <br> Revisionsverband eGen, 0.38%, 11/13/34<br>| &nbsp;&nbsp;&nbsp; EUR200 | 184620 |
| &nbsp;&nbsp;&nbsp; Raiffeisenlandesbank <br> Niederoesterreich-Wien AG<br>|  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 08/28/26 | &nbsp;&nbsp;&nbsp; EUR100 | 117502 |
| &nbsp;&nbsp;&nbsp; 2.38%, 08/31/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 456634 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/11/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 604650 |
| &nbsp;&nbsp;&nbsp; Raiffeisenlandesbank Oberoesterreich AG, <br> 0.50%, 01/22/35<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 185482 |
| Raiffeisen-Landesbank Steiermark AG |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 05/11/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 104968 |
| &nbsp;&nbsp;&nbsp; Series 50, 2.63%, Series 50, 04/08/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 709613 |
| Slovenska Sporitelna AS, 2.75%, 01/30/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 595818 |
| &nbsp;&nbsp;&nbsp; Supernova Invest GmbH, Series ., 5.00%, <br> Series ., 06/24/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 122605 |
| UniCredit Bank Austria AG |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 06/21/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 321132 |
| &nbsp;&nbsp;&nbsp; 0.63%, 03/20/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 224040 |
| &nbsp;&nbsp;&nbsp; 1.50%, 05/24/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 465511 |
| &nbsp;&nbsp;&nbsp; 2.38%, 09/20/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 356448 |
| Verbund AG, 3.25%, 05/17/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 721976 |
| &nbsp;&nbsp;&nbsp; Vienna Insurance Group AG Wiener <br> Versicherung Gruppe<br>|  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 03/26/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 190961 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 04/02/45, (3-mo. EURIBOR + <br> 2.95%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 124016 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 06/15/42, (3-mo. EURIBOR + <br> 3.95%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 126257 |
| Volksbank Wien AG |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 11/19/29 | &nbsp;&nbsp;&nbsp; EUR200 | 215672 |
| &nbsp;&nbsp;&nbsp; 0.88%, 03/23/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 354909 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 12/04/35, (5-year EURIBOR ICE <br> Swap + 3.05%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 372627 |
|  |  | 33982235 |
| **Belgium — 0.3%** | **Belgium — 0.3%** | **Belgium — 0.3%** |
| Ageas SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 11/24/51, (3-mo. EURIBOR + <br> 3.10%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 217469 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 05/02/56, (3-mo. EURIBOR + <br> 3.15%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 122140 |
| Aliaxis Holdings SA, 0.88%, 11/08/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 558816 |
| &nbsp;&nbsp;&nbsp; Anheuser-Busch InBev Finance, Inc., <br> Series MPLE, 4.32%, 05/15/47<br>| &nbsp;&nbsp;&nbsp; CAD100 | 67012 |
| Anheuser-Busch InBev SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/18/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR568 | 642452 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/17/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 938923 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Belgium (continued)** | **Belgium (continued)** | **Belgium (continued)** |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/23/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | $105255 |
| &nbsp;&nbsp;&nbsp; 2.13%, 12/02/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 826609 |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/17/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,370 | 1502615 |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/02/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,100 | 2456118 |
| &nbsp;&nbsp;&nbsp; 3.45%, 09/22/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR125 | 151286 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/02/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | 512742 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/22/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR375 | 443764 |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/19/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 118250 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/22/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR375 | 424331 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/22/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 113155 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/19/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 230624 |
| Argenta Spaarbank NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 03/03/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 448099 |
| &nbsp;&nbsp;&nbsp; 1.00%, 01/29/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 701510 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/25/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 356700 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/06/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 354394 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/02/34<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 119087 |
| Barry Callebaut Services NV |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/14/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 243178 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/19/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 366201 |
| Belfius Bank SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 09/14/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 234140 |
| &nbsp;&nbsp;&nbsp; 1.00%, 06/12/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 344491 |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/30/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 591070 |
| &nbsp;&nbsp;&nbsp; 2.88%, 02/12/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 357815 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/14/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 352146 |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/28/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | 1319058 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/22/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 972640 |
| &nbsp;&nbsp;&nbsp; 4.13%, 09/12/29 | &nbsp;&nbsp;&nbsp; EUR1,200 | 1486052 |
| bpost SA |  |  |
| &nbsp;&nbsp;&nbsp; 3.29%, 10/16/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 359137 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/16/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 356001 |
| Crelan Home Loan SCF, 2.50%, 07/09/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 586482 |
| Crelan SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 09/15/36, (1-year EURIBOR ICE <br> Swap + 1.37%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 237251 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/30/37, (5-year EURIBOR ICE <br> Swap + 1.35%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 237677 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 01/23/32, (1-year EURIBOR ICE <br> Swap + 2.75%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 386279 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 02/28/30, (1-year EURIBOR ICE <br> Swap + 2.85%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 257581 |
| Dexia SA, 2.50%, 04/05/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 356362 |
| Elia Group SA/NV |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/05/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 345518 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/11/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 121345 |
| Elia Transmission Belgium SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 04/28/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 326921 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/07/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 357355 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/16/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 476462 |
| Ethias SA, 4.75%, 05/07/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 123747 |
| Euroclear Bank SA, 3.63%, 10/13/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 604440 |
| Euroclear Holding NV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 06/16/51, (5-year EUR Swap + <br> 1.30%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 209877 |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/11/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 446773 |
| Eurogrid GmbH, 4.06%, 05/28/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 358566 |
| FLUVIUS System Operator CV |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 06/14/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 560800 |
| &nbsp;&nbsp;&nbsp; 0.63%, 11/24/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 205367 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/12/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 350618 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Belgium (continued)** | **Belgium (continued)** | **Belgium (continued)** |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/02/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | $967911 |
| FLUVIUS System Operator CVBA |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 12/04/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 471649 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/07/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1069412 |
| Groupe Bruxelles Lambert NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 01/28/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 410470 |
| &nbsp;&nbsp;&nbsp; 3.13%, 09/06/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 479311 |
| ING Belgium SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 02/20/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 534198 |
| &nbsp;&nbsp;&nbsp; 0.75%, 09/28/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 470049 |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/25/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 469360 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 479524 |
| KBC Bank NV, 3.13%, 02/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 358784 |
| KBC Group NV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.13%, 01/14/29, (3-mo. EURIBOR + <br> 0.60%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR900 | 1016990 |
| &nbsp;&nbsp;&nbsp; 0.75%, 01/24/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 437685 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 11/24/33, (3-mo. EURIBOR + <br> 0.88%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 235523 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 08/26/36, (5-year EURIBOR ICE <br> Swap + 1.30%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 354824 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/27/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 610007 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 11/28/29, (3-mo. EURIBOR + <br> 1.30%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 246921 |
| &nbsp;&nbsp;&nbsp; 4.38%, 12/06/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 507275 |
| &nbsp;&nbsp;&nbsp; Lonza Finance International NV, 3.88%, <br> 04/24/36<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR851 | 1014854 |
| &nbsp;&nbsp;&nbsp; Ministeries Van de Vlaamse Gemeenschap, <br> 0.38%, 10/13/26<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 117043 |
| Proximus SADP |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/27/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 239762 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/08/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 236804 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/08/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 862641 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/17/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 247094 |
| &nbsp;&nbsp;&nbsp; Resa SA/Belgium, Series ., 3.50%, Series ., <br> 05/22/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 238931 |
| &nbsp;&nbsp;&nbsp; Shurgard Luxembourg Sarl, 4.00%, <br> 05/27/35<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 117757 |
| &nbsp;&nbsp;&nbsp; Shurgard Luxembourg SARL, 3.63%, <br> 10/22/34<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 231459 |
| Silfin NV, 5.13%, 07/17/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 251785 |
| Sofina SA, 3.71%, 11/13/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 236262 |
| Solvay SA |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/03/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 363070 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/03/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 122197 |
| Syensqo SA |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/02/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 238183 |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/28/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 596921 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/28/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 238557 |
| VGP NV |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/08/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 225478 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/17/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 451496 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/16/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 118582 |
|  |  | 40211470 |
| **Bermuda — 0.0%** | **Bermuda — 0.0%** | **Bermuda — 0.0%** |
| Athora Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 09/10/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 636663 |
| &nbsp;&nbsp;&nbsp; 6.63%, 06/16/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 253078 |
|  |  | 889741 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Canada — 1.3%** | **Canada — 1.3%** | **Canada — 1.3%** |
| 407 International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.43%, 05/04/27 | &nbsp;&nbsp;&nbsp; CAD200 | $146640 |
| &nbsp;&nbsp;&nbsp; 2.84%, 03/07/50 | &nbsp;&nbsp;&nbsp; CAD400 | 212617 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/08/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD600 | 384091 |
| &nbsp;&nbsp;&nbsp; 3.67%, 03/08/49 | &nbsp;&nbsp;&nbsp; CAD200 | 124134 |
| &nbsp;&nbsp;&nbsp; 3.83%, 05/11/46 | &nbsp;&nbsp;&nbsp; CAD200 | 129668 |
| &nbsp;&nbsp;&nbsp; 3.98%, 09/11/52 | &nbsp;&nbsp;&nbsp; CAD25 | 16090 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/11/52 | &nbsp;&nbsp;&nbsp; CAD200 | 138930 |
| &nbsp;&nbsp;&nbsp; 4.54%, 10/09/54 | &nbsp;&nbsp;&nbsp; CAD200 | 140763 |
| &nbsp;&nbsp;&nbsp; 4.86%, 07/31/53 | &nbsp;&nbsp;&nbsp; CAD300 | 222020 |
| &nbsp;&nbsp;&nbsp; 4.89%, 04/04/54 | &nbsp;&nbsp;&nbsp; CAD200 | 148681 |
| Aeroports de Montreal |  |  |
| &nbsp;&nbsp;&nbsp; 3.03%, 04/21/50 | &nbsp;&nbsp;&nbsp; CAD150 | 83247 |
| &nbsp;&nbsp;&nbsp; 3.44%, 04/26/51 | &nbsp;&nbsp;&nbsp; CAD150 | 89279 |
| &nbsp;&nbsp;&nbsp; Series I, 5.47%, 04/16/40 | &nbsp;&nbsp;&nbsp; CAD150 | 119366 |
| &nbsp;&nbsp;&nbsp; Aimco Realty Investors LP, Series 4, 2.71%, <br> 06/01/29<br>| &nbsp;&nbsp;&nbsp; CAD200 | 144589 |
| AIMCo Realty Investors LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.64%, 02/15/30 | &nbsp;&nbsp;&nbsp; CAD300 | 230752 |
| &nbsp;&nbsp;&nbsp; 4.97%, 05/23/34 | &nbsp;&nbsp;&nbsp; CAD200 | 155986 |
| Alberta Powerline LP, 4.07%, 12/01/53 | &nbsp;&nbsp;&nbsp; CAD196 | 126816 |
| Alectra, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 02/11/31 | &nbsp;&nbsp;&nbsp; CAD200 | 137507 |
| &nbsp;&nbsp;&nbsp; 4.31%, 10/30/34 | &nbsp;&nbsp;&nbsp; CAD150 | 112778 |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/13/34 | &nbsp;&nbsp;&nbsp; CAD150 | 115508 |
| &nbsp;&nbsp;&nbsp; 5.23%, 11/14/52 | &nbsp;&nbsp;&nbsp; CAD50 | 39093 |
| &nbsp;&nbsp;&nbsp; Series A, 2.49%, 05/17/27 | &nbsp;&nbsp;&nbsp; CAD150 | 109861 |
| Alimentation Couche-Tard, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.01%, 02/12/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 239286 |
| &nbsp;&nbsp;&nbsp; 5.59%, 09/25/30 | &nbsp;&nbsp;&nbsp; CAD400 | 317836 |
| &nbsp;&nbsp;&nbsp; Allied Properties Real Estate Investment <br> Trust, 4.81%, 02/24/29<br>| &nbsp;&nbsp;&nbsp; CAD1,000 | 754124 |
| AltaGas Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.17%, 03/16/27 | &nbsp;&nbsp;&nbsp; CAD350 | 255104 |
| &nbsp;&nbsp;&nbsp; 3.98%, 10/04/27 | &nbsp;&nbsp;&nbsp; CAD150 | 111671 |
| &nbsp;&nbsp;&nbsp; 5.14%, 03/14/34 | &nbsp;&nbsp;&nbsp; CAD200 | 155705 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/14/54 | &nbsp;&nbsp;&nbsp; CAD200 | 155249 |
| AltaLink LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.72%, 12/03/46 | &nbsp;&nbsp;&nbsp; CAD50 | 31963 |
| &nbsp;&nbsp;&nbsp; 3.99%, 06/30/42 | &nbsp;&nbsp;&nbsp; CAD200 | 136506 |
| &nbsp;&nbsp;&nbsp; 4.09%, 06/30/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD100 | 67963 |
| &nbsp;&nbsp;&nbsp; 4.69%, 11/28/32 | &nbsp;&nbsp;&nbsp; CAD300 | 232796 |
| &nbsp;&nbsp;&nbsp; 4.74%, 05/22/54 | &nbsp;&nbsp;&nbsp; CAD300 | 218413 |
| &nbsp;&nbsp;&nbsp; 4.92%, 09/17/43 | &nbsp;&nbsp;&nbsp; CAD200 | 152017 |
| &nbsp;&nbsp;&nbsp; 5.46%, 10/11/55 | &nbsp;&nbsp;&nbsp; CAD200 | 162242 |
| &nbsp;&nbsp;&nbsp; Series 20-1, 1.51%, Series 20-1, 09/11/30 | &nbsp;&nbsp;&nbsp; CAD600 | 411734 |
| ARC Resources Ltd., 3.58%, 06/17/28 | &nbsp;&nbsp;&nbsp; CAD200 | 148098 |
| Atco Ltd./Canada, 3.88%, 05/27/30 | &nbsp;&nbsp;&nbsp; CAD100 | 74557 |
| &nbsp;&nbsp;&nbsp; Avenue Living 2014 LP, Series C, 4.65%, <br> Series C, 07/15/29<br>| &nbsp;&nbsp;&nbsp; CAD200 | 147979 |
| Bank of Montreal |  |  |
| &nbsp;&nbsp;&nbsp; 0.05%, 06/08/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 436563 |
| &nbsp;&nbsp;&nbsp; 1.55%, 05/28/26 | &nbsp;&nbsp;&nbsp; CAD150 | 109844 |
| &nbsp;&nbsp;&nbsp; 1.76%, 03/10/26 | &nbsp;&nbsp;&nbsp; CAD300 | 220180 |
| &nbsp;&nbsp;&nbsp; 2.70%, 12/09/26 | &nbsp;&nbsp;&nbsp; CAD50 | 36778 |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/13/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 357069 |
| &nbsp;&nbsp;&nbsp; 3.19%, 03/01/28 | &nbsp;&nbsp;&nbsp; CAD500 | 369016 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 01/09/32, (3-mo. EURIBOR + <br> 1.05%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 355856 |
| &nbsp;&nbsp;&nbsp; 3.65%, 04/01/27 | &nbsp;&nbsp;&nbsp; CAD500 | 370630 |
| &nbsp;&nbsp;&nbsp; 4.08%, 03/05/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD2,000 | 1488477 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| &nbsp;&nbsp;&nbsp; 4.42%, 07/17/29 | &nbsp;&nbsp;&nbsp; CAD600 | $456943 |
| &nbsp;&nbsp;&nbsp; 4.54%, 12/18/28 | &nbsp;&nbsp;&nbsp; CAD200 | 152264 |
| &nbsp;&nbsp;&nbsp; 4.71%, 12/07/27 | &nbsp;&nbsp;&nbsp; CAD600 | 453847 |
| &nbsp;&nbsp;&nbsp; 4.98%, 07/03/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | 153593 |
| &nbsp;&nbsp;&nbsp; 5.04%, 05/29/28 | &nbsp;&nbsp;&nbsp; CAD1,000 | 765930 |
| &nbsp;&nbsp;&nbsp; 5.13%, 10/10/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP550 | 768474 |
| &nbsp;&nbsp;&nbsp; 6.53%, 10/27/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | 155437 |
| Bank of Nova Scotia(The) |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/14/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 696848 |
| &nbsp;&nbsp;&nbsp; 0.00%, 12/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | 1364690 |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/14/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | 595162 |
| &nbsp;&nbsp;&nbsp; 0.25%, 11/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 557109 |
| &nbsp;&nbsp;&nbsp; 1.40%, 11/01/27 | &nbsp;&nbsp;&nbsp; CAD800 | 575844 |
| &nbsp;&nbsp;&nbsp; 1.85%, 11/02/26 | &nbsp;&nbsp;&nbsp; CAD800 | 584413 |
| &nbsp;&nbsp;&nbsp; 2.48%, 01/22/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 593101 |
| &nbsp;&nbsp;&nbsp; 2.52%, 06/18/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 118487 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/03/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | 404296 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/08/27 | &nbsp;&nbsp;&nbsp; CAD400 | 294345 |
| &nbsp;&nbsp;&nbsp; 2.97%, 01/22/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 593273 |
| &nbsp;&nbsp;&nbsp; 3.10%, 02/02/28 | &nbsp;&nbsp;&nbsp; CAD400 | 294675 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/18/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 844880 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 03/05/33, (3-mo. EURIBOR + <br> 1.13%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 356343 |
| &nbsp;&nbsp;&nbsp; 3.62%, 01/30/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD1,000 | 734310 |
| &nbsp;&nbsp;&nbsp; 3.73%, 06/27/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD400 | 296219 |
| &nbsp;&nbsp;&nbsp; 3.81%, 11/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD1,000 | 744460 |
| &nbsp;&nbsp;&nbsp; 3.84%, 09/26/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD500 | 372954 |
| &nbsp;&nbsp;&nbsp; 3.93%, 05/03/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD400 | 297281 |
| &nbsp;&nbsp;&nbsp; 4.44%, 11/15/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD950 | 714832 |
| &nbsp;&nbsp;&nbsp; 4.68%, 02/01/29 | &nbsp;&nbsp;&nbsp; CAD500 | 382894 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/01/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD300 | 230313 |
| &nbsp;&nbsp;&nbsp; 5.68%, 08/02/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD700 | 543305 |
| &nbsp;&nbsp;&nbsp; BCI QuadReal Realty / BCI Quadreal <br> Realty Trust<br>|  |  |
| &nbsp;&nbsp;&nbsp; 1.07%, 02/04/26 | &nbsp;&nbsp;&nbsp; CAD100 | 73432 |
| &nbsp;&nbsp;&nbsp; 1.75%, 07/24/30 | &nbsp;&nbsp;&nbsp; CAD200 | 137733 |
| bcIMC Realty Corp., 3.00%, 03/31/27 | &nbsp;&nbsp;&nbsp; CAD100 | 73646 |
| Bell Telephone Co. of Canada or Bell Canada |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 08/16/27 | &nbsp;&nbsp;&nbsp; CAD200 | 144711 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/14/30 | &nbsp;&nbsp;&nbsp; CAD250 | 177625 |
| &nbsp;&nbsp;&nbsp; 2.90%, 09/10/29 | &nbsp;&nbsp;&nbsp; CAD200 | 144932 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/17/31 | &nbsp;&nbsp;&nbsp; CAD200 | 142686 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/29/27 | &nbsp;&nbsp;&nbsp; CAD200 | 148209 |
| &nbsp;&nbsp;&nbsp; 3.80%, 08/21/28 | &nbsp;&nbsp;&nbsp; CAD250 | 186119 |
| &nbsp;&nbsp;&nbsp; 4.35%, 12/18/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | 133296 |
| &nbsp;&nbsp;&nbsp; 4.45%, 02/27/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD400 | 268411 |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/09/30 | &nbsp;&nbsp;&nbsp; CAD200 | 152529 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/24/34 | &nbsp;&nbsp;&nbsp; CAD600 | 467130 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/09/53 | &nbsp;&nbsp;&nbsp; CAD200 | 145960 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/29 | &nbsp;&nbsp;&nbsp; CAD1,000 | 775575 |
| &nbsp;&nbsp;&nbsp; 5.60%, 08/11/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | 155557 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/10/32 | &nbsp;&nbsp;&nbsp; CAD200 | 162283 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series M-65, 4.30%, Series M-65, <br> 03/14/33<br>| &nbsp;&nbsp;&nbsp; CAD200 | 148782 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series M-66, 4.70%, Series M-66, <br> 03/14/36<br>| &nbsp;&nbsp;&nbsp; CAD100 | 74652 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series M-67, 5.25%, Series M-67, <br> 08/14/55<br>| &nbsp;&nbsp;&nbsp; CAD300 | 222338 |
| &nbsp;&nbsp;&nbsp; BPC Generation Infrastructure Trust, 4.61%, <br> 09/29/35<br>| &nbsp;&nbsp;&nbsp; CAD200 | 147795 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| &nbsp;&nbsp;&nbsp; British Columbia Ferry Services, Inc., Series <br> 19-1, 2.79%, 10/15/49<br>| &nbsp;&nbsp;&nbsp; CAD100 | $52750 |
| &nbsp;&nbsp;&nbsp; British Columbia Investment <br> Management Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/02/30 | &nbsp;&nbsp;&nbsp; CAD1,000 | 743391 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/02/33 | &nbsp;&nbsp;&nbsp; CAD500 | 399339 |
| Brookfield Finance II, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 12/11/55 | &nbsp;&nbsp;&nbsp; CAD200 | 152109 |
| &nbsp;&nbsp;&nbsp; 5.43%, 12/14/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD500 | 395847 |
| Brookfield Infrastructure Finance ULC |  |  |
| &nbsp;&nbsp;&nbsp; 3.41%, 10/09/29 | &nbsp;&nbsp;&nbsp; CAD200 | 146836 |
| &nbsp;&nbsp;&nbsp; 4.19%, 09/11/28 | &nbsp;&nbsp;&nbsp; CAD100 | 75097 |
| &nbsp;&nbsp;&nbsp; 5.44%, 04/25/34 | &nbsp;&nbsp;&nbsp; CAD400 | 316252 |
| &nbsp;&nbsp;&nbsp; 5.98%, 02/14/33 | &nbsp;&nbsp;&nbsp; CAD300 | 244306 |
| &nbsp;&nbsp;&nbsp; Series 16, 4.53%, Series 16, 09/24/35 | &nbsp;&nbsp;&nbsp; CAD500 | 367812 |
| Brookfield Renewable Partners ULC |  |  |
| &nbsp;&nbsp;&nbsp; 3.33%, 08/13/50 | &nbsp;&nbsp;&nbsp; CAD200 | 109940 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/29 | &nbsp;&nbsp;&nbsp; CAD200 | 150724 |
| &nbsp;&nbsp;&nbsp; 5.32%, 01/10/54 | &nbsp;&nbsp;&nbsp; CAD200 | 150143 |
| &nbsp;&nbsp;&nbsp; 5.37%, 09/10/55<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD100 | 74330 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/09/32 | &nbsp;&nbsp;&nbsp; CAD1,000 | 811464 |
| &nbsp;&nbsp;&nbsp; Series 18, 4.96%, Series 18, 10/20/34 | &nbsp;&nbsp;&nbsp; CAD200 | 153549 |
| Bruce Power LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/21/32 | &nbsp;&nbsp;&nbsp; CAD200 | 146857 |
| &nbsp;&nbsp;&nbsp; 4.01%, 06/21/29 | &nbsp;&nbsp;&nbsp; CAD100 | 74984 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/21/33 | &nbsp;&nbsp;&nbsp; CAD100 | 73779 |
| &nbsp;&nbsp;&nbsp; 4.27%, 12/21/34 | &nbsp;&nbsp;&nbsp; CAD200 | 147217 |
| &nbsp;&nbsp;&nbsp; 4.41%, 12/21/35 | &nbsp;&nbsp;&nbsp; CAD700 | 514634 |
| &nbsp;&nbsp;&nbsp; 4.70%, 12/21/27 | &nbsp;&nbsp;&nbsp; CAD200 | 151306 |
| &nbsp;&nbsp;&nbsp; 4.70%, 06/21/31 | &nbsp;&nbsp;&nbsp; CAD200 | 153629 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/21/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD100 | 70671 |
| Calgary Airport Authority(The) |  |  |
| &nbsp;&nbsp;&nbsp; 3.55%, 10/07/53 | &nbsp;&nbsp;&nbsp; CAD200 | 119829 |
| &nbsp;&nbsp;&nbsp; Series A, 3.20%, Series A, 10/07/36 | &nbsp;&nbsp;&nbsp; CAD500 | 333351 |
| Canadian Imperial Bank of Commerce |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 04/30/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 546980 |
| &nbsp;&nbsp;&nbsp; 0.04%, 07/09/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 229745 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/07/27 | &nbsp;&nbsp;&nbsp; CAD350 | 256143 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/07/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1058965 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 118297 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 07/16/31, (3-mo. EURIBOR + <br> 1.12%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR425 | 505191 |
| &nbsp;&nbsp;&nbsp; 3.65%, 01/13/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD100 | 73560 |
| &nbsp;&nbsp;&nbsp; 3.80%, 12/10/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD1,000 | 744346 |
| &nbsp;&nbsp;&nbsp; 3.81%, 07/09/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 611051 |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/02/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD300 | 223632 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/07/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD300 | 223451 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/12/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD400 | 306317 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/29/27 | &nbsp;&nbsp;&nbsp; CAD400 | 301783 |
| &nbsp;&nbsp;&nbsp; 5.05%, 10/07/27 | &nbsp;&nbsp;&nbsp; CAD1,000 | 758661 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/16/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | 154573 |
| &nbsp;&nbsp;&nbsp; 5.33%, 01/20/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD500 | 382238 |
| &nbsp;&nbsp;&nbsp; Series ., 3.90%, Series ., 06/20/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD800 | 596225 |
| Canadian National Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.05%, 02/08/50 | &nbsp;&nbsp;&nbsp; CAD200 | 110046 |
| &nbsp;&nbsp;&nbsp; 3.20%, 07/31/28 | &nbsp;&nbsp;&nbsp; CAD500 | 369694 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/10/30 | &nbsp;&nbsp;&nbsp; CAD100 | 74067 |
| &nbsp;&nbsp;&nbsp; 3.60%, 02/08/49 | &nbsp;&nbsp;&nbsp; CAD600 | 366468 |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/10/35 | &nbsp;&nbsp;&nbsp; CAD100 | 73951 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/02/29 | &nbsp;&nbsp;&nbsp; CAD450 | 345490 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/10/53 | &nbsp;&nbsp;&nbsp; CAD400 | 287747 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/02/54 | &nbsp;&nbsp;&nbsp; CAD100 | $76385 |
| Canadian Natural Resources Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/17/28 | &nbsp;&nbsp;&nbsp; CAD200 | 145384 |
| &nbsp;&nbsp;&nbsp; 3.42%, 12/01/26 | &nbsp;&nbsp;&nbsp; CAD100 | 73748 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/08/31 | &nbsp;&nbsp;&nbsp; CAD300 | 220670 |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/15/31 | &nbsp;&nbsp;&nbsp; CAD300 | 223446 |
| Canadian Pacific Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.54%, 02/28/28 | &nbsp;&nbsp;&nbsp; CAD400 | 291372 |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/09/50 | &nbsp;&nbsp;&nbsp; CAD100 | 54997 |
| &nbsp;&nbsp;&nbsp; 3.15%, 03/13/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD100 | 73582 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/13/32 | &nbsp;&nbsp;&nbsp; CAD100 | 74505 |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/13/36 | &nbsp;&nbsp;&nbsp; CAD100 | 74636 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/13/55 | &nbsp;&nbsp;&nbsp; CAD200 | 145788 |
| &nbsp;&nbsp;&nbsp; 6.45%, 11/17/39 | &nbsp;&nbsp;&nbsp; CAD100 | 86076 |
| Canadian Tire Corp. Ltd., 5.37%, 09/16/30 | &nbsp;&nbsp;&nbsp; CAD300 | 235735 |
| Canadian Utilities Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.41%, 06/24/35 | &nbsp;&nbsp;&nbsp; CAD300 | 224538 |
| &nbsp;&nbsp;&nbsp; 5.45%, 12/22/55<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | 148056 |
| Canadian Western Bank |  |  |
| &nbsp;&nbsp;&nbsp; 4.57%, 07/11/28 | &nbsp;&nbsp;&nbsp; CAD200 | 152173 |
| &nbsp;&nbsp;&nbsp; 5.94%, 12/22/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | 154359 |
| &nbsp;&nbsp;&nbsp; 5.95%, 01/29/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | 157262 |
| Capital Power Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.42%, 02/08/30 | &nbsp;&nbsp;&nbsp; CAD100 | 75799 |
| &nbsp;&nbsp;&nbsp; 5.97%, 01/25/34 | &nbsp;&nbsp;&nbsp; CAD400 | 325436 |
| Cenovus Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/07/28 | &nbsp;&nbsp;&nbsp; CAD300 | 221526 |
| &nbsp;&nbsp;&nbsp; 4.60%, 11/20/35 | &nbsp;&nbsp;&nbsp; CAD400 | 294601 |
| Central 1 Credit Union, 4.00%, 08/20/30 | &nbsp;&nbsp;&nbsp; CAD100 | 74081 |
| CGI, Inc., 3.99%, 09/07/27 | &nbsp;&nbsp;&nbsp; CAD100 | 74588 |
| &nbsp;&nbsp;&nbsp; Chartwell Retirement Residences, Series E, <br> 3.65%, Series E, 05/06/28<br>| &nbsp;&nbsp;&nbsp; CAD300 | 222005 |
| &nbsp;&nbsp;&nbsp; Choice Properties Real Estate <br> Investment Trust<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.53%, 06/11/29 | &nbsp;&nbsp;&nbsp; CAD400 | 295953 |
| &nbsp;&nbsp;&nbsp; 4.29%, 01/16/30 | &nbsp;&nbsp;&nbsp; CAD100 | 75470 |
| &nbsp;&nbsp;&nbsp; 5.03%, 02/28/31 | &nbsp;&nbsp;&nbsp; CAD200 | 155149 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/28/34 | &nbsp;&nbsp;&nbsp; CAD100 | 80285 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/24/32 | &nbsp;&nbsp;&nbsp; CAD200 | 162553 |
| &nbsp;&nbsp;&nbsp; Series W, 4.63%, Series W, 08/08/35 | &nbsp;&nbsp;&nbsp; CAD200 | 148660 |
| Coastal Gaslink Pipeline LP |  |  |
| &nbsp;&nbsp;&nbsp; Series C, 4.91%, Series C, 06/30/31 | &nbsp;&nbsp;&nbsp; CAD100 | 78117 |
| &nbsp;&nbsp;&nbsp; Series E, 5.40%, Series E, 09/30/36 | &nbsp;&nbsp;&nbsp; CAD1,000 | 798302 |
| &nbsp;&nbsp;&nbsp; Series H, 5.61%, Series H, 06/30/44 | &nbsp;&nbsp;&nbsp; CAD1,000 | 799692 |
| &nbsp;&nbsp;&nbsp; Series J, 5.86%, Series J, 03/30/49 | &nbsp;&nbsp;&nbsp; CAD500 | 410680 |
| &nbsp;&nbsp;&nbsp; Cogeco Communications, Inc., 4.74%, <br> 02/06/35<br>| &nbsp;&nbsp;&nbsp; CAD400 | 298570 |
| CPPIB Capital, Inc., 1.50%, 03/04/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR750 | 806533 |
| &nbsp;&nbsp;&nbsp; Crombie Real Estate Investment Trust, 4.73%, <br> 01/15/32<br>| &nbsp;&nbsp;&nbsp; CAD400 | 301032 |
| CU, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.96%, 09/07/49 | &nbsp;&nbsp;&nbsp; CAD200 | 109650 |
| &nbsp;&nbsp;&nbsp; 3.17%, 09/05/51 | &nbsp;&nbsp;&nbsp; CAD200 | 111883 |
| &nbsp;&nbsp;&nbsp; 3.55%, 11/22/47 | &nbsp;&nbsp;&nbsp; CAD200 | 123322 |
| &nbsp;&nbsp;&nbsp; 3.96%, 07/27/45 | &nbsp;&nbsp;&nbsp; CAD25 | 16701 |
| &nbsp;&nbsp;&nbsp; 4.09%, 09/02/44 | &nbsp;&nbsp;&nbsp; CAD800 | 546525 |
| &nbsp;&nbsp;&nbsp; 4.54%, 10/24/41 | &nbsp;&nbsp;&nbsp; CAD200 | 145709 |
| &nbsp;&nbsp;&nbsp; 4.66%, 09/11/54 | &nbsp;&nbsp;&nbsp; CAD200 | 143705 |
| &nbsp;&nbsp;&nbsp; 4.72%, 09/09/43 | &nbsp;&nbsp;&nbsp; CAD100 | 74172 |
| &nbsp;&nbsp;&nbsp; 4.79%, 09/16/55 | &nbsp;&nbsp;&nbsp; CAD500 | 366134 |
| &nbsp;&nbsp;&nbsp; 5.09%, 09/20/53 | &nbsp;&nbsp;&nbsp; CAD300 | 229812 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| &nbsp;&nbsp;&nbsp; 5.18%, 11/21/35 | &nbsp;&nbsp;&nbsp; CAD100 | $79086 |
| Definity Financial Corp., 4.39%, 09/12/35 | &nbsp;&nbsp;&nbsp; CAD200 | 147166 |
| Dollarama, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 12/16/30 | &nbsp;&nbsp;&nbsp; CAD200 | 148515 |
| &nbsp;&nbsp;&nbsp; 5.17%, 04/26/30 | &nbsp;&nbsp;&nbsp; CAD200 | 156246 |
| &nbsp;&nbsp;&nbsp; 5.53%, 09/26/28 | &nbsp;&nbsp;&nbsp; CAD200 | 155314 |
| Dream Industrial Real Estate Investment Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.29%, 07/03/30 | &nbsp;&nbsp;&nbsp; CAD200 | 149502 |
| &nbsp;&nbsp;&nbsp; Series E, 3.97%, Series E, 04/13/26 | &nbsp;&nbsp;&nbsp; CAD400 | 294150 |
| Enbridge Gas, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 04/01/30 | &nbsp;&nbsp;&nbsp; CAD400 | 290179 |
| &nbsp;&nbsp;&nbsp; 3.20%, 09/15/51 | &nbsp;&nbsp;&nbsp; CAD500 | 278096 |
| &nbsp;&nbsp;&nbsp; 3.51%, 11/29/47 | &nbsp;&nbsp;&nbsp; CAD200 | 121465 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/22/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD50 | 33428 |
| &nbsp;&nbsp;&nbsp; 4.16%, 09/12/35 | &nbsp;&nbsp;&nbsp; CAD600 | 441637 |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/02/44 | &nbsp;&nbsp;&nbsp; CAD200 | 137398 |
| &nbsp;&nbsp;&nbsp; 4.84%, 09/12/55 | &nbsp;&nbsp;&nbsp; CAD100 | 73200 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/21/41 | &nbsp;&nbsp;&nbsp; CAD150 | 112816 |
| &nbsp;&nbsp;&nbsp; 5.67%, 10/06/53 | &nbsp;&nbsp;&nbsp; CAD400 | 329389 |
| Enbridge Pipelines, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.52%, 02/22/29 | &nbsp;&nbsp;&nbsp; CAD200 | 148237 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/12/51 | &nbsp;&nbsp;&nbsp; CAD100 | 63489 |
| &nbsp;&nbsp;&nbsp; 4.33%, 02/22/49 | &nbsp;&nbsp;&nbsp; CAD1,000 | 654885 |
| &nbsp;&nbsp;&nbsp; 4.55%, 09/29/45 | &nbsp;&nbsp;&nbsp; CAD200 | 137123 |
| &nbsp;&nbsp;&nbsp; 5.33%, 04/06/40 | &nbsp;&nbsp;&nbsp; CAD50 | 37874 |
| &nbsp;&nbsp;&nbsp; 5.82%, 08/17/53 | &nbsp;&nbsp;&nbsp; CAD100 | 80488 |
| Enbridge, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.99%, 10/03/29 | &nbsp;&nbsp;&nbsp; CAD400 | 291341 |
| &nbsp;&nbsp;&nbsp; 3.10%, 09/21/33 | &nbsp;&nbsp;&nbsp; CAD1,000 | 690277 |
| &nbsp;&nbsp;&nbsp; 3.55%, 02/25/28 | &nbsp;&nbsp;&nbsp; CAD100 | 74032 |
| &nbsp;&nbsp;&nbsp; 3.90%, 02/25/30 | &nbsp;&nbsp;&nbsp; CAD500 | 372221 |
| &nbsp;&nbsp;&nbsp; 4.10%, 09/21/51 | &nbsp;&nbsp;&nbsp; CAD300 | 186923 |
| &nbsp;&nbsp;&nbsp; 4.21%, 02/22/30 | &nbsp;&nbsp;&nbsp; CAD200 | 150751 |
| &nbsp;&nbsp;&nbsp; 4.24%, 08/27/42 | &nbsp;&nbsp;&nbsp; CAD100 | 67377 |
| &nbsp;&nbsp;&nbsp; 4.56%, 02/25/35 | &nbsp;&nbsp;&nbsp; CAD600 | 447618 |
| &nbsp;&nbsp;&nbsp; 4.73%, 08/22/34 | &nbsp;&nbsp;&nbsp; CAD100 | 75785 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/26/28 | &nbsp;&nbsp;&nbsp; CAD200 | 152318 |
| &nbsp;&nbsp;&nbsp; 5.15%, 12/17/55<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD300 | 221669 |
| &nbsp;&nbsp;&nbsp; 5.32%, 08/22/54 | &nbsp;&nbsp;&nbsp; CAD200 | 149912 |
| &nbsp;&nbsp;&nbsp; 5.36%, 05/26/33 | &nbsp;&nbsp;&nbsp; CAD100 | 79117 |
| &nbsp;&nbsp;&nbsp; 5.76%, 05/26/53 | &nbsp;&nbsp;&nbsp; CAD200 | 159151 |
| &nbsp;&nbsp;&nbsp; 6.51%, 11/09/52 | &nbsp;&nbsp;&nbsp; CAD200 | 174674 |
| Energir SEC |  |  |
| &nbsp;&nbsp;&nbsp; 3.04%, 02/09/32 | &nbsp;&nbsp;&nbsp; CAD200 | 141816 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/20/55 | &nbsp;&nbsp;&nbsp; CAD100 | 71463 |
| &nbsp;&nbsp;&nbsp; 4.67%, 09/27/32 | &nbsp;&nbsp;&nbsp; CAD100 | 77253 |
| &nbsp;&nbsp;&nbsp; 4.83%, 06/02/53 | &nbsp;&nbsp;&nbsp; CAD200 | 147324 |
| ENMAX Corp., 3.77%, 06/06/30 | &nbsp;&nbsp;&nbsp; CAD150 | 111010 |
| EPCOR Utilities, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.11%, 07/08/49 | &nbsp;&nbsp;&nbsp; CAD100 | 56192 |
| &nbsp;&nbsp;&nbsp; 3.29%, 06/28/51 | &nbsp;&nbsp;&nbsp; CAD200 | 114339 |
| &nbsp;&nbsp;&nbsp; 3.55%, 11/27/47 | &nbsp;&nbsp;&nbsp; CAD100 | 61479 |
| &nbsp;&nbsp;&nbsp; 5.33%, 10/03/53 | &nbsp;&nbsp;&nbsp; CAD400 | 316289 |
| Equitable Bank |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 09/28/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 589853 |
| &nbsp;&nbsp;&nbsp; 3.87%, 04/12/29 | &nbsp;&nbsp;&nbsp; CAD200 | 147955 |
| Fairfax Financial Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/29/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 118081 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/03/31 | &nbsp;&nbsp;&nbsp; CAD350 | 259756 |
| &nbsp;&nbsp;&nbsp; 4.23%, 06/14/29 | &nbsp;&nbsp;&nbsp; CAD100 | 75305 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/06/27 | &nbsp;&nbsp;&nbsp; CAD200 | 149668 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| &nbsp;&nbsp;&nbsp; 5.23%, 11/23/54 | &nbsp;&nbsp;&nbsp; CAD300 | $222656 |
| &nbsp;&nbsp;&nbsp; Federation des Caisses Desjardins <br> du Quebec<br>|  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 04/08/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 118102 |
| &nbsp;&nbsp;&nbsp; 0.05%, 11/26/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 227410 |
| &nbsp;&nbsp;&nbsp; 0.25%, 02/08/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 348539 |
| &nbsp;&nbsp;&nbsp; 1.59%, 09/10/26 | &nbsp;&nbsp;&nbsp; CAD200 | 146060 |
| &nbsp;&nbsp;&nbsp; 2.68%, 05/29/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 354809 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/30/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 602814 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/28/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 473826 |
| &nbsp;&nbsp;&nbsp; 3.80%, 09/24/29 | &nbsp;&nbsp;&nbsp; CAD300 | 223933 |
| &nbsp;&nbsp;&nbsp; 4.12%, 08/25/32 | &nbsp;&nbsp;&nbsp; CAD200 | 149417 |
| &nbsp;&nbsp;&nbsp; 4.26%, 01/24/35<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; CAD100 | 74922 |
| &nbsp;&nbsp;&nbsp; 4.41%, 05/19/27 | &nbsp;&nbsp;&nbsp; CAD200 | 149810 |
| &nbsp;&nbsp;&nbsp; 5.04%, 08/23/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD100 | 75666 |
| &nbsp;&nbsp;&nbsp; 5.28%, 05/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | 154745 |
| &nbsp;&nbsp;&nbsp; 5.47%, 11/17/28 | &nbsp;&nbsp;&nbsp; CAD700 | 544654 |
| &nbsp;&nbsp;&nbsp; 5.48%, 08/16/28 | &nbsp;&nbsp;&nbsp; CAD200 | 155336 |
| Finning International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 08/14/26 | &nbsp;&nbsp;&nbsp; CAD200 | 146797 |
| &nbsp;&nbsp;&nbsp; 4.78%, 02/13/29 | &nbsp;&nbsp;&nbsp; CAD100 | 76378 |
| First Capital Real Estate Investment Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.46%, 06/12/32 | &nbsp;&nbsp;&nbsp; CAD100 | 78042 |
| &nbsp;&nbsp;&nbsp; Series E, 4.83%, Series E, 06/13/33 | &nbsp;&nbsp;&nbsp; CAD100 | 75099 |
| &nbsp;&nbsp;&nbsp; Series G, 4.76%, Series G, 02/15/35 | &nbsp;&nbsp;&nbsp; CAD100 | 73435 |
| &nbsp;&nbsp;&nbsp; First Capital Realty Inc/First Cap Real Estate <br> Inv Tr/First Cap New Sub Mut Fund, <br> Series V, 3.46%, Series V, 01/22/27<br>| &nbsp;&nbsp;&nbsp; CAD100 | 73778 |
| &nbsp;&nbsp;&nbsp; First National Financial Corp., 5.44%, <br> 10/25/32<br>| &nbsp;&nbsp;&nbsp; CAD300 | 227738 |
| Fortis, Inc./Canada |  |  |
| &nbsp;&nbsp;&nbsp; 4.09%, 03/26/32 | &nbsp;&nbsp;&nbsp; CAD200 | 149535 |
| &nbsp;&nbsp;&nbsp; 4.17%, 09/09/31 | &nbsp;&nbsp;&nbsp; CAD1,000 | 755328 |
| FortisAlberta, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 06/08/51 | &nbsp;&nbsp;&nbsp; CAD200 | 100283 |
| &nbsp;&nbsp;&nbsp; 3.73%, 09/18/48 | &nbsp;&nbsp;&nbsp; CAD100 | 62832 |
| &nbsp;&nbsp;&nbsp; 4.86%, 05/26/53 | &nbsp;&nbsp;&nbsp; CAD200 | 147845 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/27/54 | &nbsp;&nbsp;&nbsp; CAD400 | 297635 |
| FortisBC Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.82%, 08/09/49 | &nbsp;&nbsp;&nbsp; CAD100 | 53024 |
| &nbsp;&nbsp;&nbsp; 3.67%, 04/09/46 | &nbsp;&nbsp;&nbsp; CAD200 | 126200 |
| Gibson Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 11/12/31 | &nbsp;&nbsp;&nbsp; CAD100 | 75039 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/12/33 | &nbsp;&nbsp;&nbsp; CAD300 | 238974 |
| &nbsp;&nbsp;&nbsp; 6.20%, 07/12/53 | &nbsp;&nbsp;&nbsp; CAD200 | 164128 |
| Gildan Activewear, Inc., 4.15%, 11/22/30 | &nbsp;&nbsp;&nbsp; CAD200 | 149217 |
| Granite REIT Holdings LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.19%, 08/30/28 | &nbsp;&nbsp;&nbsp; CAD200 | 143227 |
| &nbsp;&nbsp;&nbsp; 3.06%, 06/04/27 | &nbsp;&nbsp;&nbsp; CAD200 | 147083 |
| &nbsp;&nbsp;&nbsp; 4.35%, 10/04/31 | &nbsp;&nbsp;&nbsp; CAD200 | 148999 |
| Greater Toronto Airports Authority |  |  |
| &nbsp;&nbsp;&nbsp; 2.73%, 04/03/29 | &nbsp;&nbsp;&nbsp; CAD750 | 547362 |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/17/39 | &nbsp;&nbsp;&nbsp; CAD350 | 211871 |
| &nbsp;&nbsp;&nbsp; 3.26%, 06/01/37 | &nbsp;&nbsp;&nbsp; CAD350 | 233313 |
| Great-West Lifeco, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 05/14/30 | &nbsp;&nbsp;&nbsp; CAD200 | 142506 |
| &nbsp;&nbsp;&nbsp; 2.98%, 07/08/50 | &nbsp;&nbsp;&nbsp; CAD200 | 107648 |
| &nbsp;&nbsp;&nbsp; 3.34%, 02/28/28 | &nbsp;&nbsp;&nbsp; CAD200 | 148028 |
| &nbsp;&nbsp;&nbsp; 4.70%, 11/16/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | 693797 |
| &nbsp;&nbsp;&nbsp; H&R Real Estate Investment Trust, 2.91%, <br> 06/02/26<br>| &nbsp;&nbsp;&nbsp; CAD200 | 146911 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| Honda Canada Finance, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 02/25/28 | &nbsp;&nbsp;&nbsp; CAD200 | $143619 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/04/29 | &nbsp;&nbsp;&nbsp; CAD300 | 231425 |
| Husky Midstream LP, 4.10%, 12/02/29 | &nbsp;&nbsp;&nbsp; CAD100 | 75069 |
| Hydro One Ltd., 1.41%, 10/15/27 | &nbsp;&nbsp;&nbsp; CAD200 | 144175 |
| Hydro One, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.77%, 02/24/26 | &nbsp;&nbsp;&nbsp; CAD150 | 110164 |
| &nbsp;&nbsp;&nbsp; 3.10%, 09/15/51 | &nbsp;&nbsp;&nbsp; CAD1,000 | 552088 |
| &nbsp;&nbsp;&nbsp; 3.64%, 04/05/50 | &nbsp;&nbsp;&nbsp; CAD300 | 184265 |
| &nbsp;&nbsp;&nbsp; 3.72%, 11/18/47 | &nbsp;&nbsp;&nbsp; CAD350 | 221689 |
| &nbsp;&nbsp;&nbsp; 3.91%, 02/23/46 | &nbsp;&nbsp;&nbsp; CAD200 | 131991 |
| &nbsp;&nbsp;&nbsp; 3.94%, 08/25/32 | &nbsp;&nbsp;&nbsp; CAD300 | 223548 |
| &nbsp;&nbsp;&nbsp; 4.16%, 01/27/33 | &nbsp;&nbsp;&nbsp; CAD200 | 150613 |
| &nbsp;&nbsp;&nbsp; 4.39%, 03/01/34 | &nbsp;&nbsp;&nbsp; CAD200 | 151992 |
| &nbsp;&nbsp;&nbsp; 4.46%, 01/27/53 | &nbsp;&nbsp;&nbsp; CAD200 | 139469 |
| &nbsp;&nbsp;&nbsp; 4.59%, 10/09/43 | &nbsp;&nbsp;&nbsp; CAD200 | 145762 |
| &nbsp;&nbsp;&nbsp; 4.85%, 11/30/54 | &nbsp;&nbsp;&nbsp; CAD400 | 296081 |
| &nbsp;&nbsp;&nbsp; 4.91%, 01/27/28 | &nbsp;&nbsp;&nbsp; CAD100 | 76242 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/25/55 | &nbsp;&nbsp;&nbsp; CAD100 | 75194 |
| &nbsp;&nbsp;&nbsp; 6.03%, 03/03/39 | &nbsp;&nbsp;&nbsp; CAD250 | 210526 |
| &nbsp;&nbsp;&nbsp; 6.93%, 06/01/32 | &nbsp;&nbsp;&nbsp; CAD130 | 112219 |
| &nbsp;&nbsp;&nbsp; Series 64, 3.90%, Series 64, 11/21/33 | &nbsp;&nbsp;&nbsp; CAD300 | 221200 |
| &nbsp;&nbsp;&nbsp; Series 65, 4.80%, Series 65, 11/21/56 | &nbsp;&nbsp;&nbsp; CAD200 | 146815 |
| Hydro Ottawa Capital Corp., 4.37%, 01/30/35 | &nbsp;&nbsp;&nbsp; CAD300 | 224324 |
| Hyundai Capital Canada, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.57%, 03/08/28 | &nbsp;&nbsp;&nbsp; CAD200 | 153931 |
| &nbsp;&nbsp;&nbsp; Series G, 4.58%, Series G, 07/24/29 | &nbsp;&nbsp;&nbsp; CAD500 | 381385 |
| &nbsp;&nbsp;&nbsp; Series J, 3.58%, Series J, 01/14/30 | &nbsp;&nbsp;&nbsp; CAD100 | 73650 |
| IGM Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.12%, 12/09/47 | &nbsp;&nbsp;&nbsp; CAD200 | 130779 |
| &nbsp;&nbsp;&nbsp; 5.43%, 05/26/53 | &nbsp;&nbsp;&nbsp; CAD200 | 156859 |
| Intact Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.18%, 05/18/28 | &nbsp;&nbsp;&nbsp; CAD100 | 72460 |
| &nbsp;&nbsp;&nbsp; 2.85%, 06/07/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | 147088 |
| &nbsp;&nbsp;&nbsp; 2.95%, 12/16/50 | &nbsp;&nbsp;&nbsp; CAD100 | 53150 |
| &nbsp;&nbsp;&nbsp; 3.77%, 05/20/53 | &nbsp;&nbsp;&nbsp; CAD100 | 60981 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/16/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD100 | 76411 |
| &nbsp;&nbsp;&nbsp; 5.28%, 09/14/54 | &nbsp;&nbsp;&nbsp; CAD200 | 155041 |
| Inter Pipeline Ltd./AB |  |  |
| &nbsp;&nbsp;&nbsp; 3.48%, 12/16/26 | &nbsp;&nbsp;&nbsp; CAD100 | 73752 |
| &nbsp;&nbsp;&nbsp; 5.09%, 11/27/51 | &nbsp;&nbsp;&nbsp; CAD150 | 104628 |
| &nbsp;&nbsp;&nbsp; 5.71%, 05/29/30 | &nbsp;&nbsp;&nbsp; CAD700 | 552898 |
| &nbsp;&nbsp;&nbsp; 5.76%, 02/17/28 | &nbsp;&nbsp;&nbsp; CAD200 | 153907 |
| &nbsp;&nbsp;&nbsp; 5.85%, 05/18/32 | &nbsp;&nbsp;&nbsp; CAD200 | 160146 |
| &nbsp;&nbsp;&nbsp; Series 12, 3.98%, Series 12, 11/25/31 | &nbsp;&nbsp;&nbsp; CAD200 | 146843 |
| Keyera Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.93%, 06/21/28 | &nbsp;&nbsp;&nbsp; CAD200 | 149068 |
| &nbsp;&nbsp;&nbsp; 5.66%, 01/04/54 | &nbsp;&nbsp;&nbsp; CAD200 | 154613 |
| &nbsp;&nbsp;&nbsp; Series 8, 5.31%, Series 8, 10/15/55 | &nbsp;&nbsp;&nbsp; CAD300 | 220589 |
| Liberty Utilities Canada LP, 3.32%, 02/14/50 | &nbsp;&nbsp;&nbsp; CAD100 | 54821 |
| Loblaw Companies Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.28%, 05/07/30 | &nbsp;&nbsp;&nbsp; CAD200 | 141748 |
| &nbsp;&nbsp;&nbsp; 4.49%, 12/11/28 | &nbsp;&nbsp;&nbsp; CAD150 | 113939 |
| &nbsp;&nbsp;&nbsp; 5.12%, 03/04/54 | &nbsp;&nbsp;&nbsp; CAD200 | 149326 |
| &nbsp;&nbsp;&nbsp; 5.34%, 09/13/52 | &nbsp;&nbsp;&nbsp; CAD100 | 76981 |
| Lower Mattagami Energy LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.43%, 05/14/31 | &nbsp;&nbsp;&nbsp; CAD300 | 210951 |
| &nbsp;&nbsp;&nbsp; 4.69%, 06/07/54 | &nbsp;&nbsp;&nbsp; CAD400 | 289882 |
| Magna International, Inc., 4.38%, 03/17/32 | &nbsp;&nbsp;&nbsp; EUR300 | 375267 |
| Manulife Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp; 2.86%, 02/16/27 | &nbsp;&nbsp;&nbsp; CAD200 | 147184 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| &nbsp;&nbsp;&nbsp; 3.69%, 08/19/30 | &nbsp;&nbsp;&nbsp; CAD200 | $148108 |
| &nbsp;&nbsp;&nbsp; 3.72%, 05/15/30 | &nbsp;&nbsp;&nbsp; CAD300 | 222730 |
| &nbsp;&nbsp;&nbsp; 3.99%, 02/22/28 | &nbsp;&nbsp;&nbsp; CAD300 | 224621 |
| Manulife Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.82%, 05/13/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | 142824 |
| &nbsp;&nbsp;&nbsp; 3.98%, 05/23/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | 148601 |
| &nbsp;&nbsp;&nbsp; 4.06%, 12/06/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD700 | 523302 |
| &nbsp;&nbsp;&nbsp; 5.05%, 02/23/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD100 | 76997 |
| &nbsp;&nbsp;&nbsp; 5.41%, 03/10/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD600 | 460949 |
| MCAP Commercial LP, 4.82%, 03/04/30 | &nbsp;&nbsp;&nbsp; CAD100 | 75138 |
| Metro, Inc./CN |  |  |
| &nbsp;&nbsp;&nbsp; 3.39%, 12/06/27 | &nbsp;&nbsp;&nbsp; CAD150 | 110982 |
| &nbsp;&nbsp;&nbsp; 3.41%, 02/28/50 | &nbsp;&nbsp;&nbsp; CAD200 | 114665 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/27/29 | &nbsp;&nbsp;&nbsp; CAD100 | 75083 |
| &nbsp;&nbsp;&nbsp; 4.27%, 12/04/47 | &nbsp;&nbsp;&nbsp; CAD100 | 66507 |
| &nbsp;&nbsp;&nbsp; 4.66%, 02/07/33 | &nbsp;&nbsp;&nbsp; CAD200 | 153356 |
| Mini Mall Storage Properties Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series A, 4.28%, Series A, 12/01/28 | &nbsp;&nbsp;&nbsp; CAD500 | 368616 |
| &nbsp;&nbsp;&nbsp; Series C, 4.16%, Series C, 01/30/28 | &nbsp;&nbsp;&nbsp; CAD100 | 73796 |
| National Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp; 1.53%, 06/15/26 | &nbsp;&nbsp;&nbsp; CAD150 | 109796 |
| &nbsp;&nbsp;&nbsp; 3.44%, 10/21/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD600 | 438023 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 606453 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/02/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 488395 |
| &nbsp;&nbsp;&nbsp; 4.26%, 02/15/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD600 | 449540 |
| &nbsp;&nbsp;&nbsp; 5.02%, 02/01/29 | &nbsp;&nbsp;&nbsp; CAD400 | 309182 |
| &nbsp;&nbsp;&nbsp; 5.22%, 06/14/28 | &nbsp;&nbsp;&nbsp; CAD650 | 500784 |
| &nbsp;&nbsp;&nbsp; 5.43%, 08/16/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD400 | 304233 |
| NAV Canada |  |  |
| &nbsp;&nbsp;&nbsp; 2.06%, 05/29/30 | &nbsp;&nbsp;&nbsp; CAD200 | 140524 |
| &nbsp;&nbsp;&nbsp; 2.92%, 09/29/51 | &nbsp;&nbsp;&nbsp; CAD300 | 162192 |
| &nbsp;&nbsp;&nbsp; 3.21%, 09/29/50 | &nbsp;&nbsp;&nbsp; CAD100 | 57499 |
| &nbsp;&nbsp;&nbsp; North West Redwater Partnership/NWR <br> Financing Co. Ltd.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD400 | 282298 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/01/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD400 | 245001 |
| &nbsp;&nbsp;&nbsp; 4.05%, 07/22/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD150 | 99927 |
| &nbsp;&nbsp;&nbsp; 5.08%, 06/01/54 | &nbsp;&nbsp;&nbsp; CAD700 | 526925 |
| &nbsp;&nbsp;&nbsp; Series G, 4.75%, 06/01/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD50 | 37753 |
| &nbsp;&nbsp;&nbsp; Series J, 2.80%, 06/01/27 | &nbsp;&nbsp;&nbsp; CAD200 | 146798 |
| &nbsp;&nbsp;&nbsp; Series K, 3.65%, 06/01/35 | &nbsp;&nbsp;&nbsp; CAD200 | 140264 |
| &nbsp;&nbsp;&nbsp; Nouvelle Autoroute 30 Financement, Inc., <br> Series C, 3.75%, 03/31/33<br>| &nbsp;&nbsp;&nbsp; CAD121 | 88314 |
| Nova Scotia Power, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.31%, 04/25/50 | &nbsp;&nbsp;&nbsp; CAD150 | 83619 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/20/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD100 | 69562 |
| &nbsp;&nbsp;&nbsp; 4.95%, 11/15/32 | &nbsp;&nbsp;&nbsp; CAD150 | 115347 |
| &nbsp;&nbsp;&nbsp; 5.36%, 03/24/53 | &nbsp;&nbsp;&nbsp; CAD200 | 153184 |
| Noverco, Inc., 4.57%, 01/28/35 | &nbsp;&nbsp;&nbsp; CAD100 | 75413 |
| OMERS Realty Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 06/05/30 | &nbsp;&nbsp;&nbsp; CAD400 | 296983 |
| &nbsp;&nbsp;&nbsp; 4.54%, 04/09/29 | &nbsp;&nbsp;&nbsp; CAD100 | 76391 |
| Ontario Power Generation, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.98%, 09/13/29 | &nbsp;&nbsp;&nbsp; CAD300 | 218986 |
| &nbsp;&nbsp;&nbsp; 3.22%, 04/08/30 | &nbsp;&nbsp;&nbsp; CAD300 | 219363 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/13/50 | &nbsp;&nbsp;&nbsp; CAD100 | 60203 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/18/49 | &nbsp;&nbsp;&nbsp; CAD100 | 66723 |
| &nbsp;&nbsp;&nbsp; 4.32%, 03/13/35 | &nbsp;&nbsp;&nbsp; CAD300 | 223214 |
| &nbsp;&nbsp;&nbsp; 4.83%, 06/28/34 | &nbsp;&nbsp;&nbsp; CAD400 | 309396 |
| &nbsp;&nbsp;&nbsp; 4.87%, 03/13/55 | &nbsp;&nbsp;&nbsp; CAD100 | 72622 |
| &nbsp;&nbsp;&nbsp; 4.99%, 06/28/54 | &nbsp;&nbsp;&nbsp; CAD400 | 296061 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| &nbsp;&nbsp;&nbsp; Oxford Properties Group Trust, 3.91%, <br> 12/04/29<br>| &nbsp;&nbsp;&nbsp; CAD100 | $74751 |
| Pembina Pipeline Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.31%, 02/01/30 | &nbsp;&nbsp;&nbsp; CAD200 | 146590 |
| &nbsp;&nbsp;&nbsp; 3.53%, 12/10/31 | &nbsp;&nbsp;&nbsp; CAD600 | 436315 |
| &nbsp;&nbsp;&nbsp; 3.62%, 04/03/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD250 | 185325 |
| &nbsp;&nbsp;&nbsp; 4.02%, 03/27/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | 149291 |
| &nbsp;&nbsp;&nbsp; 4.49%, 12/10/51 | &nbsp;&nbsp;&nbsp; CAD100 | 65832 |
| &nbsp;&nbsp;&nbsp; 4.54%, 04/03/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | 133617 |
| &nbsp;&nbsp;&nbsp; 4.67%, 05/28/50 | &nbsp;&nbsp;&nbsp; CAD200 | 135791 |
| &nbsp;&nbsp;&nbsp; 4.74%, 01/21/47 | &nbsp;&nbsp;&nbsp; CAD1,000 | 693687 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/30/43 | &nbsp;&nbsp;&nbsp; CAD100 | 70540 |
| &nbsp;&nbsp;&nbsp; 4.81%, 03/25/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD25 | 17678 |
| &nbsp;&nbsp;&nbsp; 5.21%, 01/12/34 | &nbsp;&nbsp;&nbsp; CAD400 | 312481 |
| &nbsp;&nbsp;&nbsp; 5.67%, 01/12/54 | &nbsp;&nbsp;&nbsp; CAD250 | 195592 |
| &nbsp;&nbsp;&nbsp; Series 11, 4.75%, 03/26/48 | &nbsp;&nbsp;&nbsp; CAD150 | 103799 |
| &nbsp;&nbsp;&nbsp; Plenary PCL Health HIEP LP, 4.91%, <br> 06/30/60<br>| &nbsp;&nbsp;&nbsp; CAD300 | 217189 |
| Power Corp. of Canada, 4.46%, 07/27/48 | &nbsp;&nbsp;&nbsp; CAD100 | 69057 |
| Primaris Real Estate Investment Trust |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 10/09/30 | &nbsp;&nbsp;&nbsp; CAD500 | 366044 |
| &nbsp;&nbsp;&nbsp; 4.73%, 03/30/27 | &nbsp;&nbsp;&nbsp; CAD200 | 149588 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/15/32 | &nbsp;&nbsp;&nbsp; CAD100 | 77550 |
| Reliance LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.67%, 08/01/28 | &nbsp;&nbsp;&nbsp; CAD100 | 72407 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/15/26 | &nbsp;&nbsp;&nbsp; CAD200 | 146991 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/31 | &nbsp;&nbsp;&nbsp; CAD100 | 77668 |
| RioCan Real Estate Investment Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.42%, 10/01/32 | &nbsp;&nbsp;&nbsp; CAD300 | 220464 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/01/29 | &nbsp;&nbsp;&nbsp; CAD200 | 151365 |
| &nbsp;&nbsp;&nbsp; 4.67%, 03/01/32 | &nbsp;&nbsp;&nbsp; CAD200 | 149923 |
| &nbsp;&nbsp;&nbsp; 5.46%, 03/01/31 | &nbsp;&nbsp;&nbsp; CAD100 | 77979 |
| Rogers Communications, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/09/30 | &nbsp;&nbsp;&nbsp; CAD200 | 143505 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/01/29 | &nbsp;&nbsp;&nbsp; CAD300 | 220098 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/15/29 | &nbsp;&nbsp;&nbsp; CAD200 | 148672 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/15/32 | &nbsp;&nbsp;&nbsp; CAD200 | 149616 |
| &nbsp;&nbsp;&nbsp; 4.40%, 11/02/28 | &nbsp;&nbsp;&nbsp; CAD350 | 264224 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/15/52 | &nbsp;&nbsp;&nbsp; CAD200 | 148261 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/21/28 | &nbsp;&nbsp;&nbsp; CAD300 | 233490 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/21/30 | &nbsp;&nbsp;&nbsp; CAD500 | 400193 |
| &nbsp;&nbsp;&nbsp; 5.90%, 09/21/33 | &nbsp;&nbsp;&nbsp; CAD700 | 569937 |
| &nbsp;&nbsp;&nbsp; 6.11%, 08/25/40 | &nbsp;&nbsp;&nbsp; CAD25 | 20447 |
| &nbsp;&nbsp;&nbsp; 6.56%, 03/22/41 | &nbsp;&nbsp;&nbsp; CAD200 | 170933 |
| &nbsp;&nbsp;&nbsp; 6.75%, 11/09/39 | &nbsp;&nbsp;&nbsp; CAD1,000 | 863995 |
| Royal Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/21/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 580264 |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/05/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 333689 |
| &nbsp;&nbsp;&nbsp; 0.05%, 06/19/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 235257 |
| &nbsp;&nbsp;&nbsp; 0.13%, 04/26/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 924478 |
| &nbsp;&nbsp;&nbsp; 1.00%, 09/09/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP550 | 739708 |
| &nbsp;&nbsp;&nbsp; 1.67%, 01/28/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | 143719 |
| &nbsp;&nbsp;&nbsp; 1.75%, 06/08/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 230782 |
| &nbsp;&nbsp;&nbsp; 1.83%, 07/31/28 | &nbsp;&nbsp;&nbsp; CAD200 | 143751 |
| &nbsp;&nbsp;&nbsp; 2.13%, 04/26/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 814703 |
| &nbsp;&nbsp;&nbsp; 2.33%, 01/28/27 | &nbsp;&nbsp;&nbsp; CAD200 | 146467 |
| &nbsp;&nbsp;&nbsp; 2.38%, 09/13/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR492 | 584275 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/04/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,250 | 1487750 |
| &nbsp;&nbsp;&nbsp; 2.94%, 05/03/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD300 | 220395 |
| &nbsp;&nbsp;&nbsp; 3.57%, 12/09/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD800 | 587655 |
| &nbsp;&nbsp;&nbsp; 3.63%, 12/10/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD300 | 222767 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| &nbsp;&nbsp;&nbsp; 3.99%, 07/22/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD800 | $598996 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/17/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD500 | 375125 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/05/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 982719 |
| &nbsp;&nbsp;&nbsp; 4.28%, 02/04/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD500 | 375411 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/02/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 377747 |
| &nbsp;&nbsp;&nbsp; 4.46%, 10/17/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD400 | 302040 |
| &nbsp;&nbsp;&nbsp; 4.61%, 07/26/27 | &nbsp;&nbsp;&nbsp; CAD500 | 376678 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/01/28 | &nbsp;&nbsp;&nbsp; CAD300 | 228008 |
| &nbsp;&nbsp;&nbsp; 4.64%, 01/17/28 | &nbsp;&nbsp;&nbsp; CAD300 | 227355 |
| &nbsp;&nbsp;&nbsp; 4.83%, 08/08/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD2,000 | 1530599 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 11/01/30, (1-day SONIA + <br> 1.10%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP200 | 277125 |
| &nbsp;&nbsp;&nbsp; 5.01%, 02/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD400 | 304408 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/03/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD400 | 307873 |
| &nbsp;&nbsp;&nbsp; 5.23%, 06/24/30 | &nbsp;&nbsp;&nbsp; CAD450 | 354861 |
| &nbsp;&nbsp;&nbsp; 5.34%, 06/23/26 | &nbsp;&nbsp;&nbsp; CAD500 | 371250 |
| Royal Bank of Canada/Toronto |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/07/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 243240 |
| &nbsp;&nbsp;&nbsp; Series ., 1.50%, Series ., 09/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 585582 |
| Sagen MI Canada, Inc., 3.26%, 03/05/31 | &nbsp;&nbsp;&nbsp; CAD200 | 140264 |
| Saputo, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.42%, 06/19/26 | &nbsp;&nbsp;&nbsp; CAD200 | 146284 |
| &nbsp;&nbsp;&nbsp; 2.24%, 06/16/27 | &nbsp;&nbsp;&nbsp; CAD200 | 145716 |
| &nbsp;&nbsp;&nbsp; 2.30%, 06/22/28 | &nbsp;&nbsp;&nbsp; CAD200 | 144591 |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/02/30 | &nbsp;&nbsp;&nbsp; CAD100 | 74453 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/29/29 | &nbsp;&nbsp;&nbsp; CAD200 | 156376 |
| &nbsp;&nbsp;&nbsp; 5.49%, 11/20/30 | &nbsp;&nbsp;&nbsp; CAD200 | 158511 |
| SmartCentres Real Estate Investment Trust |  |  |
| &nbsp;&nbsp;&nbsp; 3.53%, 12/20/29 | &nbsp;&nbsp;&nbsp; CAD200 | 145750 |
| &nbsp;&nbsp;&nbsp; 4.74%, 08/05/31 | &nbsp;&nbsp;&nbsp; CAD200 | 150922 |
| &nbsp;&nbsp;&nbsp; 5.16%, 08/01/30 | &nbsp;&nbsp;&nbsp; CAD400 | 307768 |
| &nbsp;&nbsp;&nbsp; South Bow Canadian Infrastructure Holdings <br> Ltd., 4.93%, 02/01/35<br>| &nbsp;&nbsp;&nbsp; CAD200 | 151066 |
| Stantec, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.05%, 10/08/27 | &nbsp;&nbsp;&nbsp; CAD200 | 144897 |
| &nbsp;&nbsp;&nbsp; 4.37%, 06/10/32 | &nbsp;&nbsp;&nbsp; CAD100 | 74387 |
| Sun Life Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 11/21/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD300 | 217798 |
| &nbsp;&nbsp;&nbsp; 3.15%, 11/18/36<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD250 | 179029 |
| &nbsp;&nbsp;&nbsp; 4.14%, 09/13/37<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD300 | 221260 |
| &nbsp;&nbsp;&nbsp; 5.12%, 05/15/36<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD500 | 389738 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/29/42<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD100 | 77996 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/29/42<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD100 | 77996 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/04/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | 157941 |
| Suncor Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/04/51 | &nbsp;&nbsp;&nbsp; CAD100 | 61014 |
| &nbsp;&nbsp;&nbsp; 4.34%, 09/13/46 | &nbsp;&nbsp;&nbsp; CAD400 | 264746 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/09/30 | &nbsp;&nbsp;&nbsp; CAD188 | 143362 |
| TELUS Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 02/19/30 | &nbsp;&nbsp;&nbsp; CAD100 | 72713 |
| &nbsp;&nbsp;&nbsp; 3.30%, 05/02/29 | &nbsp;&nbsp;&nbsp; CAD400 | 295077 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/05/51 | &nbsp;&nbsp;&nbsp; CAD200 | 124623 |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/13/31 | &nbsp;&nbsp;&nbsp; CAD700 | 535948 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/17/45 | &nbsp;&nbsp;&nbsp; CAD100 | 70457 |
| &nbsp;&nbsp;&nbsp; 4.85%, 04/05/44 | &nbsp;&nbsp;&nbsp; CAD100 | 71402 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/28/33 | &nbsp;&nbsp;&nbsp; CAD200 | 154510 |
| &nbsp;&nbsp;&nbsp; 5.15%, 11/26/43 | &nbsp;&nbsp;&nbsp; CAD100 | 74074 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/15/32 | &nbsp;&nbsp;&nbsp; CAD200 | 157203 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/08/33 | &nbsp;&nbsp;&nbsp; CAD300 | 242128 |
| &nbsp;&nbsp;&nbsp; 5.95%, 09/08/53 | &nbsp;&nbsp;&nbsp; CAD500 | 407327 |
| &nbsp;&nbsp;&nbsp; Series CAH, 5.65%, Series CAH, 09/13/52 | &nbsp;&nbsp;&nbsp; CAD500 | 391302 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| Teranet Holdings LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.72%, 02/23/29 | &nbsp;&nbsp;&nbsp; CAD100 | $73613 |
| &nbsp;&nbsp;&nbsp; 5.01%, 03/07/35 | &nbsp;&nbsp;&nbsp; CAD200 | 149725 |
| &nbsp;&nbsp;&nbsp; 6.10%, 06/17/41 | &nbsp;&nbsp;&nbsp; CAD100 | 78118 |
| TMX Group Ltd., 4.97%, 02/16/34 | &nbsp;&nbsp;&nbsp; CAD400 | 312005 |
| Toromont Industries Ltd., 3.76%, 03/28/30 | &nbsp;&nbsp;&nbsp; CAD300 | 222171 |
| Toronto Hydro Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.43%, 12/11/29 | &nbsp;&nbsp;&nbsp; CAD200 | 144144 |
| &nbsp;&nbsp;&nbsp; 2.47%, 10/20/31 | &nbsp;&nbsp;&nbsp; CAD300 | 211589 |
| &nbsp;&nbsp;&nbsp; 2.52%, 08/25/26 | &nbsp;&nbsp;&nbsp; CAD200 | 146897 |
| &nbsp;&nbsp;&nbsp; 3.55%, 07/28/45 | &nbsp;&nbsp;&nbsp; CAD200 | 125991 |
| &nbsp;&nbsp;&nbsp; 4.61%, 06/14/33 | &nbsp;&nbsp;&nbsp; CAD200 | 154246 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/13/52 | &nbsp;&nbsp;&nbsp; CAD200 | 150895 |
| &nbsp;&nbsp;&nbsp; Series 23, 3.65%, Series 23, 09/24/32 | &nbsp;&nbsp;&nbsp; CAD200 | 146634 |
| Toronto-Dominion Bank(The) |  |  |
| &nbsp;&nbsp;&nbsp; 0.86%, 03/24/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 817453 |
| &nbsp;&nbsp;&nbsp; 1.89%, 03/08/28 | &nbsp;&nbsp;&nbsp; CAD800 | 577127 |
| &nbsp;&nbsp;&nbsp; 1.90%, 09/11/28 | &nbsp;&nbsp;&nbsp; CAD400 | 286905 |
| &nbsp;&nbsp;&nbsp; 1.95%, 04/08/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR516 | 586655 |
| &nbsp;&nbsp;&nbsp; 2.26%, 01/07/27 | &nbsp;&nbsp;&nbsp; CAD500 | 365947 |
| &nbsp;&nbsp;&nbsp; 2.44%, 09/08/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 593076 |
| &nbsp;&nbsp;&nbsp; 2.86%, 04/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 595187 |
| &nbsp;&nbsp;&nbsp; 2.97%, 09/09/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 831552 |
| &nbsp;&nbsp;&nbsp; 3.19%, 02/16/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 846345 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/16/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 359291 |
| &nbsp;&nbsp;&nbsp; 3.36%, 09/22/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,300 | 2717065 |
| &nbsp;&nbsp;&nbsp; 3.61%, 09/10/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD700 | 515204 |
| &nbsp;&nbsp;&nbsp; 3.63%, 12/13/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 364633 |
| &nbsp;&nbsp;&nbsp; 3.67%, 09/08/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 247275 |
| &nbsp;&nbsp;&nbsp; 3.72%, 03/13/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 617543 |
| &nbsp;&nbsp;&nbsp; 3.84%, 05/29/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | 148885 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/31/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD300 | 224969 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/09/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD500 | 373901 |
| &nbsp;&nbsp;&nbsp; 4.21%, 06/01/27 | &nbsp;&nbsp;&nbsp; CAD400 | 298993 |
| &nbsp;&nbsp;&nbsp; 4.23%, 02/01/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD2,000 | 1498459 |
| &nbsp;&nbsp;&nbsp; 4.42%, 10/31/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD300 | 225609 |
| &nbsp;&nbsp;&nbsp; 4.48%, 01/18/28 | &nbsp;&nbsp;&nbsp; CAD300 | 226527 |
| &nbsp;&nbsp;&nbsp; 5.18%, 04/09/34<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; CAD400 | 308513 |
| &nbsp;&nbsp;&nbsp; 5.38%, 10/21/27 | &nbsp;&nbsp;&nbsp; CAD400 | 305695 |
| &nbsp;&nbsp;&nbsp; 5.49%, 09/08/28 | &nbsp;&nbsp;&nbsp; CAD800 | 621956 |
| &nbsp;&nbsp;&nbsp; Series 28, 0.10%, 07/19/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR850 | 976563 |
| Toyota Credit Canada, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.18%, 02/23/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | 146767 |
| &nbsp;&nbsp;&nbsp; 3.36%, 05/23/28 | &nbsp;&nbsp;&nbsp; CAD500 | 369773 |
| &nbsp;&nbsp;&nbsp; 3.73%, 10/02/29 | &nbsp;&nbsp;&nbsp; CAD600 | 446599 |
| &nbsp;&nbsp;&nbsp; 4.33%, 01/24/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | 150727 |
| &nbsp;&nbsp;&nbsp; 4.44%, 06/27/29 | &nbsp;&nbsp;&nbsp; CAD200 | 152451 |
| TransCanada PipeLines Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.97%, 06/09/31 | &nbsp;&nbsp;&nbsp; CAD300 | 213883 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/18/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | 145704 |
| &nbsp;&nbsp;&nbsp; 3.39%, 03/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD150 | 110753 |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/05/27 | &nbsp;&nbsp;&nbsp; CAD400 | 296088 |
| &nbsp;&nbsp;&nbsp; 4.18%, 07/03/48<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | 128607 |
| &nbsp;&nbsp;&nbsp; 4.33%, 09/16/47 | &nbsp;&nbsp;&nbsp; CAD300 | 198017 |
| &nbsp;&nbsp;&nbsp; 4.34%, 10/15/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | 131080 |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/06/46 | &nbsp;&nbsp;&nbsp; CAD250 | 166589 |
| &nbsp;&nbsp;&nbsp; 4.55%, 11/15/41 | &nbsp;&nbsp;&nbsp; CAD100 | 69939 |
| &nbsp;&nbsp;&nbsp; 4.58%, 02/20/35 | &nbsp;&nbsp;&nbsp; CAD1,200 | 896770 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/19/55 | &nbsp;&nbsp;&nbsp; CAD400 | 291990 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/15/56<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD100 | 74219 |
| &nbsp;&nbsp;&nbsp; 5.28%, 07/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD300 | 235211 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| &nbsp;&nbsp;&nbsp; 5.33%, 05/12/32 | &nbsp;&nbsp;&nbsp; CAD200 | $157974 |
| &nbsp;&nbsp;&nbsp; Trillium M Project Co. General Partnership, <br> Series B, 5.19%, Series B, 10/31/62<br>| &nbsp;&nbsp;&nbsp; CAD400 | 298226 |
| Vancouver Airport Authority |  |  |
| &nbsp;&nbsp;&nbsp; 1.76%, 09/20/30 | &nbsp;&nbsp;&nbsp; CAD200 | 137692 |
| &nbsp;&nbsp;&nbsp; 2.80%, 09/21/50 | &nbsp;&nbsp;&nbsp; CAD150 | 79689 |
| Videotron Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 01/15/31 | &nbsp;&nbsp;&nbsp; CAD200 | 143463 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/34 | &nbsp;&nbsp;&nbsp; CAD200 | 154617 |
| &nbsp;&nbsp;&nbsp; Series 3, 3.95%, Series 3, 10/15/32 | &nbsp;&nbsp;&nbsp; CAD300 | 219159 |
| Westcoast Energy, Inc., 4.79%, 10/28/41 | &nbsp;&nbsp;&nbsp; CAD200 | 142120 |
| Whitecap Resources, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.97%, 06/21/29 | &nbsp;&nbsp;&nbsp; CAD200 | 153482 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/21/34 | &nbsp;&nbsp;&nbsp; CAD150 | 118018 |
| &nbsp;&nbsp;&nbsp; Series 2, 3.76%, Series 2, 06/19/28 | &nbsp;&nbsp;&nbsp; CAD100 | 74205 |
| WSP Global, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.41%, 04/19/28 | &nbsp;&nbsp;&nbsp; CAD200 | 145031 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/22/32 | &nbsp;&nbsp;&nbsp; CAD200 | 147615 |
| &nbsp;&nbsp;&nbsp; 4.12%, 09/12/29 | &nbsp;&nbsp;&nbsp; CAD200 | 150293 |
| &nbsp;&nbsp;&nbsp; 4.59%, 01/22/36 | &nbsp;&nbsp;&nbsp; CAD100 | 73826 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/12/34 | &nbsp;&nbsp;&nbsp; CAD200 | 151341 |
|  |  | 146976958 |
| **China — 0.0%** | **China — 0.0%** | **China — 0.0%** |
| &nbsp;&nbsp;&nbsp; Bank of China Ltd./Luxembourg, 4.00%, <br> 10/19/26<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 360098 |
| &nbsp;&nbsp;&nbsp; Bright Food Singapore Holdings Pte Ltd., <br> 3.25%, 07/09/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 237604 |
| &nbsp;&nbsp;&nbsp; Industrial & Commercial Bank of China Ltd., <br> 4.13%, 10/25/26<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 239603 |
| Logicor Financing Sarl, 3.75%, 07/14/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 236952 |
| Prosus NV |  |  |
| &nbsp;&nbsp;&nbsp; 1.29%, 07/13/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 111191 |
| &nbsp;&nbsp;&nbsp; 1.54%, 08/03/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR850 | 975303 |
| &nbsp;&nbsp;&nbsp; 1.99%, 07/13/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 520946 |
| &nbsp;&nbsp;&nbsp; 2.09%, 01/19/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 226488 |
| &nbsp;&nbsp;&nbsp; 4.34%, 07/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | 538549 |
| Prs Finance PLC, 1.50%, 08/24/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 211506 |
| &nbsp;&nbsp;&nbsp; State Grid Overseas Investment BVI Ltd., <br> 2.13%, 05/02/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,000 | 1154254 |
|  |  | 4812494 |
| **Cyprus — 0.0%** | **Cyprus — 0.0%** | **Cyprus — 0.0%** |
| Bank of Cyprus PCL |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/02/29, (3-mo. EURIBOR + <br> 1.97%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 123626 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.38%, 07/25/28, (3-mo. EURIBOR + <br> 4.09%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 628784 |
|  |  | 752410 |
| **Czech Republic — 0.1%** | **Czech Republic — 0.1%** | **Czech Republic — 0.1%** |
| Ceska sporitelna A/S |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 09/13/28, (3-mo. EURIBOR + <br> 0.78%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 570872 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.57%, 07/03/31, (3-mo. EURIBOR + <br> 1.80%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 619656 |
| &nbsp;&nbsp;&nbsp; Ceske Drahy AS, Series ., 3.75%, Series ., <br> 07/28/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 243044 |
| CEZ A/S |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/05/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,125 | 1343661 |
| &nbsp;&nbsp;&nbsp; 4.13%, 09/05/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 367342 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/30/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 481711 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Czech Republic (continued)** | **Czech Republic (continued)** | **Czech Republic (continued)** |
| &nbsp;&nbsp;&nbsp; Czech Gas Networks Investments SARL, <br> 0.45%, 09/08/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,150 | $1243229 |
| EP Infrastructure AS |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 07/30/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 236114 |
| &nbsp;&nbsp;&nbsp; 1.82%, 03/02/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 324072 |
| &nbsp;&nbsp;&nbsp; 2.05%, 10/09/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 230217 |
| EPH Financing International AS |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 07/02/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 121129 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/30/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 253377 |
| &nbsp;&nbsp;&nbsp; Raiffeisenbank AS, 4.96%, 06/05/30, (3-mo. <br> EURIBOR + 1.95%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 371755 |
|  |  | 6406179 |
| **Denmark — 0.3%** | **Denmark — 0.3%** | **Denmark — 0.3%** |
| AP Moller - Maersk A/S, 4.13%, 03/05/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 367638 |
| Carlsberg Breweries A/S |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 06/30/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 230571 |
| &nbsp;&nbsp;&nbsp; 0.88%, 07/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR404 | 450038 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/28/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 477429 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/28/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 356174 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/28/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1052999 |
| Coloplast Finance BV, 2.75%, 05/19/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 586278 |
| Danfoss Finance II BV, 0.75%, 04/28/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 316642 |
| Danske Bank A/S |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 11/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 230847 |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/06/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 241070 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 01/14/33, (1-year EURIBOR ICE <br> Swap + 0.90%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 118753 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 12/02/33, (1-year EURIBOR ICE <br> Swap + 0.95%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 117603 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 05/26/33, (1-year EURIBOR ICE <br> Swap + 1.15%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR375 | 448138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 11/19/36, (5-year EUR Swap + <br> 1.55%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR325 | 387106 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 01/09/32, (1-year EUR Swap + <br> 1.42%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 244611 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 01/10/31, (1-year EUR Swap + <br> 1.25%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR583 | 721668 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/13/33, (1-year UK Government <br> Bond + 0.95%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP300 | 410090 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 10/04/31, (1-year UK Government <br> Bond + 1.20%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | 140139 |
| &nbsp;&nbsp;&nbsp; Danske Kiinnitysluottopankki OYJ, 0.00%, <br> 01/14/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 226991 |
| DSV Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 07/05/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 196305 |
| &nbsp;&nbsp;&nbsp; 0.88%, 09/17/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 268232 |
| &nbsp;&nbsp;&nbsp; 1.38%, 03/16/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 446469 |
| &nbsp;&nbsp;&nbsp; 3.38%, 11/06/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | 408799 |
| H Lundbeck A/S, 3.38%, 06/02/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR625 | 747814 |
| ISS Global A/S, 1.50%, 08/31/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | 408235 |
| Jyske Bank A/S |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 05/05/29, (1-year EUR Swap + <br> 0.70%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 238328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 04/29/31, (1-year EURIBOR ICE <br> Swap + 1.27%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,600 | 1929070 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 11/16/27, (1-year EURIBOR ICE <br> Swap + 2.50%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR550 | 667367 |
| Jyske Realkredit A/S |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 10/01/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 351933 |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 486846 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Denmark (continued)** | **Denmark (continued)** | **Denmark (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series CCE, 1.88%, Series CCE, <br> 10/01/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | $579373 |
| &nbsp;&nbsp;&nbsp; Landeskreditbank Baden-Wuerttemberg <br> Foerderbank, Series 5614, 0.00%, Series <br> 5614, 01/20/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 103591 |
| Nordea Kredit Realkreditaktieselskab |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 04/01/26 | &nbsp;&nbsp;&nbsp; DKK4,000 | 634070 |
| &nbsp;&nbsp;&nbsp; 1.00%, 10/01/26 | &nbsp;&nbsp;&nbsp; DKK10,500 | 1656229 |
| &nbsp;&nbsp;&nbsp; 1.00%, 04/01/27 | &nbsp;&nbsp;&nbsp; DKK1,600 | 251329 |
| Novo Nordisk Finance Netherlands BV |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 05/27/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR375 | 443902 |
| &nbsp;&nbsp;&nbsp; 2.88%, 08/27/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR175 | 208019 |
| &nbsp;&nbsp;&nbsp; 3.13%, 01/21/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1205607 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/27/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR425 | 502188 |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/21/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | 414894 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/27/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | 530198 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/20/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR225 | 258637 |
| Nykredit Realkredit A/S |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 01/17/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 340991 |
| &nbsp;&nbsp;&nbsp; 0.75%, 01/20/27 | &nbsp;&nbsp;&nbsp; EUR200 | 233640 |
| &nbsp;&nbsp;&nbsp; 1.00%, 01/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; DKK3,000 | 467053 |
| &nbsp;&nbsp;&nbsp; 1.00%, 07/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; DKK4,000 | 607617 |
| &nbsp;&nbsp;&nbsp; 1.38%, 07/12/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 350256 |
| &nbsp;&nbsp;&nbsp; 3.38%, 01/10/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 239979 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/12/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 472351 |
| &nbsp;&nbsp;&nbsp; 3.63%, 07/24/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 120855 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/24/35<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 241141 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/21/38, (5-year EURIBOR ICE <br> Swap +1.35%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 237543 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/19/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1121076 |
| &nbsp;&nbsp;&nbsp; Series 13H, 1.00%, 07/01/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; DKK15,000 | 2371415 |
| &nbsp;&nbsp;&nbsp; Series 13H, 1.00%, 01/01/27 | &nbsp;&nbsp;&nbsp; DKK10,000 | 1573634 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 13HH, 1.00%, Series 13HH, <br> 01/01/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; DKK10,000 | 1506441 |
| Orsted A/S |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 11/26/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR780 | 869968 |
| &nbsp;&nbsp;&nbsp; 2.13%, 05/17/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP600 | 796499 |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/14/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 782882 |
| &nbsp;&nbsp;&nbsp; 5.13%, 09/13/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP900 | 1170922 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/09/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | 387903 |
| TDC Net AS |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/22/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 479239 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/09/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 247958 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 265094 |
| Vestas Wind Systems A/S, 4.13%, 06/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 123072 |
| &nbsp;&nbsp;&nbsp; Vestas Wind Systems Finance BV, 2.00%, <br> 06/15/34<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 312702 |
|  |  | 35382451 |
| **Finland — 0.3%** | **Finland — 0.3%** | **Finland — 0.3%** |
| Aktia Bank OYJ |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/22/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1082962 |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/31/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 240655 |
| &nbsp;&nbsp;&nbsp; Danske Kiinnitysluottopankki Oyj, 2.50%, <br> 09/24/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR350 | 414713 |
| Danske Kiinnitysluottopankki OYJ |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/24/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 233140 |
| &nbsp;&nbsp;&nbsp; 2.25%, 07/17/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 591226 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/17/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 234850 |
| &nbsp;&nbsp;&nbsp; 3.13%, 01/12/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 358708 |
| Fingrid Oyj, 2.75%, 12/04/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 355101 |
| Fortum OYJ, 4.50%, 05/26/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | 817567 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Finland (continued)** | **Finland (continued)** | **Finland (continued)** |
| Huhtamaki Oyj, 5.13%, 11/24/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | $250081 |
| Huhtamaki OYJ, 4.25%, 06/09/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 241545 |
| Kojamo Oyj, 3.88%, 03/12/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 237257 |
| Kuntarahoitus OYJ |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 03/02/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 933465 |
| &nbsp;&nbsp;&nbsp; 0.05%, 09/10/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | 220796 |
| &nbsp;&nbsp;&nbsp; 0.75%, 09/07/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | 290058 |
| &nbsp;&nbsp;&nbsp; 1.25%, 02/23/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 212437 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 723960 |
| Metso Oyj, 3.75%, 05/28/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR125 | 149931 |
| Neste Oyj, 3.75%, 03/20/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 242635 |
| Neste OYJ |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/16/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 366068 |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/21/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | 427110 |
| Nokia OYJ, 3.13%, 05/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 597945 |
| Nordea Bank Abp |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 05/14/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1158162 |
| &nbsp;&nbsp;&nbsp; 0.50%, 11/02/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 559238 |
| &nbsp;&nbsp;&nbsp; 1.13%, 09/27/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 232412 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 12/09/32, (5-year UK Government <br> Bond + 1.30%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP200 | 261389 |
| &nbsp;&nbsp;&nbsp; 2.88%, 08/24/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 231738 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/28/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 588776 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/04/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 118038 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/19/35, (5-year EURIBOR ICE <br> Swap + 0.98%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR125 | 146947 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/17/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 471840 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 360310 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/25/29, (1-year UK Government <br> Bond + 0.85%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP850 | 1175092 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series EMTb, 3.38%, Series EMTb, <br> 06/11/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | 728277 |
| Nordea Kiinnitysluottopankki Oyj |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 02/28/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 107027 |
| &nbsp;&nbsp;&nbsp; 2.63%, 11/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,500 | 1775092 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/28/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 468770 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/26/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 734673 |
| Nordea Kiinnitysluottopankki OYJ |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 03/17/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 349748 |
| &nbsp;&nbsp;&nbsp; 1.00%, 03/30/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 795124 |
| &nbsp;&nbsp;&nbsp; 1.38%, 02/28/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 107027 |
| &nbsp;&nbsp;&nbsp; 2.38%, 04/04/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,300 | 1543004 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/20/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 723747 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/31/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 721482 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/12/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 355845 |
| Oma Saastopankki Oyj, 3.50%, 01/15/29 | &nbsp;&nbsp;&nbsp; EUR1,000 | 1217047 |
| OP Corporate Bank PLC |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 07/27/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 923219 |
| &nbsp;&nbsp;&nbsp; 2.88%, 11/27/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | 655918 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 01/28/35, (5-year EURIBOR ICE <br> Swap + 1.35%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 238601 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/13/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 489348 |
| OP Mortgage Bank |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/19/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 521775 |
| &nbsp;&nbsp;&nbsp; 0.63%, 02/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 785492 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/03/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1183878 |
| &nbsp;&nbsp;&nbsp; 2.63%, 07/09/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1066279 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/17/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 359245 |
| Sampo OYJ |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 09/27/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | 410777 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Finland (continued)** | **Finland (continued)** | **Finland (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 09/03/52, (3-mo. EURIBOR + <br> 3.60%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | $330612 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 05/23/49, (3-mo. EURIBOR + <br> 1.60%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR110 | 130641 |
| SATO OYJ, 1.38%, 02/24/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 115603 |
| S-Pankki Oyj, 3.00%, 04/16/30 | &nbsp;&nbsp;&nbsp; EUR1,000 | 1196035 |
| SP-Kiinnitysluottopankki Oyj, 3.25%, 05/02/31 | &nbsp;&nbsp;&nbsp; EUR400 | 483124 |
| &nbsp;&nbsp;&nbsp; SP-Kiinnitysluottopankki OYJ, 3.13%, <br> 11/01/27<br>| &nbsp;&nbsp;&nbsp; EUR450 | 540670 |
| Stora Enso Oyj, 4.25%, 09/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 245903 |
| Stora Enso OYJ, 2.50%, 03/21/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 236218 |
| Teollisuuden Voima OYJ |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 03/31/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR294 | 349093 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/22/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | 557645 |
| Tornator OYJ, 3.75%, 10/17/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 120300 |
| &nbsp;&nbsp;&nbsp; Transmission Finance DAC, 0.38%, <br> 06/18/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 112130 |
| UPM-Kymmene OYJ |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/23/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 465633 |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/29/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 233296 |
|  |  | 35904450 |
| **France — 2.8%** | **France — 2.8%** | **France — 2.8%** |
| Abertis France SAS |  |  |
| &nbsp;&nbsp;&nbsp; 1.48%, 01/18/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 109371 |
| &nbsp;&nbsp;&nbsp; 1.63%, 09/18/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 565956 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/21/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 360713 |
| Accor SA, 3.50%, 03/04/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 583100 |
| Aeroports de Paris SA |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 10/11/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 293857 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/05/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | 1310590 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/02/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,300 | 1531910 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/20/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 594866 |
| Air Liquide Finance SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 06/20/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 759084 |
| &nbsp;&nbsp;&nbsp; 2.88%, 09/16/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 233594 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/21/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 476726 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/05/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 348981 |
| Airbus SE |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 05/13/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 236237 |
| &nbsp;&nbsp;&nbsp; 1.38%, 05/13/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR950 | 1039728 |
| &nbsp;&nbsp;&nbsp; 1.63%, 06/09/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | 508502 |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/07/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 352622 |
| &nbsp;&nbsp;&nbsp; 2.38%, 04/07/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR380 | 436940 |
| &nbsp;&nbsp;&nbsp; 2.38%, 06/09/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 297884 |
| Alstom SA, 0.00%, 01/11/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 767693 |
| Altarea SCA |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 01/16/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 331267 |
| &nbsp;&nbsp;&nbsp; 1.88%, 01/17/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 116411 |
| Altrad Investment Authority SAS |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/23/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 119963 |
| &nbsp;&nbsp;&nbsp; 4.43%, 06/23/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 485507 |
| APRR SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 01/06/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 704992 |
| &nbsp;&nbsp;&nbsp; 1.63%, 01/13/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 326833 |
| &nbsp;&nbsp;&nbsp; 1.88%, 01/03/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 814208 |
| &nbsp;&nbsp;&nbsp; 2.88%, 01/14/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 235840 |
| &nbsp;&nbsp;&nbsp; 3.13%, 01/06/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 348239 |
| Arkea Home Loans SFH SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/04/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 208301 |
| &nbsp;&nbsp;&nbsp; 0.75%, 10/05/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 230922 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/30/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 358604 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **France (continued)** | **France (continued)** | **France (continued)** |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/01/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | $476801 |
| Arkea Public Sector SCF SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 01/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 428656 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/27/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 237521 |
| &nbsp;&nbsp;&nbsp; 3.23%, 07/02/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 588698 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/10/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1087096 |
| Arkema SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 12/03/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 660436 |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/20/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 585808 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/09/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 587493 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.25%, , (5-year EURIBOR ICE Swap + <br> 1.99%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 119282 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.80%, , (5-year EURIBOR ICE Swap + <br> 2.03%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 488622 |
| &nbsp;&nbsp;&nbsp; Arval Service Lease SA/France, 4.75%, <br> 05/22/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,100 | 1335374 |
| Autoroutes du Sud de la France SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 06/27/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 461809 |
| &nbsp;&nbsp;&nbsp; 1.38%, 02/21/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1096904 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/02/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 689098 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/02/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 459399 |
| AXA Home Loan SFH SA, 0.00%, 10/16/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 322115 |
| AXA SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 10/07/41, (3-mo. EURIBOR + <br> 2.40%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 319451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 07/10/42, (3-mo. EURIBOR + <br> 2.60%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 320938 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/28/49, (3-mo. EURIBOR + <br> 3.20%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR850 | 1010035 |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/31/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 356142 |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/12/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 616093 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/10/43, (3-mo. EURIBOR + <br> 3.60%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 365578 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 07/24/55, (3-mo. EURIBOR + <br> 2.90%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 487406 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 07/11/43, (3-mo. EURIBOR + <br> 3.60%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 654498 |
| Ayvens SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 03/02/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 473813 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/18/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 592063 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/19/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 119858 |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/24/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 607830 |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/16/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 122453 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/24/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 370651 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/06/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 250472 |
| Banque Federative du Credit Mutuel SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.10%, 10/08/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 456107 |
| &nbsp;&nbsp;&nbsp; 0.25%, 06/29/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 787094 |
| &nbsp;&nbsp;&nbsp; 0.63%, 11/03/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,300 | 1455464 |
| &nbsp;&nbsp;&nbsp; 0.63%, 02/21/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 834495 |
| &nbsp;&nbsp;&nbsp; 0.75%, 01/17/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 760624 |
| &nbsp;&nbsp;&nbsp; 1.50%, 10/07/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 134745 |
| &nbsp;&nbsp;&nbsp; 1.63%, 11/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 582443 |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 343930 |
| &nbsp;&nbsp;&nbsp; 1.88%, 11/04/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 117988 |
| &nbsp;&nbsp;&nbsp; 1.88%, 06/18/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | 1255418 |
| &nbsp;&nbsp;&nbsp; 2.63%, 11/06/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | 1403546 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/07/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 118669 |
| &nbsp;&nbsp;&nbsp; 3.13%, 03/11/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 236736 |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/17/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1066736 |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/10/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 237767 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **France (continued)** | **France (continued)** | **France (continued)** |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | $360948 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/07/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 234404 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/14/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 721892 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/07/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 823143 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/03/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 240593 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 06/16/32, (5-year EUR Swap + <br> 2.20%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 359706 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/15/35, (5-year EURIBOR ICE <br> Swap + 1.75%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 602888 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/02/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 372974 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/11/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1219536 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/10/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 127004 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/22/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP1,000 | 1390606 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/10/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 139766 |
| &nbsp;&nbsp;&nbsp; BNP Paribas Home Loan SFH SA, 3.00%, <br> 01/31/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR900 | 1079685 |
| BNP Paribas SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 02/19/28, (3-mo. EURIBOR + <br> 0.73%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR800 | 929386 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 05/30/28, (3-mo. <br> EURIBOR0.68%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 461563 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 01/19/30, (3-mo. EURIBOR + <br> 0.83%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR900 | 994969 |
| &nbsp;&nbsp;&nbsp; 0.63%, 12/03/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,500 | 1477865 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 08/31/33, (5-year EUR Swap + <br> 1.17%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR800 | 894659 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 04/17/29, (3-mo. EURIBOR + <br> 1.35%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR800 | 916848 |
| &nbsp;&nbsp;&nbsp; 1.25%, 07/13/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP700 | 792084 |
| &nbsp;&nbsp;&nbsp; 1.38%, 05/28/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | 1242152 |
| &nbsp;&nbsp;&nbsp; 1.88%, 12/14/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP600 | 786351 |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/13/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP900 | 890275 |
| &nbsp;&nbsp;&nbsp; 2.54%, 07/13/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | 144136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 05/06/30, (3-mo. EURIBOR + <br> 0.80%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,100 | 1304888 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.49%, 09/17/33, (3-mo. EURIBOR + <br> 1.05%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 236270 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.58%, 01/15/31, (3-mo. EURIBOR + <br> 1.20%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 482615 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 850027 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.74%, 04/20/34, (3-mo. EURIBOR + <br> 1.05%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 357477 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.78%, 01/19/36, (5-year EURIBOR ICE <br> Swap + 1.55%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 119132 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 02/18/37, (5-year EUR Swap + <br> 1.65%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | 717513 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.98%, 05/06/36, (3-mo. EURIBOR + <br> 1.50%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 599975 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.04%, 01/10/32, (3-mo. EURIBOR + <br> 1.60%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 614612 |
| &nbsp;&nbsp;&nbsp; 4.10%, 02/13/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 736579 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 09/26/32, (3-mo. EURIBOR + <br> 0.95%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 496607 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/24/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 622118 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.16%, 08/28/34, (5-year EURIBOR ICE <br> Swap + 1.70%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 607601 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 11/13/32, (3-mo. EURIBOR + <br> 4.40%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 507725 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 12/03/36, (3-month BB Swap + <br> 2.00%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD200 | 140882 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **France (continued)** | **France (continued)** | **France (continued)** |
| Bouygues SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 06/07/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | $1287393 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/30/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 565671 |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/17/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 246317 |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/07/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 509725 |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/30/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 394836 |
| BPCE SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 02/24/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 930496 |
| &nbsp;&nbsp;&nbsp; 1.00%, 01/14/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 723075 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 03/02/29, (3-mo. EURIBOR + <br> 1.10%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | 697322 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 02/02/34, (5-year EUR Swap + <br> 1.57%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 454339 |
| &nbsp;&nbsp;&nbsp; 3.13%, 09/05/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 357491 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 12/19/31, (3-mo. EURIBOR + <br> 0.95%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 593137 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 10/01/33, (3-mo. EURIBOR + <br> 1.20%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 118557 |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/11/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1098270 |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/25/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 482966 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 02/26/36, (3-mo. EURIBOR + <br> 1.45%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 476874 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/20/34, (3-mo. EURIBOR + <br> 1.47%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,300 | 1572381 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/08/33, (3-mo. EURIBOR + <br> 1.45%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 366212 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/13/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1125451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 03/02/30, (1-day SONIA + <br> 2.12%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR900 | 1119866 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 01/25/35, (5-year EUR Swap + <br> 2.50%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | 752493 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/16/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP900 | 1244307 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/31/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 137884 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.56%, 06/12/40, (3-month BB Swap + <br> 2.50%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD200 | 141163 |
| BPCE SFH SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/10/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 341676 |
| &nbsp;&nbsp;&nbsp; 0.00%, 03/23/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 112794 |
| &nbsp;&nbsp;&nbsp; 0.00%, 05/27/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 527889 |
| &nbsp;&nbsp;&nbsp; 0.00%, 03/18/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 307330 |
| &nbsp;&nbsp;&nbsp; 0.13%, 12/03/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1044235 |
| &nbsp;&nbsp;&nbsp; 0.38%, 03/18/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 145302 |
| &nbsp;&nbsp;&nbsp; 0.50%, 01/23/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 372331 |
| &nbsp;&nbsp;&nbsp; 0.63%, 09/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 461722 |
| &nbsp;&nbsp;&nbsp; 0.63%, 05/29/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 421403 |
| &nbsp;&nbsp;&nbsp; 0.75%, 02/23/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1011960 |
| &nbsp;&nbsp;&nbsp; 0.88%, 04/13/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 803373 |
| &nbsp;&nbsp;&nbsp; 1.00%, 06/08/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 225315 |
| &nbsp;&nbsp;&nbsp; 1.13%, 04/12/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1111860 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/12/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 475430 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/17/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 721244 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/24/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | 1303141 |
| &nbsp;&nbsp;&nbsp; 3.13%, 07/20/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 239958 |
| &nbsp;&nbsp;&nbsp; 3.13%, 01/24/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1203004 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/22/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | 1414178 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/12/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 603626 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/26/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 588748 |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/27/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 361435 |
| &nbsp;&nbsp;&nbsp; 3.38%, 01/16/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1188377 |
| &nbsp;&nbsp;&nbsp; Series ., 2.63%, Series ., 07/24/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 353591 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **France (continued)** | **France (continued)** | **France (continued)** |
| Bureau Veritas SA |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 10/01/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | $117581 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/22/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 351098 |
| Caisse de Refinancement de l'Habitat SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 02/07/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 452342 |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/08/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 539644 |
| &nbsp;&nbsp;&nbsp; 0.13%, 04/30/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 462019 |
| &nbsp;&nbsp;&nbsp; 2.63%, 06/20/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 591150 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/06/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 356162 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/20/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | 1290424 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/12/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1053180 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/23/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1069890 |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/28/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 484628 |
| &nbsp;&nbsp;&nbsp; Caisse Nationale de Reassurance Mutuelle <br> Agricole Groupama<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 09/24/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 358978 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/26/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 242194 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/23/27 | &nbsp;&nbsp;&nbsp; EUR400 | 488618 |
| Capgemini SE |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 06/23/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 218750 |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 462717 |
| &nbsp;&nbsp;&nbsp; 2.38%, 04/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 561531 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 236261 |
| &nbsp;&nbsp;&nbsp; 3.13%, 09/25/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 469744 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/25/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 581052 |
| Carmila SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 04/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 340531 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/13/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 234023 |
| Carrefour SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 05/17/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 698217 |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/04/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 236729 |
| &nbsp;&nbsp;&nbsp; 2.38%, 10/30/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 583273 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/24/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 357846 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/17/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 238461 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/24/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 954218 |
| CCF SFH SACA |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 03/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 233009 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/28/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 355354 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/09/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 591181 |
| Cie de Financement Foncier SA |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 03/05/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,300 | 1537986 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/24/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 825800 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/05/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 809836 |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/06/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1204823 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/28/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 352704 |
| &nbsp;&nbsp;&nbsp; 3.63%, 01/16/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 611466 |
| Cie de Saint-Gobain SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.88%, 03/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 112127 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/08/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 602817 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/04/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 357744 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/08/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 478200 |
| &nbsp;&nbsp;&nbsp; 3.63%, 08/09/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 467543 |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/29/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 123248 |
| &nbsp;&nbsp;&nbsp; Cie Generale des Etablissements <br> Michelin SCA<br>|  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/28/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 117499 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/16/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 238299 |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/16/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 466163 |
| Cie. de Financement Foncier SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 04/16/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 766358 |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 417389 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **France (continued)** | **France (continued)** | **France (continued)** |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/29/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | $256323 |
| &nbsp;&nbsp;&nbsp; 0.75%, 01/11/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 459737 |
| &nbsp;&nbsp;&nbsp; 0.88%, 09/11/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 569111 |
| &nbsp;&nbsp;&nbsp; 1.25%, 11/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 422536 |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 351059 |
| &nbsp;&nbsp;&nbsp; 3.38%, 09/16/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | 1453715 |
| Cie. de Saint-Gobain SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.88%, 03/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 448508 |
| &nbsp;&nbsp;&nbsp; 2.13%, 06/10/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1057122 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/09/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 276238 |
| &nbsp;&nbsp;&nbsp; Cie. Generale des Etablissements <br> Michelin SCA<br>|  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/28/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 117499 |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/03/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 451023 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/03/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 313620 |
| CNP Assurances SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 01/27/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 225407 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 06/30/51, (3-mo. EURIBOR + <br> 3.65%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR800 | 903270 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/05/29 | &nbsp;&nbsp;&nbsp; EUR900 | 1060717 |
| Coentreprise de Transport d'Electricite SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 07/29/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1035277 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/17/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 234883 |
| Colonial SFL Socimi SA, 1.50%, 06/05/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 586065 |
| Covivio Hotels SACA, 4.13%, 05/23/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 362257 |
| Covivio SA/France |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 06/21/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 700922 |
| &nbsp;&nbsp;&nbsp; 1.63%, 06/23/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 669929 |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/05/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 500010 |
| Credit Agricole Assurances SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 10/06/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 321707 |
| &nbsp;&nbsp;&nbsp; 2.00%, 07/17/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 337181 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/17/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 493144 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 09/27/48, (5-year EUR Swap + <br> 5.35%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 371219 |
| &nbsp;&nbsp;&nbsp; 5.88%, 10/25/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 133705 |
| Credit Agricole Home Loan SFH SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 04/12/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 562950 |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/03/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 805589 |
| &nbsp;&nbsp;&nbsp; 0.05%, 12/06/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 753121 |
| &nbsp;&nbsp;&nbsp; 0.38%, 02/01/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 692164 |
| &nbsp;&nbsp;&nbsp; 0.75%, 05/05/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | 1280312 |
| &nbsp;&nbsp;&nbsp; 0.88%, 08/31/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1043756 |
| &nbsp;&nbsp;&nbsp; 0.88%, 05/06/34 | &nbsp;&nbsp;&nbsp; EUR200 | 197424 |
| &nbsp;&nbsp;&nbsp; 1.38%, 02/03/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 217177 |
| &nbsp;&nbsp;&nbsp; 1.50%, 02/03/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 486691 |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/28/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 279929 |
| &nbsp;&nbsp;&nbsp; 1.63%, 05/31/30 | &nbsp;&nbsp;&nbsp; EUR1,200 | 1362097 |
| &nbsp;&nbsp;&nbsp; 2.13%, 01/07/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 348951 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/09/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 118736 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/29/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 589327 |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/16/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 724462 |
| &nbsp;&nbsp;&nbsp; 3.13%, 10/18/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | 1447637 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/28/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 841870 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/08/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 239812 |
| Credit Agricole Italia SpA |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 01/17/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 341093 |
| &nbsp;&nbsp;&nbsp; 1.00%, 01/17/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 142054 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1187194 |
| Credit Agricole Public Sector SCF SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/13/28 | &nbsp;&nbsp;&nbsp; EUR500 | 556200 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **France (continued)** | **France (continued)** | **France (continued)** |
| &nbsp;&nbsp;&nbsp; 0.63%, 03/29/29 | &nbsp;&nbsp;&nbsp; EUR500 | $559109 |
| &nbsp;&nbsp;&nbsp; 0.88%, 08/02/27 | &nbsp;&nbsp;&nbsp; EUR100 | 116064 |
| &nbsp;&nbsp;&nbsp; 2.63%, 12/11/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 942622 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/14/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 599599 |
| Credit Agricole SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 01/14/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 827669 |
| &nbsp;&nbsp;&nbsp; 1.00%, 07/03/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 672853 |
| &nbsp;&nbsp;&nbsp; 1.13%, 02/24/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1135768 |
| &nbsp;&nbsp;&nbsp; 1.13%, 07/12/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 311066 |
| &nbsp;&nbsp;&nbsp; 1.38%, 05/03/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1171898 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/25/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 923398 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/22/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 219323 |
| &nbsp;&nbsp;&nbsp; 2.63%, 03/17/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 948228 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 01/26/29, (3-mo. EURIBOR + <br> 0.85%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,000 | 1196459 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 07/03/31, (3-mo. EURIBOR + <br> 0.82%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR900 | 1064638 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/26/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,600 | 1890927 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 08/25/32, (3-mo. EURIBOR + <br> 0.92%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 472048 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/26/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 352422 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/22/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 604438 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/27/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 118730 |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/20/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 984135 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/18/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 494291 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/07/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 622190 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/18/35, (5-year EURIBOR ICE <br> Sw1.65%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR900 | 1091688 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 04/15/36, (5-year EURIBOR ICE <br> Swap + 1.70%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 489812 |
| &nbsp;&nbsp;&nbsp; 5.41%, 01/18/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD300 | 210601 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 07/31/32, (1-year UK Government <br> Bond + 1.20%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP500 | 701871 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 11/09/34, (5-year UK Government <br> Bond + 1.95%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP500 | 700680 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 06/14/31, (1-year UK Government <br> Bond + 2.18%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP300 | 435846 |
| &nbsp;&nbsp;&nbsp; Series 2, 0.84%, 06/09/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; JPY100,000 | 638447 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series MPLE, 4.19%, Series MPLE, <br> 10/15/35<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; CAD300 | 220688 |
| Credit Mutuel Arkea SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 01/18/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 435513 |
| &nbsp;&nbsp;&nbsp; 1.13%, 05/23/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 337246 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 06/11/29, (3-mo. EURIBOR + <br> 1.50%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 343836 |
| &nbsp;&nbsp;&nbsp; 3.31%, 05/06/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 237176 |
| &nbsp;&nbsp;&nbsp; 3.31%, 10/25/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 116705 |
| &nbsp;&nbsp;&nbsp; 3.38%, 09/19/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 721999 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/11/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 591160 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/03/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 956219 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 621898 |
| Credit Mutuel Home Loan SFH SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 07/20/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1005852 |
| &nbsp;&nbsp;&nbsp; 0.00%, 05/06/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 510218 |
| &nbsp;&nbsp;&nbsp; 0.13%, 01/28/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 429273 |
| &nbsp;&nbsp;&nbsp; 0.63%, 03/04/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 466232 |
| &nbsp;&nbsp;&nbsp; 0.75%, 09/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 578364 |
| &nbsp;&nbsp;&nbsp; 1.00%, 04/30/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 919572 |
| &nbsp;&nbsp;&nbsp; 1.00%, 01/30/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 794241 |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/08/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 477562 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/28/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 957964 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **France (continued)** | **France (continued)** | **France (continued)** |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/29/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,300 | $1540466 |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1079569 |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/06/35 | &nbsp;&nbsp;&nbsp; EUR200 | 232771 |
| Crelan Home Loan SCF, 1.38%, 04/18/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 313785 |
| Danone SA |  |  |
| &nbsp;&nbsp;&nbsp; 3.07%, 09/07/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 351558 |
| &nbsp;&nbsp;&nbsp; 3.20%, 09/12/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 356903 |
| &nbsp;&nbsp;&nbsp; 3.44%, 04/07/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 119025 |
| &nbsp;&nbsp;&nbsp; 3.47%, 05/22/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 844864 |
| &nbsp;&nbsp;&nbsp; 3.48%, 05/03/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1209443 |
| Dexia SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/21/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 566014 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/18/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 594739 |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 962090 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP600 | 822203 |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/22/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 271453 |
| Edenred SE |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 06/18/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 902491 |
| &nbsp;&nbsp;&nbsp; 3.63%, 08/05/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 357405 |
| Electricite de France SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 11/29/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 393515 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/09/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 426766 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/07/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 355384 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/12/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 498648 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/12/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 480917 |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/26/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,050 | 1329618 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/07/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 696964 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/12/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 1022674 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/17/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 716376 |
| &nbsp;&nbsp;&nbsp; 5.13%, 09/22/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP500 | 562825 |
| &nbsp;&nbsp;&nbsp; 5.23%, 02/06/55 | &nbsp;&nbsp;&nbsp; CAD200 | 142222 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/25/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | 405432 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/25/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP500 | 675721 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/27/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | 527071 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/17/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | 379577 |
| &nbsp;&nbsp;&nbsp; 5.63%, 01/25/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 238321 |
| &nbsp;&nbsp;&nbsp; 5.88%, 07/18/31 | &nbsp;&nbsp;&nbsp; GBP824 | 1178884 |
| &nbsp;&nbsp;&nbsp; 6.13%, 06/02/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP650 | 925329 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series MPLE, 5.38%, Series MPLE, <br> 05/17/34<br>| &nbsp;&nbsp;&nbsp; CAD200 | 155679 |
| Elis SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 04/03/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 694685 |
| &nbsp;&nbsp;&nbsp; 3.38%, 09/02/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 355616 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/24/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 361759 |
| Engie SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 10/26/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 542887 |
| &nbsp;&nbsp;&nbsp; 1.25%, 10/24/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 154759 |
| &nbsp;&nbsp;&nbsp; 1.25%, 10/24/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 77379 |
| &nbsp;&nbsp;&nbsp; 1.38%, 06/22/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 577546 |
| &nbsp;&nbsp;&nbsp; 1.38%, 02/28/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 684809 |
| &nbsp;&nbsp;&nbsp; 1.38%, 06/21/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 170653 |
| &nbsp;&nbsp;&nbsp; 1.38%, 06/21/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 85326 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/13/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 297307 |
| &nbsp;&nbsp;&nbsp; 1.50%, (5-year EUR Swap + 1.88%)<sup>(a)(b)(c)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 343263 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/11/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 355606 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/27/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 606629 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/06/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 121540 |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/06/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 491699 |
| &nbsp;&nbsp;&nbsp; 3.88%, 12/06/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 488301 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/06/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 119592 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/11/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1057225 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **France (continued)** | **France (continued)** | **France (continued)** |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/06/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | $744635 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/11/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 231576 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/06/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 837859 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/01/60<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP250 | 283370 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.13%, (5-year EURIBOR ICE Swap + <br> 2.34%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 376343 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/03/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP500 | 623172 |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/28/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 127790 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/16/2111<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR50 | 74113 |
| &nbsp;&nbsp;&nbsp; 7.00%, 10/30/28 | &nbsp;&nbsp;&nbsp; GBP650 | 949374 |
| EssilorLuxottica SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 11/27/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 914911 |
| &nbsp;&nbsp;&nbsp; 0.75%, 11/27/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 417519 |
| &nbsp;&nbsp;&nbsp; 2.63%, 01/10/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 353533 |
| &nbsp;&nbsp;&nbsp; 2.88%, 03/05/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 836249 |
| Gecina SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 01/25/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 199787 |
| &nbsp;&nbsp;&nbsp; 0.88%, 06/30/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 267084 |
| &nbsp;&nbsp;&nbsp; 1.00%, 01/30/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 113510 |
| &nbsp;&nbsp;&nbsp; 1.38%, 06/30/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 701867 |
| &nbsp;&nbsp;&nbsp; 1.38%, 01/26/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 348378 |
| &nbsp;&nbsp;&nbsp; 1.63%, 05/29/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 508292 |
| GELF Bond Issuer I SA, 1.13%, 07/18/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | 719841 |
| &nbsp;&nbsp;&nbsp; Groupe des Assurances du Credit <br> Mutuel SADIR<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.85%, 04/21/42, (3-mo. <br> EURIBOR2.65%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 320007 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/30/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 607378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/30/44, (3-mo. EURIBOR + <br> 3.25%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 124774 |
| ICADE |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 01/18/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 308987 |
| &nbsp;&nbsp;&nbsp; 1.00%, 01/19/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 325851 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/22/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 117798 |
| Ile-de-France Mobilites |  |  |
| &nbsp;&nbsp;&nbsp; 0.20%, 11/16/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 172710 |
| &nbsp;&nbsp;&nbsp; 0.68%, 11/24/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 174071 |
| Ile-De-France Mobilites, 1.00%, 05/25/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 293519 |
| Imerys SA, 4.00%, 11/21/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 238182 |
| Indigo Group SAS |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 04/19/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 232070 |
| &nbsp;&nbsp;&nbsp; 1.63%, 04/19/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 116035 |
| In'li SA, 1.13%, 07/02/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 443478 |
| &nbsp;&nbsp;&nbsp; ITM Entreprises SASU, Series 0, 4.13%, <br> Series 0, 01/29/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 121607 |
| JCDecaux SE |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 02/07/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 224923 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/11/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 626799 |
| Kering SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 05/13/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1137055 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/27/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 357904 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/11/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 356245 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/27/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 235703 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/05/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 483790 |
| &nbsp;&nbsp;&nbsp; 3.63%, 11/21/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 354475 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/11/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 115976 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/05/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 597024 |
| Klepierre SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 07/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 534829 |
| &nbsp;&nbsp;&nbsp; 0.88%, 02/17/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 318918 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/12/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 578783 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **France (continued)** | **France (continued)** | **France (continued)** |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/30/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | $235133 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/23/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 363083 |
| La Banque Postale Home Loan SFH SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/22/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 322906 |
| &nbsp;&nbsp;&nbsp; 0.63%, 06/23/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 463723 |
| &nbsp;&nbsp;&nbsp; 1.00%, 10/04/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 342370 |
| &nbsp;&nbsp;&nbsp; 1.63%, 05/12/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 793896 |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/30/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 473902 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/05/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 824330 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/12/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 586461 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/23/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 592442 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/19/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 482191 |
| &nbsp;&nbsp;&nbsp; 3.13%, 01/29/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 354965 |
| La Banque Postale SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 06/23/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 520048 |
| &nbsp;&nbsp;&nbsp; 2.00%, 07/13/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 467213 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 12/02/32, (3-mo. EURIBOR + <br> 1.15%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 355240 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/03/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | 1342783 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/05/34, (5-year EUR Swap + <br> 2.85%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,000 | 1264533 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 09/21/28, (1-year UK Government <br> Bond + 2.60%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP500 | 696018 |
| La Francaise des Jeux SACA |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/21/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 235388 |
| &nbsp;&nbsp;&nbsp; 3.38%, 11/21/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 233106 |
| &nbsp;&nbsp;&nbsp; 3.63%, 11/21/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 116863 |
| La Mondiale SAM |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 06/23/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 112055 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/20/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 120492 |
| La Poste SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 09/17/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,300 | 1491624 |
| &nbsp;&nbsp;&nbsp; 1.00%, 09/17/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 974351 |
| &nbsp;&nbsp;&nbsp; 1.38%, 04/21/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,400 | 1495012 |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/14/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 237213 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/12/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 245946 |
| Legrand SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 06/24/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,300 | 1476313 |
| &nbsp;&nbsp;&nbsp; 1.00%, 03/06/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 355219 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/26/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 356157 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/19/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 238740 |
| L'Oreal SA |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 11/06/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 354812 |
| &nbsp;&nbsp;&nbsp; 2.88%, 01/12/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 236145 |
| &nbsp;&nbsp;&nbsp; 3.38%, 11/23/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 243541 |
| &nbsp;&nbsp;&nbsp; 3.38%, 01/19/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 235349 |
| LVMH Moet Hennessy Louis Vuitton SE |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 02/11/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 566766 |
| &nbsp;&nbsp;&nbsp; 0.13%, 02/11/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 340059 |
| &nbsp;&nbsp;&nbsp; 1.13%, 02/11/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP600 | 798184 |
| &nbsp;&nbsp;&nbsp; 2.63%, 03/07/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 474981 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/07/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 829317 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/07/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 356625 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/07/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 845958 |
| &nbsp;&nbsp;&nbsp; Malakoff Humanis Prevoyance, 4.50%, <br> 06/20/35<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 245053 |
| Mercialys SA, 4.00%, 06/04/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 240213 |
| MMB SCF SACA, 0.00%, 09/20/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 399244 |
| MMS USA Holdings, Inc., 1.75%, 06/13/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 440539 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **France (continued)** | **France (continued)** | **France (continued)** |
| &nbsp;&nbsp;&nbsp; Mutuelle Assurance Des Commercants et <br> Industriels de France et Des Cadres et Sal, <br> 2.13%, 06/21/52, (3-mo. EURIBOR + <br> 3.44%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR900 | $952245 |
| &nbsp;&nbsp;&nbsp; Mutuelle Assurance Travailleur <br> Mutualiste SAM, 4.63%, 02/23/36<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 246260 |
| Nerval SAS Co., 2.88%, 04/14/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 227859 |
| Orange SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 02/03/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 701171 |
| &nbsp;&nbsp;&nbsp; 1.38%, 03/20/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 811037 |
| &nbsp;&nbsp;&nbsp; 1.38%, 09/04/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 208723 |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/09/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 233513 |
| &nbsp;&nbsp;&nbsp; 1.75%, (5-year EUR Swap + 2.10%)<sup>(a)(b)(c)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1030321 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/13/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 236327 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/19/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 593379 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/13/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 592974 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | 379270 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/13/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 471769 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/19/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 470416 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/04/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 470222 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/13/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 465551 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.88%, , (5-year EURIBOR ICE Swap + <br> 1.64%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 117579 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/13/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 344828 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, (5-year EURIBOR ICE Swap + <br> 2.03%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 243976 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/22/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | 373694 |
| &nbsp;&nbsp;&nbsp; 5.38%, (5-year EUR Swap + 2.66%)<sup>(a)(b)(c)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 503943 |
| &nbsp;&nbsp;&nbsp; 8.13%, 01/28/33 | &nbsp;&nbsp;&nbsp; EUR1,045 | 1605998 |
| Orano SA, 2.75%, 03/08/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1066326 |
| Pernod Ricard SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 10/24/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 458693 |
| &nbsp;&nbsp;&nbsp; 0.50%, 10/24/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 114673 |
| &nbsp;&nbsp;&nbsp; 1.38%, 04/07/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 567748 |
| &nbsp;&nbsp;&nbsp; 1.75%, 04/08/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 339543 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/03/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 236208 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/07/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 354628 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 601060 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/04/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 116544 |
| Praemia Healthcare SACA |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 11/04/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 326087 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/05/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 236576 |
| Publicis Groupe SA, 3.38%, 06/12/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 118356 |
| RCI Banque SA |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 07/26/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 600760 |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/06/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR375 | 447709 |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/04/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR850 | 1023327 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/16/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 238288 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/30/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 121554 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/04/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | 428921 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/02/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 628993 |
| &nbsp;&nbsp;&nbsp; Regie Autonome des Transports Parisiens <br> EPIC, 0.88%, 05/25/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 465529 |
| Roquette Freres SA, 3.77%, 11/25/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 239950 |
| RTE Reseau de Transport d'Electricite SADIR |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/09/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 684145 |
| &nbsp;&nbsp;&nbsp; 0.75%, 01/12/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 480964 |
| &nbsp;&nbsp;&nbsp; 1.13%, 09/09/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 121407 |
| &nbsp;&nbsp;&nbsp; 1.13%, 09/09/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 364220 |
| &nbsp;&nbsp;&nbsp; 2.13%, 09/27/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 195221 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/07/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 964466 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **France (continued)** | **France (continued)** | **France (continued)** |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/02/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | $232217 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/30/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 220626 |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/24/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 356376 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/08/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 226749 |
| Sanofi SA |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 06/23/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 118498 |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/11/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 236144 |
| Schneider Electric SE |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/02/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 118341 |
| &nbsp;&nbsp;&nbsp; 2.75%, 07/04/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 118097 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/03/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 596566 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/02/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 235508 |
| &nbsp;&nbsp;&nbsp; SCOR SE, 4.52%, 09/10/55, (3-mo. EURIBOR <br> + 2.80%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR700 | 854591 |
| SNCF Reseau |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 05/25/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | 976012 |
| &nbsp;&nbsp;&nbsp; 0.88%, 01/22/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 450813 |
| &nbsp;&nbsp;&nbsp; 1.00%, 11/09/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 951635 |
| &nbsp;&nbsp;&nbsp; 1.13%, 05/19/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 583543 |
| &nbsp;&nbsp;&nbsp; 1.13%, 05/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 882945 |
| &nbsp;&nbsp;&nbsp; 1.88%, 03/30/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 315617 |
| &nbsp;&nbsp;&nbsp; 2.25%, 12/20/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 493006 |
| &nbsp;&nbsp;&nbsp; 4.83%, 03/25/60 | &nbsp;&nbsp;&nbsp; GBP360 | 415896 |
| &nbsp;&nbsp;&nbsp; 5.25%, 12/07/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP150 | 210867 |
| Societe Generale SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 06/12/29, (3-mo. <br> EURIBOR0.95%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,300 | 1463006 |
| &nbsp;&nbsp;&nbsp; 0.88%, 07/01/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 117888 |
| &nbsp;&nbsp;&nbsp; 1.25%, 06/12/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 769327 |
| &nbsp;&nbsp;&nbsp; 2.13%, 09/27/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,300 | 1521586 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 05/14/30, (3-mo. EURIBOR + <br> 1.37%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 239480 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/01/32, (3-mo. EURIBOR + <br> 1.08%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 476009 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 11/13/30, (3-mo. EURIBOR + <br> 1.35%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,000 | 1206756 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 07/15/31, (3-mo. EURIBOR + <br> 1.45%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,000 | 1210170 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/17/35, (5-year EURIBOR ICE <br> Swap + 1.65%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR900 | 1073143 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 11/20/35, (5-year EURIBOR ICE <br> Swap + 1.50%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 238563 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 05/14/36, (3-mo. EURIBOR + <br> 1.73%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 120926 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 12/06/30, (3-mo. EURIBOR + <br> 1.80%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | 739513 |
| &nbsp;&nbsp;&nbsp; 5.63%, 06/02/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 525482 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/22/32, (3-mo. EURIBOR + <br> 0.98%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP400 | 563498 |
| Societe Generale SFH SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 02/11/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 638929 |
| &nbsp;&nbsp;&nbsp; 0.00%, 02/05/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 102986 |
| &nbsp;&nbsp;&nbsp; 0.75%, 10/18/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 461810 |
| &nbsp;&nbsp;&nbsp; 0.75%, 01/19/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 574458 |
| &nbsp;&nbsp;&nbsp; 1.38%, 05/05/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 695386 |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/05/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 318493 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/24/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 716911 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/01/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | 639140 |
| &nbsp;&nbsp;&nbsp; Societe Nationale SNCF SACA, 1.50%, <br> 02/02/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 344131 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **France (continued)** | **France (continued)** | **France (continued)** |
| Sodexo SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 07/17/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | $457933 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/24/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR150 | 177845 |
| Sogecap SA |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/03/45<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 249118 |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/16/44<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 272783 |
| Suez SACA |  |  |
| &nbsp;&nbsp;&nbsp; 1.88%, 05/24/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 117548 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/24/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 221859 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/13/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 373570 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/03/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 619275 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/03/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 384511 |
| &nbsp;&nbsp;&nbsp; 6.63%, 10/05/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 284775 |
| TDF Infrastructure SASU |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 12/16/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 119280 |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/23/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 241866 |
| Technip Energies NV, 1.13%, 05/28/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 342126 |
| Teleperformance SE |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/24/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 483114 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/21/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 243507 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/22/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 376079 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/22/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 128402 |
| Terega SA, 4.00%, 09/17/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 359003 |
| Terega SASU, 0.63%, 02/27/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 226983 |
| Thales SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 01/29/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 348406 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/18/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 754204 |
| Tikehau Capital SCA |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/08/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 120975 |
| &nbsp;&nbsp;&nbsp; 6.63%, 03/14/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 394030 |
| TotalEnergies Capital International SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 07/12/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 907055 |
| &nbsp;&nbsp;&nbsp; 1.38%, 10/04/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 339473 |
| &nbsp;&nbsp;&nbsp; 1.41%, 09/03/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 234429 |
| &nbsp;&nbsp;&nbsp; 1.99%, 04/08/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,300 | 1439535 |
| &nbsp;&nbsp;&nbsp; 3.16%, 03/03/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 586049 |
| &nbsp;&nbsp;&nbsp; 3.85%, 03/03/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,700 | 1858018 |
| TotalEnergies SE |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, (5-year EUR Swap + 1.99%)<sup>(a)(b)(c)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 576349 |
| &nbsp;&nbsp;&nbsp; 2.00%, (5-year EUR Swap + 2.40%)<sup>(a)(b)(c)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 773900 |
| &nbsp;&nbsp;&nbsp; 3.25%, (5-year EUR Swap + 2.94%)<sup>(a)(b)(c)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 424924 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, , (5-year EUR Swap + <br> 2.40%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 360557 |
| Transdev Group SA, 3.85%, 05/21/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 359911 |
| Unibail-Rodamco-Westfield SE |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 03/29/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 203110 |
| &nbsp;&nbsp;&nbsp; 0.88%, 03/29/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 203110 |
| &nbsp;&nbsp;&nbsp; 1.38%, 12/04/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 210598 |
| &nbsp;&nbsp;&nbsp; 1.38%, 05/25/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 100590 |
| &nbsp;&nbsp;&nbsp; 1.50%, 02/22/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | 640090 |
| &nbsp;&nbsp;&nbsp; 1.75%, 02/27/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 305257 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/29/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 430612 |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/28/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 295077 |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/14/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 196866 |
| &nbsp;&nbsp;&nbsp; 2.63%, 04/09/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 233521 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/11/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1209464 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/11/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 237445 |
| &nbsp;&nbsp;&nbsp; 4.13%, 12/11/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 123858 |
| Veolia Environnement SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 05/19/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 690219 |
| &nbsp;&nbsp;&nbsp; 1.25%, 05/19/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 690219 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **France (continued)** | **France (continued)** | **France (continued)** |
| &nbsp;&nbsp;&nbsp; 1.25%, 05/14/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | $383305 |
| &nbsp;&nbsp;&nbsp; 1.50%, 11/30/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 589103 |
| &nbsp;&nbsp;&nbsp; 2.97%, 01/10/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 118004 |
| &nbsp;&nbsp;&nbsp; 3.21%, 01/14/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 237518 |
| &nbsp;&nbsp;&nbsp; 3.32%, 06/17/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 354604 |
| &nbsp;&nbsp;&nbsp; 3.57%, 09/09/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 355087 |
| &nbsp;&nbsp;&nbsp; 3.80%, 06/17/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 233786 |
| &nbsp;&nbsp;&nbsp; 4.05%, 01/14/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 238074 |
| &nbsp;&nbsp;&nbsp; 6.13%, 11/25/33 | &nbsp;&nbsp;&nbsp; EUR465 | 648307 |
| Verallia SA |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/14/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 118675 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/14/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 356363 |
| Vinci SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 01/18/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 576455 |
| &nbsp;&nbsp;&nbsp; 1.63%, 01/18/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1152910 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 235021 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 235021 |
| Wendel SE |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 06/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 423236 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/11/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 118621 |
| &nbsp;&nbsp;&nbsp; Westfield America Management Ltd., 2.63%, <br> 03/30/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP200 | 258056 |
|  |  | 328639315 |
| **Georgia — 0.1%** | **Georgia — 0.1%** | **Georgia — 0.1%** |
| Commerzbank AG, 1.13%, 06/22/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 354150 |
| E.ON SE |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 03/05/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | 299450 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/05/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | 529244 |
| Investitionsbank Berlin, 2.25%, 09/28/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,700 | 1994254 |
| &nbsp;&nbsp;&nbsp; Kreditanstalt fuer Wiederaufbau, 2.50%, <br> 10/15/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR2,750 | 3238280 |
| &nbsp;&nbsp;&nbsp; Landesbank Baden-Wuerttemberg, 2.75%, <br> 05/07/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR150 | 179035 |
|  |  | 6594413 |
| **Germany — 3.2%** | **Germany — 3.2%** | **Germany — 3.2%** |
| Aareal Bank AG |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 02/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | 1179850 |
| &nbsp;&nbsp;&nbsp; 0.75%, 04/18/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 453030 |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/08/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 946389 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 591665 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/17/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 362906 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/10/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP500 | 694906 |
| adidas AG |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/06/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 117568 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/21/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 240960 |
| Allianz Finance II BV |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 01/14/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 427263 |
| &nbsp;&nbsp;&nbsp; 1.38%, 04/21/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 220930 |
| &nbsp;&nbsp;&nbsp; 3.25%, 12/04/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 121584 |
| &nbsp;&nbsp;&nbsp; Series 62, 4.50%, 03/13/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | 481727 |
| Allianz SE |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 09/25/49, (3-mo. EURIBOR + <br> 2.35%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 556030 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 07/06/47, (3-mo. EURIBOR + <br> 3.35%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 595436 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 07/05/52, (1-year EUR Swap + <br> 1.85%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 367842 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.43%, 07/25/55, (3-mo. EURIBOR + <br> 2.75%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 616559 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Germany (continued)** | **Germany (continued)** | **Germany (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 09/07/38, (3-mo. EURIBOR + <br> 2.30%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | $245665 |
| &nbsp;&nbsp;&nbsp; 4.85%, 07/26/54<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 380139 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.82%, 07/25/53, (3-mo. EURIBOR + <br> 3.65%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 667542 |
| Amprion GmbH |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/05/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 950375 |
| &nbsp;&nbsp;&nbsp; 3.16%, 01/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 118814 |
| &nbsp;&nbsp;&nbsp; 3.45%, 09/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 360229 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/05/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 356230 |
| &nbsp;&nbsp;&nbsp; 3.97%, 09/22/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1103788 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/30/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 347149 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/21/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 336071 |
| &nbsp;&nbsp;&nbsp; 4.07%, 01/15/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 119493 |
| Aroundtown SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 07/16/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 351776 |
| &nbsp;&nbsp;&nbsp; 0.38%, 04/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 230681 |
| &nbsp;&nbsp;&nbsp; 1.45%, 07/09/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 344246 |
| &nbsp;&nbsp;&nbsp; 1.63%, 01/31/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 231411 |
| &nbsp;&nbsp;&nbsp; 1.63%, 01/31/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 347117 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/02/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 232100 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/13/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 118084 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/10/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP250 | 315288 |
| &nbsp;&nbsp;&nbsp; 5.25%, 12/11/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 133376 |
| BASF SE |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 11/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR950 | 1098894 |
| &nbsp;&nbsp;&nbsp; 0.88%, 10/06/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR160 | 169399 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/17/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 552948 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/29/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 490180 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/08/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 250791 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/08/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 254513 |
| Bausparkasse Schwaebisch Hall AG |  |  |
| &nbsp;&nbsp;&nbsp; 0.20%, 10/28/31 | &nbsp;&nbsp;&nbsp; EUR300 | 307148 |
| &nbsp;&nbsp;&nbsp; 0.20%, 04/27/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 585206 |
| &nbsp;&nbsp;&nbsp; 2.88%, 01/22/31 | &nbsp;&nbsp;&nbsp; EUR500 | 597375 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/27/38 | &nbsp;&nbsp;&nbsp; EUR400 | 470651 |
| Bayer AG |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 01/12/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 110910 |
| &nbsp;&nbsp;&nbsp; 0.63%, 07/12/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 414410 |
| &nbsp;&nbsp;&nbsp; 1.00%, 01/12/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 362859 |
| &nbsp;&nbsp;&nbsp; 1.13%, 01/06/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 663318 |
| &nbsp;&nbsp;&nbsp; 1.38%, 07/06/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 632152 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/26/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 716691 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/26/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 371665 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/26/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 381505 |
| Bayer Capital Corp. BV, 2.13%, 12/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 345769 |
| Bayerische Landesbank |  |  |
| &nbsp;&nbsp;&nbsp; 0.05%, 04/30/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 413779 |
| &nbsp;&nbsp;&nbsp; 0.75%, 01/19/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 806308 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 11/22/32, (5-year EUR Swap + <br> 1.40%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,100 | 1270093 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/28/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR750 | 873314 |
| &nbsp;&nbsp;&nbsp; 2.63%, 10/07/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 117844 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/28/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 236424 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/28/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1188309 |
| &nbsp;&nbsp;&nbsp; 3.13%, 10/19/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1083705 |
| &nbsp;&nbsp;&nbsp; 3.63%, 08/04/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | 1326389 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/21/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 740388 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/28/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP500 | 701287 |
| Bayerische Landesbodenkreditanstalt |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 11/23/26 | &nbsp;&nbsp;&nbsp; EUR100 | 117088 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Germany (continued)** | **Germany (continued)** | **Germany (continued)** |
| &nbsp;&nbsp;&nbsp; 2.38%, 05/07/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | $352153 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/08/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1169236 |
| &nbsp;&nbsp;&nbsp; 2.88%, 02/28/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR980 | 1170821 |
| Bertelsmann SE & Co. KGaA |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 10/28/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 348717 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/29/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 482390 |
| &nbsp;&nbsp;&nbsp; 3.75%, 07/23/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 353807 |
| BMW Finance NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 01/14/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 582399 |
| &nbsp;&nbsp;&nbsp; 0.75%, 07/13/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR605 | 712658 |
| &nbsp;&nbsp;&nbsp; 0.88%, 01/14/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | 368146 |
| &nbsp;&nbsp;&nbsp; 1.13%, 01/10/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR525 | 606778 |
| &nbsp;&nbsp;&nbsp; 1.50%, 02/06/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR912 | 1046564 |
| &nbsp;&nbsp;&nbsp; 2.63%, 05/20/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,250 | 1484376 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/22/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 238161 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/20/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 120393 |
| BMW International Investment BV |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/27/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 235468 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/17/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,150 | 1381853 |
| BMW U.S. Capital LLC, 3.38%, 02/02/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 352834 |
| BSK 1818 AG |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 10/22/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 116348 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/21/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 365502 |
| Carlsberg Breweries A/S, 5.50%, 02/28/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP250 | 336985 |
| Commerzbank AG |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 01/12/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | 358539 |
| &nbsp;&nbsp;&nbsp; 0.63%, 08/24/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 693959 |
| &nbsp;&nbsp;&nbsp; 0.88%, 01/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 818910 |
| &nbsp;&nbsp;&nbsp; 0.88%, 04/18/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1035081 |
| &nbsp;&nbsp;&nbsp; 1.25%, 01/09/34 | &nbsp;&nbsp;&nbsp; EUR300 | 313078 |
| &nbsp;&nbsp;&nbsp; 1.50%, 08/28/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 813647 |
| &nbsp;&nbsp;&nbsp; 2.25%, 09/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR278 | 318311 |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/20/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR750 | 895551 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/09/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1189598 |
| &nbsp;&nbsp;&nbsp; 2.88%, 02/27/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 350471 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/13/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 593405 |
| &nbsp;&nbsp;&nbsp; 3.13%, 04/20/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,222 | 1479158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 06/06/30, (3-mo. EURIBOR + <br> 1.10%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 357675 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 11/26/30, (3-mo. EURIBOR + <br> 0.80%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 237260 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 06/06/34, (3-mo. EURIBOR + <br> 1.43%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 596495 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 10/15/35, (3-mo. EURIBOR + <br> 1.45%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 239247 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 09/02/36, (3-mo. EURIBOR + <br> 1.27%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 237345 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/23/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 237562 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/30/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 120325 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/16/32, (3-mo. EURIBOR + <br> 1.25%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 244226 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 02/20/37, (5-year EURIBOR ICE <br> Swap + 1.95%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 241613 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 06/30/37, (5-year EURIBOR ICE <br> Swap + 1.83%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 240796 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 10/16/34, (5-year EURIBOR ICE <br> Swap + 2.15%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 124110 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/15/31, (1-day SONIA + <br> 1.00%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP200 | 275081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 12/06/32, (5-year EURIBOR ICE <br> Swap + 4.30%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 250171 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Germany (continued)** | **Germany (continued)** | **Germany (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 10/05/33, (5-year EURIBOR ICE <br> Swap + 3.70%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | $384995 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.63%, 02/28/33, (5-year UK Government <br> Bond + 5.25%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | 146188 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 1061, 3.63%, Series 1061, 01/14/32, <br> (3-mo. EURIBOR + 1.38%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 241126 |
| Continental AG |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/27/26 | &nbsp;&nbsp;&nbsp; EUR450 | 533572 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 845438 |
| Covestro AG, 0.88%, 02/03/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | 414872 |
| Daimler Truck Finance Canada, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.54%, 09/27/29 | &nbsp;&nbsp;&nbsp; CAD200 | 152578 |
| &nbsp;&nbsp;&nbsp; 5.77%, 09/25/28 | &nbsp;&nbsp;&nbsp; CAD200 | 156406 |
| Daimler Truck International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 04/06/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 352002 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/27/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 357296 |
| &nbsp;&nbsp;&nbsp; Daimler Trucks Finance Canada, Inc., 2.46%, <br> 12/15/26<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; CAD200 | 146619 |
| &nbsp;&nbsp;&nbsp; DekaBank Deutsche Girozentrale, 0.30%, <br> 11/20/26<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR800 | 933444 |
| Deutsche Apotheker-Und Aerztebank eG |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 10/05/27 | &nbsp;&nbsp;&nbsp; EUR800 | 923347 |
| &nbsp;&nbsp;&nbsp; 0.75%, 07/05/28 | &nbsp;&nbsp;&nbsp; EUR300 | 341556 |
| Deutsche Bahn AG |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 09/26/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 339417 |
| &nbsp;&nbsp;&nbsp; 0.88%, 07/11/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR370 | 396795 |
| &nbsp;&nbsp;&nbsp; 1.00%, 12/17/27 | &nbsp;&nbsp;&nbsp; EUR1,100 | 1275386 |
| &nbsp;&nbsp;&nbsp; 1.38%, 04/16/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | 488231 |
| &nbsp;&nbsp;&nbsp; 1.88%, 05/24/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 230600 |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/19/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 359216 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/19/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 241209 |
| &nbsp;&nbsp;&nbsp; 3.38%, 01/29/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,130 | 1323551 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/23/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR870 | 1053538 |
| Deutsche Bank AG |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 01/21/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 430307 |
| &nbsp;&nbsp;&nbsp; 0.25%, 08/31/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR522 | 586305 |
| &nbsp;&nbsp;&nbsp; 0.50%, 06/09/26 | &nbsp;&nbsp;&nbsp; EUR250 | 294654 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 02/17/32, (3-mo. EURIBOR + <br> 1.50%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 431374 |
| &nbsp;&nbsp;&nbsp; 1.63%, 01/20/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 824423 |
| &nbsp;&nbsp;&nbsp; 1.75%, 01/17/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 699815 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 11/19/30, (3-mo. EURIBOR + <br> 2.05%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 563399 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 08/13/28, (3-mo. EURIBOR + <br> 0.60%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 118423 |
| &nbsp;&nbsp;&nbsp; 2.63%, 06/30/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 772686 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 06/16/29, (3-mo. EURIBOR + <br> 1.05%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | 713325 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/07/31, (3-mo. EURIBOR + <br> 0.70%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 236614 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/19/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 959573 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/24/28<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 717196 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 02/13/31, (3-mo. EURIBOR + <br> 1.25%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 238455 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 01/15/30, (3-mo. EURIBOR + <br> 1.25%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 243114 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/24/32<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 599341 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 04/04/30, (3-mo. EURIBOR + <br> 1.50%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR800 | 978593 |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/15/41<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 357145 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Germany (continued)** | **Germany (continued)** | **Germany (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/12/35, (1-day SONIA + <br> 1.73%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | $497971 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/26/29, (1-day SONIA + <br> 1.14%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP300 | 414758 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 12/12/30, (5-year CMT + <br> 4.38%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP700 | 1001960 |
| Deutsche Boerse AG |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 02/22/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 516255 |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/04/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 541452 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/28/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 122787 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/28/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 239230 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/28/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 246470 |
| Deutsche EuroShop AG, 4.50%, 10/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 120669 |
| Deutsche Kreditbank AG |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/07/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR870 | 939831 |
| &nbsp;&nbsp;&nbsp; 0.88%, 10/02/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 798197 |
| &nbsp;&nbsp;&nbsp; 2.88%, 02/12/31 | &nbsp;&nbsp;&nbsp; EUR300 | 355050 |
| &nbsp;&nbsp;&nbsp; 2.88%, 03/21/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 462412 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/04/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 830868 |
| &nbsp;&nbsp;&nbsp; Series ., 3.25%, Series ., 06/12/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 564506 |
| Deutsche Lufthansa AG |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/11/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 723947 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/21/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 370221 |
| &nbsp;&nbsp;&nbsp; 4.13%, 09/03/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 124156 |
| Deutsche Pfandbriefbank AG |  |  |
| &nbsp;&nbsp;&nbsp; 0.10%, 01/21/28 | &nbsp;&nbsp;&nbsp; EUR900 | 1018399 |
| &nbsp;&nbsp;&nbsp; 0.63%, 08/30/27 | &nbsp;&nbsp;&nbsp; EUR200 | 230592 |
| &nbsp;&nbsp;&nbsp; 2.63%, 05/30/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | 650329 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/29/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1184324 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/25/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 238464 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/28/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 239020 |
| Deutsche Post AG |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 05/20/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR449 | 473794 |
| &nbsp;&nbsp;&nbsp; 1.63%, 12/05/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | 1278851 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/24/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 239304 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/25/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 118648 |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/05/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 237884 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/24/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 120145 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/25/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 475079 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/25/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 236537 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/24/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 240398 |
| Deutsche Telekom AG |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 07/05/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 508703 |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/25/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | 392930 |
| &nbsp;&nbsp;&nbsp; 1.75%, 12/09/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR644 | 477681 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/04/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 350428 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/20/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 231471 |
| Deutsche Telekom International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/03/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR655 | 760965 |
| &nbsp;&nbsp;&nbsp; 2.25%, 04/13/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP289 | 374705 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/28/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 256932 |
| &nbsp;&nbsp;&nbsp; 7.63%, 06/15/30 | &nbsp;&nbsp;&nbsp; GBP600 | 927481 |
| Deutsche Wohnen SE, 1.50%, 04/30/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 775914 |
| &nbsp;&nbsp;&nbsp; DVI Deutsche Vermoegens- & <br> Immobilienverwaltungs GmbH, Series ., <br> 4.88%, Series ., 08/21/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 245468 |
| &nbsp;&nbsp;&nbsp; DZ Bank AG Deutsche <br> Zentral-Genossenschaftsbank Frankfurt Am <br> Main, 3.13%, 11/27/31, (3-mo. EURIBOR + <br> 0.70%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 118204 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Germany (continued)** | **Germany (continued)** | **Germany (continued)** |
| DZ HYP AG |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | $754979 |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/27/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,175 | 1306184 |
| &nbsp;&nbsp;&nbsp; 0.38%, 11/10/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR475 | 449643 |
| &nbsp;&nbsp;&nbsp; 0.75%, 06/30/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 232339 |
| &nbsp;&nbsp;&nbsp; 0.88%, 01/30/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | 1359134 |
| &nbsp;&nbsp;&nbsp; 0.88%, 01/18/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 666713 |
| &nbsp;&nbsp;&nbsp; 0.88%, 04/17/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | 251659 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/31/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 829859 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/27/32 | &nbsp;&nbsp;&nbsp; EUR1,300 | 1537428 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/28/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 118170 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 1279, 3.00%, Series 1279, <br> 05/31/35<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | 706316 |
| E.ON International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 07/31/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,286 | 1463107 |
| &nbsp;&nbsp;&nbsp; 1.63%, 05/30/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR308 | 364300 |
| &nbsp;&nbsp;&nbsp; 6.13%, 07/06/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP750 | 1045345 |
| &nbsp;&nbsp;&nbsp; 6.25%, 06/03/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP338 | 493852 |
| &nbsp;&nbsp;&nbsp; 6.38%, 06/07/32 | &nbsp;&nbsp;&nbsp; GBP381 | 562533 |
| E.ON SE |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 10/24/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | 525822 |
| &nbsp;&nbsp;&nbsp; 0.38%, 09/29/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 802962 |
| &nbsp;&nbsp;&nbsp; 0.75%, 02/20/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR327 | 374546 |
| &nbsp;&nbsp;&nbsp; 0.88%, 10/18/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR392 | 376496 |
| &nbsp;&nbsp;&nbsp; 1.63%, 05/22/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR215 | 246939 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/25/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 241054 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/16/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 359163 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 488812 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/15/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 120038 |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/12/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 122175 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/16/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | 769080 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/25/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 473721 |
| EnBW Energie Baden-Wuerttemberg AG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 08/05/79, (5-year EURIBOR ICE <br> Swap + 1.73%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR800 | 931283 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/28/55, (5-year EURIBOR ICE <br> Swap + 1.95%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 239450 |
| EnBW International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 03/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 226289 |
| &nbsp;&nbsp;&nbsp; 0.50%, 03/01/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR792 | 780230 |
| &nbsp;&nbsp;&nbsp; 1.88%, 10/31/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR150 | 161269 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/20/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 359415 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/20/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | 417827 |
| &nbsp;&nbsp;&nbsp; 6.13%, 07/07/39 | &nbsp;&nbsp;&nbsp; EUR880 | 1274833 |
| Eurogrid GmbH |  |  |
| &nbsp;&nbsp;&nbsp; 1.11%, 05/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 207820 |
| &nbsp;&nbsp;&nbsp; 3.28%, 09/05/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 475693 |
| &nbsp;&nbsp;&nbsp; 3.72%, 04/27/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 365693 |
| &nbsp;&nbsp;&nbsp; 3.73%, 10/18/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 118022 |
| &nbsp;&nbsp;&nbsp; 3.92%, 02/01/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 484785 |
| &nbsp;&nbsp;&nbsp; 4.17%, 10/16/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 588302 |
| Evonik Industries AG |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 09/07/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR270 | 306194 |
| &nbsp;&nbsp;&nbsp; 0.75%, 09/07/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR50 | 56703 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 724130 |
| EWE AG, 0.38%, 10/22/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 294126 |
| &nbsp;&nbsp;&nbsp; Fresenius Medical Care AG, 3.75%, <br> 04/08/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 601313 |
| &nbsp;&nbsp;&nbsp; Fresenius Medical Care AG & Co. KGaA, <br> 1.25%, 11/29/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR450 | 501211 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Germany (continued)** | **Germany (continued)** | **Germany (continued)** |
| Fresenius SE & Co. KGaA |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 01/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR785 | $899545 |
| &nbsp;&nbsp;&nbsp; 2.88%, 02/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR270 | 323343 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 234752 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/28/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 253722 |
| &nbsp;&nbsp;&nbsp; 5.13%, 10/05/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | 708992 |
| &nbsp;&nbsp;&nbsp; Gothaer Allgemeine Versicherung AG, Series <br> ., 5.00%, Series ., 06/20/45, (3-mo. <br> EURIBOR + 3.50%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 123953 |
| Grand City Properties SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 08/03/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 353916 |
| &nbsp;&nbsp;&nbsp; 1.50%, 02/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 117294 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/09/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 123317 |
| Grenke Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/05/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 359902 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/08/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR325 | 408475 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/06/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 126867 |
| Hamburg Commercial Bank AG |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/19/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 463867 |
| &nbsp;&nbsp;&nbsp; 2.00%, 07/20/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 353801 |
| &nbsp;&nbsp;&nbsp; 3.13%, 07/01/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 237803 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | 543445 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/31/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 120190 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/24/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 737158 |
| &nbsp;&nbsp;&nbsp; Hamburger Sparkasse AG, 3.00%, <br> 02/28/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | 720583 |
| Hannover Rueck SE |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 04/18/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 348900 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 06/30/42, (3-mo. EURIBOR + <br> 2.33%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 520995 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 10/08/40, (3-mo. EURIBOR + <br> 3.00%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 553647 |
| Heidelberg Materials AG |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 10/17/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR850 | 1028152 |
| &nbsp;&nbsp;&nbsp; 3.95%, 07/19/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR850 | 1038844 |
| Heidelberg Materials Finance Luxembourg SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 12/01/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR320 | 371418 |
| &nbsp;&nbsp;&nbsp; 1.50%, 06/14/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR585 | 685577 |
| Henkel AG & Co. KGaA, 0.50%, 11/17/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 200874 |
| HOCHTIEF AG, 0.63%, 04/26/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR850 | 943201 |
| HOWOGE Wohnungsbaugesellschaft mbH |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 11/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 893599 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/05/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 243941 |
| Infineon Technologies AG |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 06/24/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 456310 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/24/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 110440 |
| &nbsp;&nbsp;&nbsp; 2.88%, 02/13/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 355342 |
| ING-DiBa AG |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 10/09/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 523364 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/09/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,300 | 1554557 |
| Investitionsbank Berlin |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/04/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 477935 |
| &nbsp;&nbsp;&nbsp; 3.13%, 03/01/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 599009 |
| &nbsp;&nbsp;&nbsp; Series 214, 0.00%, 04/18/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 225271 |
| &nbsp;&nbsp;&nbsp; Series 240, 2.50%, Series 240, 05/20/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 354066 |
| &nbsp;&nbsp;&nbsp; Series 244, 2.50%, Series 244, 11/12/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 235642 |
| K+S AG, 4.25%, 06/19/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 122743 |
| Knorr-Bremse AG, 3.25%, 09/30/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 120618 |
| Kreditanstalt fuer Wiederaufbau |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 03/31/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,900 | 2200624 |
| &nbsp;&nbsp;&nbsp; 0.00%, 04/30/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,150 | 1329724 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Germany (continued)** | **Germany (continued)** | **Germany (continued)** |
| &nbsp;&nbsp;&nbsp; 0.00%, 05/05/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,260 | $2612827 |
| &nbsp;&nbsp;&nbsp; 0.00%, 12/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,300 | 1480958 |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,650 | 2964419 |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/09/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,595 | 1776164 |
| &nbsp;&nbsp;&nbsp; 0.00%, 06/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,700 | 1864000 |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/17/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,700 | 2857735 |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/10/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,990 | 2083449 |
| &nbsp;&nbsp;&nbsp; 0.05%, 09/29/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,010 | 938849 |
| &nbsp;&nbsp;&nbsp; 0.13%, 12/30/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 265205 |
| &nbsp;&nbsp;&nbsp; 0.13%, 01/09/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,820 | 2882174 |
| &nbsp;&nbsp;&nbsp; 0.38%, 05/20/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 545481 |
| &nbsp;&nbsp;&nbsp; 0.50%, 09/15/27 | &nbsp;&nbsp;&nbsp; EUR1,300 | 1501812 |
| &nbsp;&nbsp;&nbsp; 0.63%, 02/22/27 | &nbsp;&nbsp;&nbsp; EUR900 | 1051096 |
| &nbsp;&nbsp;&nbsp; 0.63%, 01/07/28 | &nbsp;&nbsp;&nbsp; EUR2,251 | 2591009 |
| &nbsp;&nbsp;&nbsp; 0.75%, 12/07/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP500 | 647898 |
| &nbsp;&nbsp;&nbsp; 0.75%, 06/28/28 | &nbsp;&nbsp;&nbsp; EUR1,665 | 1906285 |
| &nbsp;&nbsp;&nbsp; 0.88%, 07/04/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,320 | 1161572 |
| &nbsp;&nbsp;&nbsp; 1.13%, 09/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,320 | 1414907 |
| &nbsp;&nbsp;&nbsp; 1.13%, 03/31/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,550 | 1494658 |
| &nbsp;&nbsp;&nbsp; 1.13%, 06/15/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,650 | 1580061 |
| &nbsp;&nbsp;&nbsp; 1.25%, 07/31/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | 540558 |
| &nbsp;&nbsp;&nbsp; 1.25%, 06/30/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,210 | 2590379 |
| &nbsp;&nbsp;&nbsp; 1.25%, 07/04/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR440 | 438591 |
| &nbsp;&nbsp;&nbsp; 1.38%, 07/31/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR370 | 381422 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/15/27 | &nbsp;&nbsp;&nbsp; AUD200 | 136074 |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,400 | 1635690 |
| &nbsp;&nbsp;&nbsp; 2.13%, 07/31/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | 1418415 |
| &nbsp;&nbsp;&nbsp; 2.38%, 08/05/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR3,150 | 3747727 |
| &nbsp;&nbsp;&nbsp; 2.38%, 04/11/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,567 | 5433712 |
| &nbsp;&nbsp;&nbsp; 2.38%, 06/29/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR5,300 | 6285070 |
| &nbsp;&nbsp;&nbsp; 2.38%, 10/04/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,300 | 1540181 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/09/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | 1304437 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | 1302842 |
| &nbsp;&nbsp;&nbsp; 2.63%, 04/26/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,150 | 2570946 |
| &nbsp;&nbsp;&nbsp; 2.63%, 11/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,300 | 1531574 |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/01/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR3,000 | 3591860 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,263 | 1514951 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/14/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,510 | 1788437 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/17/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,393 | 2796324 |
| &nbsp;&nbsp;&nbsp; 2.88%, 12/28/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR850 | 1024255 |
| &nbsp;&nbsp;&nbsp; 2.88%, 03/31/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,100 | 2516072 |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/07/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 595688 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/04/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,500 | 1775543 |
| &nbsp;&nbsp;&nbsp; 3.13%, 10/10/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR750 | 908421 |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/07/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,900 | 2312582 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/24/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | 1468638 |
| &nbsp;&nbsp;&nbsp; 3.75%, 07/30/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP1,200 | 1642101 |
| &nbsp;&nbsp;&nbsp; 3.80%, 05/24/28 | &nbsp;&nbsp;&nbsp; AUD400 | 274740 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP600 | 815477 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/18/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP500 | 684190 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/30/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; NOK15,000 | 1565232 |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/13/27 | &nbsp;&nbsp;&nbsp; AUD1,000 | 696017 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/31/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP1,000 | 1383714 |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/12/29 | &nbsp;&nbsp;&nbsp; AUD500 | 346802 |
| &nbsp;&nbsp;&nbsp; 4.45%, 01/16/30 | &nbsp;&nbsp;&nbsp; AUD1,400 | 970502 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/10/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP450 | 630930 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/07/28 | &nbsp;&nbsp;&nbsp; GBP449 | 648540 |
| Landesbank Baden-Wuerttemberg |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 06/17/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 588179 |
| &nbsp;&nbsp;&nbsp; 0.00%, 02/17/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 695366 |
| &nbsp;&nbsp;&nbsp; 0.13%, 01/18/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,300 | 1400988 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Germany (continued)** | **Germany (continued)** | **Germany (continued)** |
| &nbsp;&nbsp;&nbsp; 0.38%, 02/18/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | $929382 |
| &nbsp;&nbsp;&nbsp; 0.38%, 02/28/28 | &nbsp;&nbsp;&nbsp; EUR1,000 | 1132429 |
| &nbsp;&nbsp;&nbsp; 0.38%, 05/07/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 327859 |
| &nbsp;&nbsp;&nbsp; 0.38%, 02/21/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | 1238263 |
| &nbsp;&nbsp;&nbsp; 0.50%, 11/05/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | 1303804 |
| &nbsp;&nbsp;&nbsp; 1.75%, 02/28/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,051 | 1233927 |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/10/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | 1224583 |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/05/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,700 | 2026657 |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/20/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1186796 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/19/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | 529242 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/16/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 237493 |
| &nbsp;&nbsp;&nbsp; Series 812, 0.00%, 07/16/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 229659 |
| Landesbank Hessen-Thueringen Girozentrale |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 07/19/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 574338 |
| &nbsp;&nbsp;&nbsp; 0.88%, 03/20/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | 1382480 |
| &nbsp;&nbsp;&nbsp; 2.38%, 05/21/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 828241 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/30/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 713607 |
| &nbsp;&nbsp;&nbsp; 2.88%, 02/06/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 707838 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/05/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | 1412875 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/28/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 824783 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/15/32, (5-year EURIBOR ICE <br> Swap + 2.75%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR800 | 964536 |
| &nbsp;&nbsp;&nbsp; Series H337, 0.00%, 09/26/29 | &nbsp;&nbsp;&nbsp; EUR700 | 759678 |
| Landesbank Saar, 2.88%, 05/03/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 236519 |
| &nbsp;&nbsp;&nbsp; Landeskreditbank <br> Baden-Wuerttemberg Foerderbank<br>|  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 02/25/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 465006 |
| &nbsp;&nbsp;&nbsp; 0.75%, 03/16/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 104533 |
| &nbsp;&nbsp;&nbsp; 1.00%, 12/15/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 133720 |
| &nbsp;&nbsp;&nbsp; 2.38%, 07/04/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,500 | 1759709 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/16/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 477888 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/27/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 136917 |
| Landwirtschaftliche Rentenbank |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 07/19/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | 728975 |
| &nbsp;&nbsp;&nbsp; 0.00%, 12/13/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 443952 |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/27/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,610 | 1738595 |
| &nbsp;&nbsp;&nbsp; 0.00%, 06/30/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,020 | 1048357 |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/26/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 71268 |
| &nbsp;&nbsp;&nbsp; 0.05%, 12/18/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 540110 |
| &nbsp;&nbsp;&nbsp; 0.05%, 01/31/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | 678416 |
| &nbsp;&nbsp;&nbsp; 0.38%, 02/14/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | 628145 |
| &nbsp;&nbsp;&nbsp; 0.50%, 02/28/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 448085 |
| &nbsp;&nbsp;&nbsp; 0.63%, 05/18/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 232544 |
| &nbsp;&nbsp;&nbsp; 0.63%, 10/31/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR150 | 136996 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/11/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 466904 |
| &nbsp;&nbsp;&nbsp; 2.60%, 03/23/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD100 | 68324 |
| &nbsp;&nbsp;&nbsp; 2.63%, 07/08/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 470386 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/16/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,700 | 2017249 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/17/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR794 | 937401 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/06/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,150 | 1402558 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/26/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 608808 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/09/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 136605 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/21/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP2,000 | 2718243 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/10/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 276919 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/06/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD200 | 139521 |
| Lanxess AG |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 10/07/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | 293292 |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/22/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 576245 |
| LEG Immobilien SE |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 06/30/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 206010 |
| &nbsp;&nbsp;&nbsp; 0.88%, 11/28/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 345084 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Germany (continued)** | **Germany (continued)** | **Germany (continued)** |
| &nbsp;&nbsp;&nbsp; 1.00%, 11/19/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | $99251 |
| &nbsp;&nbsp;&nbsp; 1.50%, 01/17/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 493064 |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/20/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 116738 |
| LFA Foerderbank Bayern |  |  |
| &nbsp;&nbsp;&nbsp; Series 1229, 2.70%, Series 1229, 10/15/27 | &nbsp;&nbsp;&nbsp; EUR1,000 | 1194115 |
| &nbsp;&nbsp;&nbsp; Series 224, 3.25%, Series 224, 03/31/27 | &nbsp;&nbsp;&nbsp; EUR200 | 239910 |
| &nbsp;&nbsp;&nbsp; Mercedes-Benz Finance Canada, Inc., 5.14%, <br> 06/29/26<br>| &nbsp;&nbsp;&nbsp; CAD400 | 296870 |
| Mercedes-Benz Group AG |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 02/08/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 219556 |
| &nbsp;&nbsp;&nbsp; 0.75%, 03/11/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR750 | 752524 |
| &nbsp;&nbsp;&nbsp; 1.00%, 11/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | 636370 |
| &nbsp;&nbsp;&nbsp; 1.13%, 08/08/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR355 | 352791 |
| &nbsp;&nbsp;&nbsp; 1.50%, 07/03/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | 514102 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/27/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR510 | 578850 |
| &nbsp;&nbsp;&nbsp; 2.38%, 05/22/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 583470 |
| Mercedes-Benz International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/05/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR975 | 1156179 |
| &nbsp;&nbsp;&nbsp; 3.13%, 09/05/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR875 | 1039472 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 601533 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/10/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 239060 |
| Merck Financial Services GmbH |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 07/16/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1019345 |
| &nbsp;&nbsp;&nbsp; 2.38%, 06/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 117003 |
| Merck KGaA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 06/25/79, (5-year EURIBOR ICE <br> Swap + 2.94%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 116341 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 08/27/54, (5-year EURIBOR ICE <br> Swap + 1.54%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 120162 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series ., 3.75%, Series ., 11/24/55, (5-year <br> EURIBOR ICE Swap + 1.35%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 592773 |
| MTU Aero Engines AG, 3.88%, 09/18/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 246088 |
| Muenchener Hypothekenbank eG |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/19/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR375 | 274427 |
| &nbsp;&nbsp;&nbsp; 0.13%, 09/05/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR750 | 669531 |
| &nbsp;&nbsp;&nbsp; 0.38%, 03/09/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 330368 |
| &nbsp;&nbsp;&nbsp; 0.50%, 04/22/26 | &nbsp;&nbsp;&nbsp; EUR250 | 295334 |
| &nbsp;&nbsp;&nbsp; 0.63%, 05/07/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 232658 |
| &nbsp;&nbsp;&nbsp; 1.00%, 04/18/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 175308 |
| &nbsp;&nbsp;&nbsp; 1.88%, 08/25/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR850 | 950679 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/04/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR740 | 880992 |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/03/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | 768897 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/14/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 723593 |
| &nbsp;&nbsp;&nbsp; Series 1943, 0.25%, 05/02/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 351308 |
| &nbsp;&nbsp;&nbsp; Muenchener <br> Rueckversicherungs-Gesellschaft AG <br> in Muenchen<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 05/26/42, (3-mo. EURIBOR + <br> 2.10%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | 620261 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 05/26/41, (3-mo. EURIBOR + <br> 0.68%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 429118 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/26/49, (3-mo. EURIBOR + <br> 3.40%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 238902 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/26/44, (3-mo. EURIBOR + <br> 2.60%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 609086 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series ., 4.13%, Series ., 05/26/46, (3-mo. <br> EURIBOR + 2.47%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 480195 |
| Norddeutsche Landesbank-Girozentrale |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 01/18/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,144 | 1316130 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 10/02/28, (3-mo. EURIBOR + <br> 0.63%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 236916 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Germany (continued)** | **Germany (continued)** | **Germany (continued)** |
| &nbsp;&nbsp;&nbsp; 2.88%, 03/19/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | $718934 |
| &nbsp;&nbsp;&nbsp; 2.88%, 01/13/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1073663 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/04/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 599207 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/11/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 847606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 12/10/35, (5-year EURIBOR ICE <br> Swap + 2.00%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 605408 |
| NRW Bank |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/15/29 | &nbsp;&nbsp;&nbsp; EUR170 | 183835 |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/23/30 | &nbsp;&nbsp;&nbsp; EUR300 | 315102 |
| &nbsp;&nbsp;&nbsp; 0.00%, 02/03/31 | &nbsp;&nbsp;&nbsp; EUR200 | 207603 |
| &nbsp;&nbsp;&nbsp; 0.10%, 07/09/35 | &nbsp;&nbsp;&nbsp; EUR670 | 600318 |
| &nbsp;&nbsp;&nbsp; 0.38%, 11/17/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR132 | 154367 |
| &nbsp;&nbsp;&nbsp; 0.50%, 05/11/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR50 | 59019 |
| &nbsp;&nbsp;&nbsp; 0.50%, 06/17/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 373819 |
| &nbsp;&nbsp;&nbsp; 0.63%, 02/11/26 | &nbsp;&nbsp;&nbsp; EUR300 | 355491 |
| &nbsp;&nbsp;&nbsp; 0.63%, 11/11/27 | &nbsp;&nbsp;&nbsp; EUR500 | 576763 |
| &nbsp;&nbsp;&nbsp; 0.88%, 04/12/34 | &nbsp;&nbsp;&nbsp; EUR200 | 200679 |
| &nbsp;&nbsp;&nbsp; 1.20%, 03/28/39 | &nbsp;&nbsp;&nbsp; EUR100 | 90315 |
| &nbsp;&nbsp;&nbsp; 1.63%, 08/03/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR510 | 562154 |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/06/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,150 | 1371148 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/21/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,630 | 1949471 |
| &nbsp;&nbsp;&nbsp; 2.88%, 07/25/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 117357 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/31/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1206759 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/04/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 941214 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/24/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 821800 |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/20/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 274621 |
| &nbsp;&nbsp;&nbsp; Series 1W1, 0.13%, Series 1W1, 02/04/30 | &nbsp;&nbsp;&nbsp; EUR300 | 323189 |
| Robert Bosch Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/28/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 595480 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/28/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 360052 |
| Robert Bosch GmbH, 4.38%, 06/02/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 708076 |
| &nbsp;&nbsp;&nbsp; Robert Bosch Investment Nederland BV, <br> 4.00%, 05/28/37<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 358457 |
| RWE AG |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 11/26/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 783228 |
| &nbsp;&nbsp;&nbsp; 1.00%, 11/26/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 396802 |
| &nbsp;&nbsp;&nbsp; 3.63%, 01/10/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 121846 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/13/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 123112 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 06/18/55, (5-year EURIBOR ICE <br> Swap + 1.95%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 479864 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series .., 4.63%, Series .., 06/18/55, <br> (5-year EURIBOR ICE Swap + <br> 2.25%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 120764 |
| SAP SE |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 03/10/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1042069 |
| &nbsp;&nbsp;&nbsp; 1.63%, 03/10/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 334711 |
| &nbsp;&nbsp;&nbsp; 1.75%, 02/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR352 | 415426 |
| Sartorius Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/14/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 247386 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/14/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 123693 |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/14/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 506005 |
| &nbsp;&nbsp;&nbsp; Siemens Energy Finance BV, 4.25%, <br> 04/05/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 493509 |
| Siemens Financieringsmaatschappij NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 09/05/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | 239200 |
| &nbsp;&nbsp;&nbsp; 1.00%, 09/06/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR340 | 395569 |
| &nbsp;&nbsp;&nbsp; 1.00%, 02/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 891743 |
| &nbsp;&nbsp;&nbsp; 1.25%, 02/28/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR925 | 1021229 |
| &nbsp;&nbsp;&nbsp; 1.25%, 02/25/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 302809 |
| &nbsp;&nbsp;&nbsp; 1.75%, 02/28/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | 524870 |
| &nbsp;&nbsp;&nbsp; 2.63%, 05/27/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 713399 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Germany (continued)** | **Germany (continued)** | **Germany (continued)** |
| &nbsp;&nbsp;&nbsp; 2.88%, 03/10/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR341 | $409823 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/22/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 358726 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/27/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 118775 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/22/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 116505 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/24/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 118873 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/27/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 240029 |
| &nbsp;&nbsp;&nbsp; 3.63%, 02/24/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 787273 |
| &nbsp;&nbsp;&nbsp; 3.63%, 02/22/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 334520 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/27/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 117243 |
| Sirius Real Estate Ltd., 4.00%, 01/22/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 119038 |
| Sixt SE, 3.25%, 01/22/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 239260 |
| Sparkasse Hannover, 2.75%, 05/24/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | 294034 |
| Sparkasse Pforzheim Calw, 2.38%, 08/14/28 | &nbsp;&nbsp;&nbsp; EUR200 | 236592 |
| Symrise AG, 3.25%, 09/24/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 590827 |
| TAG Immobilien AG, 4.25%, 03/04/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 122691 |
| Talanx AG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 12/05/47, (3-mo. EURIBOR + <br> 2.45%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 351664 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/25/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 123118 |
| Traton Finance Luxembourg SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 03/24/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 666600 |
| &nbsp;&nbsp;&nbsp; 2.88%, 08/26/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 118658 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/27/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 605834 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/14/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 241066 |
| UniCredit Bank GmbH |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1002417 |
| &nbsp;&nbsp;&nbsp; 0.00%, 06/24/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 423123 |
| &nbsp;&nbsp;&nbsp; 0.38%, 01/17/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 99372 |
| &nbsp;&nbsp;&nbsp; 2.38%, 08/27/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 589460 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/17/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | 538662 |
| Vier Gas Transport GmbH |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 11/11/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 356247 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/08/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 118436 |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/26/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 378353 |
| Viridium Group SARL, 4.38%, 11/16/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 349456 |
| Volkswagen Bank GmbH |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/31/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 592841 |
| &nbsp;&nbsp;&nbsp; 3.13%, 10/02/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 357027 |
| &nbsp;&nbsp;&nbsp; 3.13%, 12/10/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 238018 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/19/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 358816 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/02/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 237678 |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/10/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 238950 |
| Volkswagen Financial Services AG |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 02/12/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 320679 |
| &nbsp;&nbsp;&nbsp; 2.25%, 10/16/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR270 | 319683 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/19/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | 1315380 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/06/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 360632 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/19/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 604599 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/10/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 856886 |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/19/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 242165 |
| Volkswagen Financial Services NV |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 09/14/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | 507067 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/14/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 137618 |
| Volkswagen International Finance NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 09/22/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 338993 |
| &nbsp;&nbsp;&nbsp; 2.63%, 11/16/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 593332 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/18/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 357320 |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/22/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 463899 |
| &nbsp;&nbsp;&nbsp; 3.38%, 11/16/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP500 | 680518 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.50%, (15-year EUR Swap + <br> 3.06%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR550 | 635644 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Germany (continued)** | **Germany (continued)** | **Germany (continued)** |
| &nbsp;&nbsp;&nbsp; 3.75%, (5-year EUR Swap + 2.92%)<sup>(a)(b)(c)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | $712991 |
| &nbsp;&nbsp;&nbsp; 3.88%, (9-year EUR Swap + 3.95%)<sup>(a)(b)(c)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 472133 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/17/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 260640 |
| &nbsp;&nbsp;&nbsp; 4.13%, 09/02/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 120170 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/16/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 472899 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 488452 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/29/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 493520 |
| &nbsp;&nbsp;&nbsp; 4.38%, (9-year EUR Swap + 3.36%)<sup>(a)(b)(c)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 353899 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.63%, (10-year EUR Swap + <br> 3.99%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | 726358 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.49%, (5-year EURIBOR ICE Swap + <br> 3.17%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 619618 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.88%, , (9-year EUR Swap + <br> 4.78%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 415972 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series ., 5.99%, Series ., (8-year EURIBOR <br> ICE Swap + 3.12%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 250976 |
| &nbsp;&nbsp;&nbsp; Series 10Y, 1.88%, 03/30/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1176773 |
| Volkswagen Leasing GmbH |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 01/12/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 444799 |
| &nbsp;&nbsp;&nbsp; 0.63%, 07/19/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 770361 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/11/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 365409 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/25/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 635782 |
| Vonovia SE |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 10/07/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 574994 |
| &nbsp;&nbsp;&nbsp; 1.00%, 01/28/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 219818 |
| &nbsp;&nbsp;&nbsp; 1.13%, 09/14/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 94842 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/22/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 355210 |
| &nbsp;&nbsp;&nbsp; 1.50%, 06/14/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 78919 |
| &nbsp;&nbsp;&nbsp; 1.63%, 10/07/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 85194 |
| &nbsp;&nbsp;&nbsp; 1.63%, 10/07/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 425970 |
| &nbsp;&nbsp;&nbsp; 1.63%, 09/01/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 188852 |
| &nbsp;&nbsp;&nbsp; 1.88%, 06/28/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 931283 |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/25/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1120717 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/12/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 235211 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/12/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 352182 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/10/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 121920 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/12/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 352416 |
| &nbsp;&nbsp;&nbsp; 5.27%, 09/03/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD400 | 270911 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/18/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 134596 |
| &nbsp;&nbsp;&nbsp; 5.72%, 09/03/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD300 | 202377 |
| VW Credit Canada, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.81%, 11/19/30 | &nbsp;&nbsp;&nbsp; CAD200 | 146935 |
| &nbsp;&nbsp;&nbsp; 4.49%, 11/19/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | 151540 |
| &nbsp;&nbsp;&nbsp; 5.86%, 11/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD500 | 384541 |
| Wintershall Dea Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 1.33%, 09/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 452463 |
| &nbsp;&nbsp;&nbsp; 3.83%, 10/03/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 360740 |
| &nbsp;&nbsp;&nbsp; 4.36%, 10/03/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 719255 |
| Wirtschafts- und Infrastrukturbank Hessen |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 06/14/28 | &nbsp;&nbsp;&nbsp; EUR200 | 229100 |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/13/35 | &nbsp;&nbsp;&nbsp; EUR600 | 684024 |
| &nbsp;&nbsp;&nbsp; 3.13%, 01/28/36 | &nbsp;&nbsp;&nbsp; EUR1,000 | 1183093 |
| Wuestenrot Bausparkasse AG |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/25/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 942002 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/03/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1185850 |
| &nbsp;&nbsp;&nbsp; Series 20, 3.38%, Series 20, 11/28/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 730067 |
| &nbsp;&nbsp;&nbsp; Series 22, 3.38%, Series 22, 05/20/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 596694 |
| Wurth Finance International BV |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 11/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | 633551 |
| &nbsp;&nbsp;&nbsp; 2.13%, 08/23/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | 287615 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Germany (continued)** | **Germany (continued)** | **Germany (continued)** |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/28/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | $297766 |
|  |  | 376270634 |
| **Greece — 0.1%** | **Greece — 0.1%** | **Greece — 0.1%** |
| Alpha Bank SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/12/30, (1-year EUR Swap + <br> 2.43%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 251475 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 06/27/29, (1-year EURIBOR ICE <br> Swap + 3.79%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 258900 |
| Eurobank SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 03/14/28, (1-year EURIBOR ICE <br> Swap + 2.63%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 236035 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 09/24/30, (1-year EUR Swap + <br> 1.80%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 487641 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 04/30/31, (5-year EURIBOR ICE <br> Swap + 2.16%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR700 | 882589 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 01/26/29, (1-year EUR Swap + <br> 4.42%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR850 | 1086805 |
| National Bank of Greece SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 11/27/32, (6-mo. EURIBOR + <br> 0.90%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR750 | 886640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/29/29, (6-mo. EURIBOR + <br> 1.81%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,000 | 1224726 |
| Piraeus Bank SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 12/03/28, (1-year EURIBOR ICE <br> Swap + 1.15%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR225 | 267604 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 07/17/29, (1-year EURIBOR ICE <br> Swap + 1.72%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 492840 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/16/30, (1-year EURIBOR ICE <br> Swap + 2.24%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 250651 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 12/05/29, (1-year EUR Swap + <br> 3.83%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 130931 |
|  |  | 6456837 |
| **Hong Kong — 0.0%** | **Hong Kong — 0.0%** | **Hong Kong — 0.0%** |
| &nbsp;&nbsp;&nbsp; Prudential Funding Asia PLC, 6.13%, <br> 12/19/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP250 | 360999 |
| **Hungary — 0.0%** | **Hungary — 0.0%** | **Hungary — 0.0%** |
| &nbsp;&nbsp;&nbsp; MOL Hungarian Oil & Gas PLC, 1.50%, <br> 10/08/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 347595 |
| MVM Energetika Zrt, 0.88%, 11/18/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 228656 |
| OTP Bank Nyrt |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 10/16/30, (3-mo. EURIBOR + <br> 1.95%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 608455 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 06/12/28, (3-mo. EURIBOR + <br> 1.80%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR550 | 666638 |
|  |  | 1851344 |
| **Iceland — 0.0%** | **Iceland — 0.0%** | **Iceland — 0.0%** |
| Islandsbanki HF, 3.75%, 11/11/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 118274 |
| Landsbankinn HF |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/24/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 238033 |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/08/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 722528 |
| &nbsp;&nbsp;&nbsp; Lane County School District No. 19 <br> Springfield, 3.63%, 11/03/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 234619 |
|  |  | 1313454 |
| **Indonesia — 0.0%** | **Indonesia — 0.0%** | **Indonesia — 0.0%** |
| &nbsp;&nbsp;&nbsp; Perusahaan Perseroan Persero PT <br> Perusahaan Listrik Negara, 1.88%, <br> 11/05/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 317523 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Iran — 0.0%** | **Iran — 0.0%** | **Iran — 0.0%** |
| &nbsp;&nbsp;&nbsp; Kerry Group Financial Services Unltd Co, <br> 3.75%, 09/05/36<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | $118168 |
| &nbsp;&nbsp;&nbsp; Kingspan Securities Ireland DAC, 3.50%, <br> 10/31/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 357310 |
|  |  | 475478 |
| **Ireland — 0.1%** | **Ireland — 0.1%** | **Ireland — 0.1%** |
| AIB Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 12/02/36, (5-year EURIBOR ICE <br> Swap + 1.40%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 118277 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/26/36, (1-year EURIBOR ICE <br> Swap + 1.40%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 120533 |
| &nbsp;&nbsp;&nbsp; 4.63%, 07/23/29<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; EUR1,050 | 1298642 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 05/20/35, (5-year EUR Swap + <br> 1.90%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 247133 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 10/23/31, (1-year EUR Swap + <br> 2.00%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 259168 |
| Bank of Ireland Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 11/10/36, (1-year EURIBOR ICE <br> Swap + 1.05%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 349232 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/12/38, (5-year EURIBOR ICE <br> Swap + 1.35%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 238881 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 07/16/28, (1-year EUR Swap + <br> 2.05%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 490324 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/04/31, (1-year EURIBOR ICE <br> Swap + 2.05%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | 767535 |
| DAA Finance PLC, 1.60%, 11/05/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | 692533 |
| Dell Bank International DAC |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 10/27/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 351177 |
| &nbsp;&nbsp;&nbsp; 3.63%, 06/24/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 241450 |
| ESB Finance DAC |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 02/07/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,050 | 1213982 |
| &nbsp;&nbsp;&nbsp; 1.88%, 06/14/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 445908 |
| &nbsp;&nbsp;&nbsp; 2.13%, 11/05/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR957 | 1035639 |
| Flutter Treasury DAC |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/04/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 591237 |
| &nbsp;&nbsp;&nbsp; 6.13%, 06/04/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 278268 |
| Freshwater Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; Series A, 4.61%, Series A, 10/17/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 121906 |
| &nbsp;&nbsp;&nbsp; Series A, 5.18%, 04/20/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 128628 |
| GAS Networks Ireland, 3.25%, 09/12/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 359431 |
| &nbsp;&nbsp;&nbsp; Glencore Capital Finance DAC, 4.15%, <br> 04/29/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 369868 |
| Kerry Group Financial Services Unltd Co |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 09/20/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 329100 |
| &nbsp;&nbsp;&nbsp; 0.63%, 09/20/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 109700 |
| &nbsp;&nbsp;&nbsp; 0.88%, 12/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 522341 |
| Linde PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/18/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 467583 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/04/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 238396 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/20/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 234895 |
| Permanent TSB Group Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 12/22/35, (5-year EURIBOR ICE <br> Swap + 1.55%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 475366 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 07/10/30, (1-year EURIBOR ICE <br> Swap + 1.60%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR650 | 800290 |
| Smurfit Kappa Treasury ULC |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 09/22/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | 599323 |
| &nbsp;&nbsp;&nbsp; 3.45%, 11/27/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 236297 |
| &nbsp;&nbsp;&nbsp; 3.81%, 11/27/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 234238 |
|  |  | 13967281 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Israel — 0.0%** | **Israel — 0.0%** | **Israel — 0.0%** |
| Bank Leumi Le-Israel BM, 3.20%, 01/22/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | $1187257 |
| **Italy — 0.8%** | **Italy — 0.8%** | **Italy — 0.8%** |
| A2A SpA |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 07/16/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR950 | 1061757 |
| &nbsp;&nbsp;&nbsp; 1.63%, 10/19/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 936045 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/24/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 354604 |
| &nbsp;&nbsp;&nbsp; 3.63%, 01/30/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | 766788 |
| ACEA SpA |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 07/28/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,550 | 1635190 |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/23/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,060 | 1234291 |
| Aeroporti di Roma SpA |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 06/08/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | 527554 |
| &nbsp;&nbsp;&nbsp; 1.75%, 07/30/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR150 | 165892 |
| &nbsp;&nbsp;&nbsp; 3.63%, 06/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 120135 |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/10/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 127578 |
| Alperia SpA, 5.70%, 07/05/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 125586 |
| AMCO - Asset Management Co. SpA |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 04/20/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | 284783 |
| &nbsp;&nbsp;&nbsp; 2.25%, 07/17/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR462 | 545874 |
| Anima Holding SpA, 1.50%, 04/22/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 230560 |
| ASTM SpA |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 11/25/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 427267 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/16/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 235017 |
| Autostrade per l'Italia SpA |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 01/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | 407536 |
| &nbsp;&nbsp;&nbsp; 1.75%, 02/01/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 353311 |
| &nbsp;&nbsp;&nbsp; 1.88%, 09/26/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 571991 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/04/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR850 | 988347 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/25/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 665312 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/28/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 123327 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/28/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 248460 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/24/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 253612 |
| Banca Monte dei Paschi di Siena SpA |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 10/08/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 352510 |
| &nbsp;&nbsp;&nbsp; 2.63%, 01/22/68<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1181388 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/18/69<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 236201 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/20/32, (3-mo. EURIBOR + <br> 0.90%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR125 | 148692 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/23/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 609306 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 05/28/31, (3-mo. EURIBOR + <br> 1.30%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 240835 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 11/27/30, (3-mo. EURIBOR + <br> 1.45%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 363173 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/15/29, (3-mo. EURIBOR + <br> 2.04%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR350 | 431064 |
| Banca Popolare di Sondrio SpA |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/21/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | 296601 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 06/04/30, (1-year EUR Swap + <br> 1.30%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 368589 |
| Banco BPM SpA |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/28/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR775 | 935293 |
| &nbsp;&nbsp;&nbsp; 3.38%, 01/21/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 240377 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/27/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 732388 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/18/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 239505 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/29/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1228300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 01/17/30, (3-mo. EURIBOR + <br> 2.35%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 250179 |
| &nbsp;&nbsp;&nbsp; Banco di Desio e della Brianza SpA, 0.38%, <br> 07/24/26<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 235103 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Italy (continued)** | **Italy (continued)** | **Italy (continued)** |
| BPER Banca SpA |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 10/28/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | $451190 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/20/30, (3-mo. EURIBOR + <br> 1.60%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR650 | 800825 |
| Coca-Cola HBC Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 11/21/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 327512 |
| &nbsp;&nbsp;&nbsp; 1.00%, 05/14/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 465828 |
| Credit Agricole Italia SpA |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 01/20/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 407316 |
| &nbsp;&nbsp;&nbsp; 1.00%, 03/25/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 584239 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 489091 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 364183 |
| Credito Emiliano SpA |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/18/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 482982 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 03/26/30, (3-mo. EURIBOR + <br> 1.60%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 500972 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 05/30/29, (3-mo. EURIBOR + <br> 2.50%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR150 | 188838 |
| Enel Finance International NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 06/17/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | 1383757 |
| &nbsp;&nbsp;&nbsp; 0.75%, 06/17/30<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 754610 |
| &nbsp;&nbsp;&nbsp; 1.13%, 10/17/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR216 | 208366 |
| &nbsp;&nbsp;&nbsp; 1.25%, 01/17/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 777338 |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/11/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | 522712 |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/23/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 240986 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/20/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 493832 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/20/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 361040 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/14/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP830 | 1115867 |
| Enel SpA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.25%, (5-year EURIBOR ICE Swap + <br> 2.01%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 361365 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, , (5-year EURIBOR ICE Swap + <br> 2.19%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 240594 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.38%, , (5-year EURIBOR ICE Swap + <br> 3.48%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 252381 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.63%, , (5-year EUR Swap + <br> 3.77%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 664572 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 6.5Y, 1.38%, (5-year EUR Swap + <br> 1.71%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,230 | 1419712 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 9.5Y, 1.88%, Series 9.5Y, (5-year <br> EUR Swap + 2.01%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 436300 |
| Eni SpA |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 01/23/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 543664 |
| &nbsp;&nbsp;&nbsp; 1.13%, 09/19/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR870 | 993589 |
| &nbsp;&nbsp;&nbsp; 1.25%, 05/18/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 236366 |
| &nbsp;&nbsp;&nbsp; 1.63%, 05/17/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | 753763 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/18/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 338361 |
| &nbsp;&nbsp;&nbsp; 2.75%, (5-year EUR Swap + 2.77%)<sup>(a)(b)(c)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 341072 |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 242725 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/19/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 623178 |
| &nbsp;&nbsp;&nbsp; 4.50%, (5-year EUR Swap + 2.08%)<sup>(a)(b)(c)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 242496 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.88%, , (5-year EUR Swap + <br> 2.40%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 122143 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series NC9, 3.38%, (5-year EUR Swap + <br> 3.64%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR899 | 1056970 |
| ERG SpA, 4.13%, 07/03/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 618486 |
| Ferrovie dello Stato Italiane SpA |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 03/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,325 | 1501728 |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/24/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 118829 |
| Generali |  |  |
| &nbsp;&nbsp;&nbsp; 2.12%, 10/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 227963 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Italy (continued)** | **Italy (continued)** | **Italy (continued)** |
| &nbsp;&nbsp;&nbsp; 4.14%, 06/18/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR275 | $328235 |
| &nbsp;&nbsp;&nbsp; 4.16%, 01/03/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 481059 |
| &nbsp;&nbsp;&nbsp; 5.27%, 09/12/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 644959 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 10/27/47, (3-mo. EURIBOR + <br> 5.35%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR650 | 803218 |
| &nbsp;&nbsp;&nbsp; 5.80%, 07/06/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 527701 |
| &nbsp;&nbsp;&nbsp; Genertel SpA, 4.25%, 12/14/47, (3-mo. <br> EURIBOR + 4.45%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 242384 |
| Hera SpA |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 12/03/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR923 | 960801 |
| &nbsp;&nbsp;&nbsp; 0.88%, 10/14/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 821416 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/25/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 824443 |
| Iccrea Banca SpA |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 11/07/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 353403 |
| &nbsp;&nbsp;&nbsp; 3.38%, 01/30/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR825 | 991253 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/04/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 242970 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/05/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 845768 |
| Illimity Bank SpA, 5.75%, 05/31/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 122863 |
| &nbsp;&nbsp;&nbsp; Immobiliare Grande Distribuzione SIIQ SpA, <br> 4.45%, 11/04/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 120181 |
| &nbsp;&nbsp;&nbsp; International Finance Corp., 4.45%, <br> 01/17/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; AUD300 | 207584 |
| Intesa Sanpaolo Assicurazioni SpA |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 12/22/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | 283225 |
| &nbsp;&nbsp;&nbsp; 4.22%, 03/05/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 240183 |
| Intesa Sanpaolo SpA |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 03/16/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1028993 |
| &nbsp;&nbsp;&nbsp; 1.13%, 06/16/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 350330 |
| &nbsp;&nbsp;&nbsp; 1.13%, 10/04/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 465292 |
| &nbsp;&nbsp;&nbsp; 1.75%, 07/04/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR525 | 602322 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP500 | 637031 |
| &nbsp;&nbsp;&nbsp; 2.93%, 10/14/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 938250 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/10/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 118561 |
| &nbsp;&nbsp;&nbsp; 3.93%, 09/15/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 239123 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.27%, 11/14/36, (5-year EUR Swap + <br> 1.95%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR950 | 1158094 |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/19/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | 574228 |
| &nbsp;&nbsp;&nbsp; 5.13%, 08/29/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1300045 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/10/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP500 | 689352 |
| &nbsp;&nbsp;&nbsp; 5.63%, 03/08/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR319 | 429639 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.18%, 02/20/34, (5-year EURIBOR ICE <br> Swap + 3.25%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 256300 |
| Iren SpA |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 07/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 434973 |
| &nbsp;&nbsp;&nbsp; 1.50%, 10/24/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR850 | 991465 |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/22/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 243677 |
| Italgas Reti SpA, 4.38%, 06/06/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 499591 |
| Italgas SpA |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 02/16/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 96978 |
| &nbsp;&nbsp;&nbsp; 0.88%, 04/24/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR530 | 576330 |
| &nbsp;&nbsp;&nbsp; 2.88%, 03/06/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 589931 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/06/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 235348 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/08/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 123779 |
| Leasys SpA, 3.38%, 01/25/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1083246 |
| Mediobanca Banca di Credito Finanziario SpA |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 10/01/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 117288 |
| &nbsp;&nbsp;&nbsp; 1.25%, 11/24/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 676946 |
| &nbsp;&nbsp;&nbsp; 2.63%, 08/05/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 589853 |
| &nbsp;&nbsp;&nbsp; 2.88%, 02/02/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 943234 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 01/15/31, (3-mo. EURIBOR + <br> 0.85%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 354808 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Italy (continued)** | **Italy (continued)** | **Italy (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/14/28, (3-mo. EURIBOR + <br> 1.37%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,050 | $1273109 |
| Nexi SpA |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 04/30/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 236600 |
| &nbsp;&nbsp;&nbsp; 2.13%, 04/30/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 345350 |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/21/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 239704 |
| Pirelli & C SpA, 3.88%, 07/02/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | 549057 |
| Poste Italiane SpA |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 12/10/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 335659 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/03/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 828893 |
| Prysmian SpA, 3.88%, 11/28/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 366876 |
| &nbsp;&nbsp;&nbsp; RAI-Radiotelevisione Italiana SpA, 4.38%, <br> 07/10/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 246723 |
| Snam SpA |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 12/07/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR867 | 954336 |
| &nbsp;&nbsp;&nbsp; 0.88%, 10/25/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR461 | 541042 |
| &nbsp;&nbsp;&nbsp; 1.25%, 06/20/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 198870 |
| &nbsp;&nbsp;&nbsp; 1.38%, 10/25/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,160 | 1351229 |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 354614 |
| &nbsp;&nbsp;&nbsp; 3.38%, 11/26/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 359220 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/19/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 725932 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/26/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 277110 |
| Terna - Rete Elettrica Nazionale |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 09/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | 684977 |
| &nbsp;&nbsp;&nbsp; 1.38%, 07/26/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,250 | 1460420 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.38%, , (5-year EUR Swap + <br> 2.12%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 351181 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/22/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 353131 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/17/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | 295249 |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/24/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 122069 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.75%, (5-year EURIBOR ICE Swap + <br> 2.14%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 370826 |
| UniCredit Bank GmbH |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/19/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 683400 |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/21/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | 553997 |
| &nbsp;&nbsp;&nbsp; 0.25%, 01/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 508846 |
| &nbsp;&nbsp;&nbsp; 0.85%, 05/22/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR780 | 770047 |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/19/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 711763 |
| &nbsp;&nbsp;&nbsp; 2.63%, 11/22/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 945867 |
| UniCredit SpA |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 10/31/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 468049 |
| &nbsp;&nbsp;&nbsp; 0.85%, 01/19/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | 374475 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 07/15/30, (3-mo. EURIBOR + <br> 0.55%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 355591 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/31/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 612142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 01/16/33, (3-mo. EURIBOR + <br> 1.40%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR900 | 1088215 |
| &nbsp;&nbsp;&nbsp; 3.80%, 01/15/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR225 | 267491 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 06/11/28, (3-mo. EURIBOR + <br> 0.85%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR350 | 422073 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/05/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR950 | 1161720 |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/11/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 244862 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 01/23/31, (3-mo. EURIBOR + <br> 1.80%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR550 | 681988 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 02/16/29, (3-mo. EURIBOR + <br> 1.60%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | 735036 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 02/14/30, (3-mo. EURIBOR + <br> 1.50%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR850 | 1059315 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 04/16/34, (5-year EURIBOR ICE <br> Swap + 2.80%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR900 | 1132462 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Italy (continued)** | **Italy (continued)** | **Italy (continued)** |
| Unipol Assicurazioni SpA |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/23/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | $361003 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/29/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 240984 |
| UnipolSai Assicurazioni SpA |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 242171 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/23/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 376774 |
| &nbsp;&nbsp;&nbsp; Vseobecna Uverova Banka AS, 3.00%, <br> 05/20/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 353805 |
|  |  | 95298968 |
| **Japan — 0.2%** | **Japan — 0.2%** | **Japan — 0.2%** |
| &nbsp;&nbsp;&nbsp; Asahi Group Holdings Ltd., 3.46%, <br> 04/16/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 476081 |
| East Japan Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp; 0.77%, 09/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | 620603 |
| &nbsp;&nbsp;&nbsp; 1.10%, 09/15/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 334066 |
| &nbsp;&nbsp;&nbsp; 1.16%, 09/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP250 | 317820 |
| &nbsp;&nbsp;&nbsp; 1.85%, 04/13/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 215649 |
| &nbsp;&nbsp;&nbsp; 3.73%, 09/02/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | 412779 |
| &nbsp;&nbsp;&nbsp; 4.39%, 09/05/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 479950 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/25/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | 521273 |
| &nbsp;&nbsp;&nbsp; 5.56%, 09/04/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 260697 |
| JT International Financial Services BV |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 11/26/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | 387334 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/28/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP500 | 582163 |
| Mitsubishi UFJ Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 0.85%, 07/19/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 222321 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 06/10/31, (3-mo. EURIBOR + <br> 1.04%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 237545 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.56%, 09/05/32, (3-mo. EURIBOR + <br> 1.12%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 360711 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.87%, 06/10/36, (3-mo. EURIBOR + <br> 1.34%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 478913 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.64%, 06/07/31, (3-mo. EURIBOR + <br> 1.59%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 251892 |
| Mizuho Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 0.40%, 09/06/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR759 | 827192 |
| &nbsp;&nbsp;&nbsp; 0.80%, 04/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR335 | 363314 |
| &nbsp;&nbsp;&nbsp; 1.63%, 04/08/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR750 | 881149 |
| &nbsp;&nbsp;&nbsp; 2.10%, 04/08/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 553257 |
| &nbsp;&nbsp;&nbsp; 3.69%, 08/26/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 235801 |
| &nbsp;&nbsp;&nbsp; 3.77%, 08/27/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 240443 |
| &nbsp;&nbsp;&nbsp; 3.98%, 05/21/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1217889 |
| Nippon Life Insurance Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.11%, 01/23/55, (5-year EURIBOR ICE <br> Swap + 2.60%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 235840 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series ., 4.17%, Series ., 09/02/55, (5-year <br> EURIBOR ICE Swap + 2.47%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR150 | 176934 |
| Nomura Holdings, Inc., 3.46%, 05/28/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR125 | 150344 |
| NTT Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 0.34%, 03/03/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 535568 |
| &nbsp;&nbsp;&nbsp; 0.40%, 12/13/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 556881 |
| &nbsp;&nbsp;&nbsp; 2.91%, 03/16/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 356749 |
| &nbsp;&nbsp;&nbsp; 3.36%, 03/12/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | 1319267 |
| &nbsp;&nbsp;&nbsp; 3.68%, 07/16/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1080590 |
| &nbsp;&nbsp;&nbsp; 4.09%, 07/16/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 844741 |
| ORIX Corp., 3.45%, 10/22/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 718804 |
| Sumitomo Mitsui Banking Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 0.41%, 11/07/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | 272032 |
| &nbsp;&nbsp;&nbsp; 2.74%, 02/18/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 118158 |
| Sumitomo Mitsui Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.41%, 06/14/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | 760654 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Japan (continued)** | **Japan (continued)** | **Japan (continued)** |
| &nbsp;&nbsp;&nbsp; 1.55%, 06/15/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR247 | $292007 |
| &nbsp;&nbsp;&nbsp; 3.32%, 10/07/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | 299335 |
| &nbsp;&nbsp;&nbsp; 3.57%, 05/28/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1200210 |
| &nbsp;&nbsp;&nbsp; Sumitomo Mitsui Trust Bank Ltd., 0.00%, <br> 10/15/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 340938 |
| Takeda Pharmaceutical Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 07/09/27 | &nbsp;&nbsp;&nbsp; EUR100 | 115699 |
| &nbsp;&nbsp;&nbsp; 1.00%, 07/09/29 | &nbsp;&nbsp;&nbsp; EUR700 | 780095 |
| &nbsp;&nbsp;&nbsp; 1.38%, 07/09/32 | &nbsp;&nbsp;&nbsp; EUR200 | 210569 |
| &nbsp;&nbsp;&nbsp; 1.38%, 07/09/32 | &nbsp;&nbsp;&nbsp; EUR200 | 210569 |
| &nbsp;&nbsp;&nbsp; 2.00%, 07/09/40 | &nbsp;&nbsp;&nbsp; EUR200 | 181496 |
| &nbsp;&nbsp;&nbsp; 2.00%, 07/09/40 | &nbsp;&nbsp;&nbsp; EUR100 | 90748 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/21/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | 413886 |
| Toyota Motor Finance Netherlands BV |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/28/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | 294974 |
| &nbsp;&nbsp;&nbsp; 3.13%, 04/21/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 359747 |
| &nbsp;&nbsp;&nbsp; 3.13%, 07/11/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 119940 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/02/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 120599 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/22/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 139182 |
|  |  | 22775398 |
| **Latvia — 0.0%** | **Latvia — 0.0%** | **Latvia — 0.0%** |
| Latvenergo AS, 3.61%, 11/13/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | 411739 |
| **Lithuania — 0.0%** | **Lithuania — 0.0%** | **Lithuania — 0.0%** |
| Ignitis Grupe AB |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 07/14/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 234713 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/21/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 222566 |
|  |  | 457279 |
| **Luxembourg — 0.1%** | **Luxembourg — 0.1%** | **Luxembourg — 0.1%** |
| ArcelorMittal SA |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/30/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 118745 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/13/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 239968 |
| Bevco Lux SARL, 1.50%, 09/16/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 582443 |
| &nbsp;&nbsp;&nbsp; Blackstone Property Partners Europe <br> Holdings SARL<br>|  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 05/04/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 227493 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/29/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 240512 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/29/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | 400853 |
| CBRE Open-Ended Funds SCA SICAV-SIF |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 01/27/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 340309 |
| &nbsp;&nbsp;&nbsp; 0.90%, 10/12/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 437699 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/27/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 124263 |
| &nbsp;&nbsp;&nbsp; EFSF GOVT GUARANT REGS 02/29 2.375, <br> 2.38%, 02/02/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,000 | 1186167 |
| Eurofins Scientific SE |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/06/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR381 | 467845 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/06/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 126014 |
| JAB Holdings BV |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 12/20/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 576171 |
| &nbsp;&nbsp;&nbsp; 2.25%, 12/19/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 277619 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/25/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 366903 |
| &nbsp;&nbsp;&nbsp; Series ., 4.38%, Series ., 05/19/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 244315 |
| &nbsp;&nbsp;&nbsp; Series 11Y, 2.50%, 06/25/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 702630 |
| Logicor Financing Sarl, 3.25%, 11/13/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 119756 |
| Logicor Financing SARL |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP250 | 314771 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/13/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR410 | 490999 |
| P3 Group Sarl, 3.75%, 04/02/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 235787 |
| P3 Group SARL, 4.00%, 04/19/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR775 | 933754 |
| Prologis International Funding II SA |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | 530792 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Luxembourg (continued)** | **Luxembourg (continued)** | **Luxembourg (continued)** |
| &nbsp;&nbsp;&nbsp; 3.70%, 10/07/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | $352980 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/21/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 501546 |
| SELP Finance Sarl, 3.75%, 01/16/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 119681 |
| SELP Finance SARL, 0.88%, 05/27/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | 276890 |
| &nbsp;&nbsp;&nbsp; Stoneweg Ereit Lux Finco Sarl, 4.13%, <br> 02/22/33<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR150 | 176888 |
| &nbsp;&nbsp;&nbsp; Stoneweg Ereit Lux Finco SARL, 4.25%, <br> 01/30/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR150 | 181494 |
|  |  | 10895287 |
| **Mexico — 0.0%** | **Mexico — 0.0%** | **Mexico — 0.0%** |
| America Movil SAB de CV |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 03/10/28 | &nbsp;&nbsp;&nbsp; EUR300 | 352069 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/22/33 | &nbsp;&nbsp;&nbsp; GBP200 | 270877 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/28/30 | &nbsp;&nbsp;&nbsp; GBP520 | 742159 |
|  |  | 1365105 |
| **Namibia — 0.0%** | **Namibia — 0.0%** | **Namibia — 0.0%** |
| &nbsp;&nbsp;&nbsp; Eurofins Scientific SE, Series ., 3.88%, Series <br> ., 02/05/33<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 238889 |
| Urenco Finance NV, 3.63%, 06/18/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | 411559 |
|  |  | 650448 |
| **Netherlands — 1.2%** | **Netherlands — 1.2%** | **Netherlands — 1.2%** |
| ABB Finance BV, 3.38%, 01/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 475677 |
| ABN AMRO Bank NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 01/14/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 655871 |
| &nbsp;&nbsp;&nbsp; 0.40%, 09/17/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 291641 |
| &nbsp;&nbsp;&nbsp; 0.60%, 01/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 700617 |
| &nbsp;&nbsp;&nbsp; 0.63%, 01/24/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 447731 |
| &nbsp;&nbsp;&nbsp; 1.00%, 04/13/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,700 | 1851977 |
| &nbsp;&nbsp;&nbsp; 1.00%, 06/02/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 599892 |
| &nbsp;&nbsp;&nbsp; 1.13%, 01/12/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 323751 |
| &nbsp;&nbsp;&nbsp; 1.13%, 04/23/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 266789 |
| &nbsp;&nbsp;&nbsp; 1.25%, 01/10/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 213031 |
| &nbsp;&nbsp;&nbsp; 1.38%, 01/12/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 587118 |
| &nbsp;&nbsp;&nbsp; 1.45%, 04/12/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 477471 |
| &nbsp;&nbsp;&nbsp; 2.38%, 04/07/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1187110 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/02/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 592527 |
| &nbsp;&nbsp;&nbsp; 2.63%, 01/16/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 355638 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/04/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 238213 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/25/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 237650 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 237586 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 233274 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/22/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 352016 |
| &nbsp;&nbsp;&nbsp; 3.13%, 01/21/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 361265 |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF300 | 448020 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/16/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 472860 |
| &nbsp;&nbsp;&nbsp; 3.88%, 12/21/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 721490 |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 122278 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/16/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 730547 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/21/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 870120 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 07/16/36, (5-year EURIBOR ICE <br> Swap + 1.63%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 245483 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/21/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 507194 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/08/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 272712 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/24/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | 554576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 09/21/33, (5-year EURIBOR ICE <br> Swap + 2.45%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,000 | 1252265 |
| Achmea Bank NV |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 824509 |
| &nbsp;&nbsp;&nbsp; 2.63%, 10/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 834737 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/19/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 353543 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Netherlands (continued)** | **Netherlands (continued)** | **Netherlands (continued)** |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | $586940 |
| &nbsp;&nbsp;&nbsp; 2.88%, 12/02/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 117349 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/07/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 473010 |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/11/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 352079 |
| &nbsp;&nbsp;&nbsp; Achmea BV, 5.63%, 11/02/44, (5-year <br> EURIBOR ICE Swap + 3.85%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 259051 |
| Aegon Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 12/15/31 | &nbsp;&nbsp;&nbsp; GBP50 | 72664 |
| &nbsp;&nbsp;&nbsp; 6.63%, 12/16/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 148274 |
| Akzo Nobel NV |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 04/08/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 236525 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/28/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 546134 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/16/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 117321 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/31/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 237918 |
| Alliander NV |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/09/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 831886 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/06/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | 291450 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/13/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR950 | 1140885 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/06/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 233224 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.13%, , (5-year EURIBOR ICE Swap + <br> 1.72%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 588298 |
| &nbsp;&nbsp;&nbsp; Amvest RCF Custodian BV, 3.88%, <br> 03/25/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 242205 |
| ASML Holding NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 05/07/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR340 | 378884 |
| &nbsp;&nbsp;&nbsp; 1.38%, 07/07/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | 649888 |
| ASN Bank NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 09/16/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 143570 |
| &nbsp;&nbsp;&nbsp; 1.00%, 03/08/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 230610 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/26/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 358269 |
| &nbsp;&nbsp;&nbsp; 3.38%, 10/27/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 117086 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/21/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1200863 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 11/27/35, (1-year EURIBOR ICE <br> Swap + 1.90%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 242411 |
| &nbsp;&nbsp;&nbsp; ASR Nederland NV, 7.00%, 12/07/43, (5-year <br> EUR Swap + 5.30%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 562808 |
| BMW Finance NV |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/27/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 237587 |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/04/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 124431 |
| BMW International Investment BV |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/27/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 119390 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/22/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 240030 |
| BNG Bank NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 08/31/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 670835 |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/20/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 624605 |
| &nbsp;&nbsp;&nbsp; 0.13%, 04/19/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 877718 |
| &nbsp;&nbsp;&nbsp; 0.13%, 07/09/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 539617 |
| &nbsp;&nbsp;&nbsp; 0.25%, 01/12/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 819614 |
| &nbsp;&nbsp;&nbsp; 0.63%, 06/19/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,750 | 2033335 |
| &nbsp;&nbsp;&nbsp; 0.75%, 01/11/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | 288169 |
| &nbsp;&nbsp;&nbsp; 0.75%, 01/24/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR390 | 441042 |
| &nbsp;&nbsp;&nbsp; 0.81%, 06/28/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 250094 |
| &nbsp;&nbsp;&nbsp; 0.88%, 10/17/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 771370 |
| &nbsp;&nbsp;&nbsp; 0.88%, 10/24/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR546 | 510233 |
| &nbsp;&nbsp;&nbsp; 1.38%, 10/21/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 224399 |
| &nbsp;&nbsp;&nbsp; 1.50%, 07/15/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR584 | 546618 |
| &nbsp;&nbsp;&nbsp; 1.60%, 11/27/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD310 | 184372 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/23/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 603942 |
| &nbsp;&nbsp;&nbsp; 3.30%, 07/17/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD900 | 607935 |
| BP Capital Markets BV, 4.32%, 05/12/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 248382 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Netherlands (continued)** | **Netherlands (continued)** | **Netherlands (continued)** |
| Brenntag Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 10/02/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | $588851 |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/24/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 240815 |
| &nbsp;&nbsp;&nbsp; Bunge Finance Europe BV, 1.00%, <br> 09/24/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 340192 |
| CNH Industrial NV, 3.63%, 01/26/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 352959 |
| &nbsp;&nbsp;&nbsp; Coca-Cola HBC Finance BV, 3.13%, <br> 11/20/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 352164 |
| Cooperatieve Rabobank UA |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 07/02/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,700 | 1802108 |
| &nbsp;&nbsp;&nbsp; 0.13%, 12/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1020734 |
| &nbsp;&nbsp;&nbsp; 0.63%, 04/26/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 236315 |
| &nbsp;&nbsp;&nbsp; 0.63%, 02/25/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | 1085331 |
| &nbsp;&nbsp;&nbsp; 0.75%, 03/02/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,300 | 1369163 |
| &nbsp;&nbsp;&nbsp; 0.75%, 06/21/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 168630 |
| &nbsp;&nbsp;&nbsp; 0.88%, 02/08/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 345946 |
| &nbsp;&nbsp;&nbsp; 1.25%, 05/31/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 757429 |
| &nbsp;&nbsp;&nbsp; 1.38%, 02/03/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR610 | 717102 |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/26/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 289360 |
| &nbsp;&nbsp;&nbsp; 3.11%, 06/07/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 720304 |
| &nbsp;&nbsp;&nbsp; 3.20%, 05/06/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 594769 |
| &nbsp;&nbsp;&nbsp; 3.30%, 11/22/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | 1337350 |
| &nbsp;&nbsp;&nbsp; 3.82%, 07/26/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 484051 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 11/30/32, (5-year EUR Swap + <br> 1.95%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 120441 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/10/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 739923 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.23%, 04/25/29, (3-mo. EURIBOR + <br> 1.15%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 612052 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 04/17/29, (1-year UK Government <br> Bond + 1.00%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP200 | 277008 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 11/01/30, (1-year UK Government <br> Bond + 0.85%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP300 | 414990 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/14/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP500 | 692469 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/23/41 | &nbsp;&nbsp;&nbsp; GBP350 | 466070 |
| &nbsp;&nbsp;&nbsp; 5.38%, 08/03/60<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 128853 |
| &nbsp;&nbsp;&nbsp; Cooperatieve Rabobank UA/Australia, 5.05%, <br> 02/26/29<br>| &nbsp;&nbsp;&nbsp; AUD500 | 349905 |
| CTP NV |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 06/21/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | 392096 |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/21/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 951893 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/05/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 250344 |
| Digital Dutch Finco BV, 3.88%, 03/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 233370 |
| DSM BV |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/25/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 806522 |
| &nbsp;&nbsp;&nbsp; 3.63%, 07/02/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 238478 |
| DSV Finance BV, 3.38%, 11/06/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 356753 |
| E.ON International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/03/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 354257 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/03/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 352344 |
| &nbsp;&nbsp;&nbsp; ELM BV for Julius Baer Group Ltd., Series ., <br> 3.38%, Series ., 06/19/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 357722 |
| &nbsp;&nbsp;&nbsp; EnBW International Finance BV, 3.75%, <br> 11/20/35<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 238758 |
| Enexis Holding NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 0, 07/02/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR825 | 867295 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/09/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1065468 |
| &nbsp;&nbsp;&nbsp; 3.38%, 11/13/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 233371 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/09/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 234238 |
| Euronext NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 05/17/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 427271 |
| &nbsp;&nbsp;&nbsp; 2.63%, 11/26/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR225 | 266485 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Netherlands (continued)** | **Netherlands (continued)** | **Netherlands (continued)** |
| EXOR NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 01/19/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | $213776 |
| &nbsp;&nbsp;&nbsp; 1.75%, 01/18/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | 525658 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/05/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 117229 |
| &nbsp;&nbsp;&nbsp; Givaudan Finance Europe BV, 2.88%, <br> 09/09/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 237415 |
| GSK Capital BV |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 11/19/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 234687 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/19/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 229287 |
| Heineken NV |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 03/17/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | 409838 |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/07/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 622552 |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/30/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | 638025 |
| &nbsp;&nbsp;&nbsp; 3.81%, 07/04/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 237952 |
| &nbsp;&nbsp;&nbsp; 3.87%, 10/03/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 235957 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/23/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 739490 |
| &nbsp;&nbsp;&nbsp; 4.24%, 11/14/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 230671 |
| IMCD NV |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 03/31/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 235830 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/30/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 119919 |
| ING Bank NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 02/18/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,600 | 1805507 |
| &nbsp;&nbsp;&nbsp; 0.88%, 04/11/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 920863 |
| &nbsp;&nbsp;&nbsp; 1.00%, 02/17/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 463928 |
| &nbsp;&nbsp;&nbsp; 2.63%, 12/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 118714 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/10/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 591518 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/25/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | 1292901 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 715353 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/21/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 236753 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/02/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 351174 |
| ING Groep NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 02/18/29<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 677642 |
| &nbsp;&nbsp;&nbsp; 0.25%, 02/01/30<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 109691 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 02/01/30, (3-mo. EURIBOR + <br> 0.70%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | 658147 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 11/16/32, (5-year EUR Swap + <br> 1.15%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,000 | 1154089 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 12/07/28, (1-day SONIA + <br> 0.91%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP700 | 904692 |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/20/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 467154 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 697222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 11/10/30, (3-mo. EURIBOR + <br> 0.65%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 353842 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 08/17/31, (3-mo. EURIBOR + <br> 0.92%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 353602 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 11/19/32, (3-mo. EURIBOR + <br> 1.15%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR800 | 951647 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 08/17/36, (3-mo. EURIBOR + <br> 1.20%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | 698449 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/03/35, (3-mo. EURIBOR + <br> 1.30%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 598146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 08/12/29, (3-mo. EURIBOR + <br> 1.72%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 243476 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 08/20/37, (5-year EURIBOR ICE <br> Swap + 1.50%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 118655 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/12/35, (3-mo. EURIBOR + <br> 1.77%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR700 | 855364 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 05/20/36, (5-year EURIBOR ICE <br> Swap + 1.80%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 607078 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 08/26/35, (5-year EUR Swap + <br> 1.78%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 243682 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Netherlands (continued)** | **Netherlands (continued)** | **Netherlands (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/23/29, (3-mo. EURIBOR + <br> 1.60%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,000 | $1232055 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 09/17/32, (1-day SONIA + <br> 1.25%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP400 | 548243 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/20/35<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 500253 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 05/20/33, (5-year UK Government <br> Bond + 2.80%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP300 | 422967 |
| ING-DiBa AG |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 05/23/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 349609 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 603879 |
| JDE Peet's NV, 1.13%, 06/16/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR549 | 541736 |
| &nbsp;&nbsp;&nbsp; JT International Financial Services BV, 3.63%, <br> 04/11/34<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 470230 |
| Knab NV, 0.38%, 06/09/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 262792 |
| Koninklijke Ahold Delhaize NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 03/18/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 107956 |
| &nbsp;&nbsp;&nbsp; 1.75%, 04/02/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | 529441 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/11/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 362249 |
| Koninklijke KPN NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 12/14/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 100748 |
| &nbsp;&nbsp;&nbsp; 0.88%, 11/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 488334 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/17/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 231478 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/16/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 239539 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/18/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | 413886 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/17/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP295 | 421349 |
| Koninklijke Philips NV |  |  |
| &nbsp;&nbsp;&nbsp; 1.88%, 05/05/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 588890 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/30/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR850 | 972767 |
| &nbsp;&nbsp;&nbsp; 2.13%, 11/05/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 231446 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/31/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 484186 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/23/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 242055 |
| Lineage Europe Finco BV, 4.13%, 11/26/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 118203 |
| &nbsp;&nbsp;&nbsp; Louis Dreyfus Co. Finance BV, 1.63%, <br> 04/28/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 115467 |
| Lseg Netherlands BV, 3.00%, 11/06/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 351885 |
| Magnum Icc Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/26/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 236794 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/26/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | 413070 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/26/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | 414357 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/26/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR175 | 204787 |
| &nbsp;&nbsp;&nbsp; Nationale-Nederlanden Bank NV <br> Netherlands(The)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 07/08/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1052797 |
| &nbsp;&nbsp;&nbsp; 0.05%, 09/24/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 263006 |
| &nbsp;&nbsp;&nbsp; 1.00%, 09/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 342469 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/21/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1080096 |
| Nederlandse Gasunie NV |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 10/16/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR750 | 862181 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/23/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 235949 |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/22/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR920 | 1124774 |
| Nederlandse Waterschapsbank NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 01/19/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 511670 |
| &nbsp;&nbsp;&nbsp; 0.50%, 04/29/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 544743 |
| &nbsp;&nbsp;&nbsp; 0.63%, 02/06/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 225244 |
| &nbsp;&nbsp;&nbsp; 1.00%, 03/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 693925 |
| &nbsp;&nbsp;&nbsp; 1.25%, 06/07/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 107962 |
| &nbsp;&nbsp;&nbsp; 1.50%, 06/15/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 186509 |
| &nbsp;&nbsp;&nbsp; 1.63%, 01/29/48<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | 278705 |
| &nbsp;&nbsp;&nbsp; 3.45%, 07/17/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD300 | 203280 |
| NIBC Bank NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 11/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 522168 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Netherlands (continued)** | **Netherlands (continued)** | **Netherlands (continued)** |
| &nbsp;&nbsp;&nbsp; 1.00%, 09/11/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | $227862 |
| &nbsp;&nbsp;&nbsp; 1.88%, 06/16/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 589312 |
| NN Group NV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 01/13/48, (3-mo. EURIBOR + <br> 4.95%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 366611 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/01/43, (3-mo. EURIBOR + <br> 4.20%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR377 | 483499 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 11/03/43, (3-mo. EURIBOR + <br> 4.00%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 134003 |
| Novo Nordisk Finance Netherlands BV |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/20/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 828300 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/20/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR275 | 324571 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/20/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR275 | 323664 |
| &nbsp;&nbsp;&nbsp; 3.63%, 02/20/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | 410752 |
| Pluxee NV, 3.75%, 09/04/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 593913 |
| PostNL NV |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/02/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 241312 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/12/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 124718 |
| &nbsp;&nbsp;&nbsp; REWE International Finance BV, 3.50%, <br> 07/03/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 118760 |
| Royal Schiphol Group NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 09/08/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR750 | 770702 |
| &nbsp;&nbsp;&nbsp; 1.50%, 11/05/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1000889 |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/06/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | 756073 |
| Sandoz Finance BV, 4.50%, 11/17/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 629738 |
| SGS Finance BV, 3.13%, 09/10/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 238378 |
| Shell International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 11/08/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR949 | 1082601 |
| &nbsp;&nbsp;&nbsp; 0.88%, 08/21/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF125 | 163938 |
| &nbsp;&nbsp;&nbsp; 0.88%, 11/08/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 395443 |
| &nbsp;&nbsp;&nbsp; 1.25%, 05/12/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR420 | 483911 |
| &nbsp;&nbsp;&nbsp; 1.25%, 11/11/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 314429 |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/10/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 125374 |
| &nbsp;&nbsp;&nbsp; 1.88%, 04/07/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR360 | 396888 |
| Siemens Financieringsmaatschappij NV |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/22/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 481147 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/22/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 358727 |
| Stedin Holding NV |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 09/19/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 920913 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/03/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,300 | 1516222 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/12/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 802688 |
| Stellantis NV |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/19/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 223309 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/19/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1047857 |
| &nbsp;&nbsp;&nbsp; Sudzucker International Finance BV, 4.13%, <br> 01/29/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 240417 |
| Swisscom Finance BV, 3.63%, 11/17/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 233367 |
| Tennet Netherlands BV |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 06/16/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR950 | 923359 |
| &nbsp;&nbsp;&nbsp; 1.38%, 06/26/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,050 | 1201292 |
| &nbsp;&nbsp;&nbsp; 1.50%, 06/03/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR944 | 892371 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/05/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 988445 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/28/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR850 | 1086944 |
| Unilever Finance Netherlands BV |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 02/14/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR620 | 725372 |
| &nbsp;&nbsp;&nbsp; 1.38%, 07/31/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 228155 |
| &nbsp;&nbsp;&nbsp; 1.63%, 02/12/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,260 | 1357253 |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR620 | 706894 |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR150 | 171023 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 468165 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Netherlands (continued)** | **Netherlands (continued)** | **Netherlands (continued)** |
| &nbsp;&nbsp;&nbsp; Universal Music Group NV, 4.00%, <br> 06/13/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | $490285 |
| Van Lanschot Kempen NV, 0.88%, 02/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 233431 |
| Vesteda Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 07/10/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | 532568 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/07/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 122190 |
| VIA Outlets BV, 3.50%, 10/29/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 116349 |
| Wolters Kluwer NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 07/03/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | 269667 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 704224 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 237267 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/20/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 476784 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/03/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 122201 |
|  |  | 135110679 |
| **New Zealand — 0.0%** | **New Zealand — 0.0%** | **New Zealand — 0.0%** |
| Air New Zealand Ltd., 5.18%, 09/30/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD300 | 203992 |
| &nbsp;&nbsp;&nbsp; ANZ New Zealand International Ltd., 0.38%, <br> 09/17/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR550 | 598320 |
| ASB Bank Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.09%, 05/08/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 119049 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/16/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR750 | 908817 |
| Bank of New Zealand |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 06/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 448379 |
| &nbsp;&nbsp;&nbsp; 3.66%, 07/17/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 364891 |
| Contact Energy Ltd., 5.41%, 12/03/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD300 | 207982 |
| &nbsp;&nbsp;&nbsp; Westpac Securities NZ Ltd./London, 0.00%, <br> 06/08/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 336373 |
|  |  | 3187803 |
| **Niger — 0.0%** | **Niger — 0.0%** | **Niger — 0.0%** |
| ASML Holding NV, 0.63%, 05/07/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR205 | 228445 |
| EXOR NV, 3.75%, 02/14/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 480930 |
| &nbsp;&nbsp;&nbsp; ING Groep NV, 3.50%, 09/03/30, (3-mo. <br> EURIBOR + 1.10%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,000 | 1205555 |
|  |  | 1914930 |
| **Norway — 0.3%** | **Norway — 0.3%** | **Norway — 0.3%** |
| Aker BP ASA |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 05/12/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 223255 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/29/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 241444 |
| Avinor AS, 0.75%, 10/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 645992 |
| DNB Bank ASA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 01/18/28, (3-mo. EURIBOR + <br> 0.32%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,050 | 1221066 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 11/29/30, (3-mo. EURIBOR + <br> 1.01%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR900 | 1069276 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/20/32<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 118677 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/14/29, (3-mo. EURIBOR + <br> 0.65%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR700 | 854062 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/19/28, (3-mo. EURIBOR + <br> 1.00%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 609495 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 02/28/33, (1-year EUR Swap + <br> 1.95%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 489870 |
| DNB Boligkreditt A/S |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/08/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 228771 |
| &nbsp;&nbsp;&nbsp; 0.00%, 05/12/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 676448 |
| &nbsp;&nbsp;&nbsp; 2.38%, 06/10/30 | &nbsp;&nbsp;&nbsp; EUR500 | 587122 |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/27/29 | &nbsp;&nbsp;&nbsp; EUR1,100 | 1307834 |
| &nbsp;&nbsp;&nbsp; 2.63%, 01/28/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 593836 |
| &nbsp;&nbsp;&nbsp; 2.88%, 03/12/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 720219 |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/05/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 483650 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Norway (continued)** | **Norway (continued)** | **Norway (continued)** |
| Eika Boligkreditt AS |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 03/12/27 | &nbsp;&nbsp;&nbsp; EUR200 | $231482 |
| &nbsp;&nbsp;&nbsp; 0.00%, 03/23/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 563986 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/26/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 235827 |
| &nbsp;&nbsp;&nbsp; 2.88%, 03/19/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 480034 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/20/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 598313 |
| Equinor ASA |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 11/09/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 673311 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/10/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP390 | 460979 |
| &nbsp;&nbsp;&nbsp; 6.88%, 03/11/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP600 | 907077 |
| Norsk Hydro ASA |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 01/23/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 120230 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/17/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 120251 |
| Public Property Invest AS |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/16/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 117899 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 119801 |
| SpareBank 1 Boligkreditt A/S |  |  |
| &nbsp;&nbsp;&nbsp; 0.05%, 11/03/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 779155 |
| &nbsp;&nbsp;&nbsp; 0.13%, 05/14/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 235814 |
| &nbsp;&nbsp;&nbsp; 0.13%, 11/05/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 325376 |
| &nbsp;&nbsp;&nbsp; 0.13%, 05/12/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | 466408 |
| &nbsp;&nbsp;&nbsp; 0.25%, 08/30/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 234615 |
| &nbsp;&nbsp;&nbsp; 1.00%, 01/30/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1023490 |
| &nbsp;&nbsp;&nbsp; 2.38%, 02/13/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,000 | 2351928 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/03/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 239170 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 236770 |
| &nbsp;&nbsp;&nbsp; 3.63%, 07/31/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 366663 |
| SpareBank 1 SMN, 0.00%, 02/18/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 450531 |
| SpareBank 1 Sor-Norge ASA |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/23/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 242129 |
| &nbsp;&nbsp;&nbsp; 4.88%, 08/24/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 748568 |
| Sparebanken Norge Boligkreditt A/S |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/26/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 566944 |
| &nbsp;&nbsp;&nbsp; 0.50%, 02/06/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 237037 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 238077 |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/18/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 354032 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/28/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 476269 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/31/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 602106 |
| SR-Boligkreditt AS |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/08/26 | &nbsp;&nbsp;&nbsp; EUR200 | 233727 |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/08/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | 502222 |
| &nbsp;&nbsp;&nbsp; 0.00%, 03/10/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 517550 |
| &nbsp;&nbsp;&nbsp; 1.63%, 03/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 818839 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/11/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1177759 |
| Statkraft AS |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/26/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1118156 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/22/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR570 | 671501 |
| Statnett SF |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 04/26/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR850 | 941788 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/10/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 117338 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/21/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 700165 |
| &nbsp;&nbsp;&nbsp; Storebrand Livsforsikring AS, 1.88%, <br> 09/30/51, (6-mo. EURIBOR + 2.95%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 216554 |
| Telenor ASA |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 02/14/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR850 | 963144 |
| &nbsp;&nbsp;&nbsp; 0.88%, 02/14/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR296 | 279370 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/03/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR750 | 927614 |
| Var Energi ASA |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/12/31<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 240467 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/04/29<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 758071 |
|  |  | 35059554 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Poland — 0.0%** | **Poland — 0.0%** | **Poland — 0.0%** |
| &nbsp;&nbsp;&nbsp; Bank Millennium SA, 5.31%, 09/25/29, (3-mo. <br> EURIBOR + 2.95%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | $248663 |
| Bank Polska Kasa Opieki SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.01%, 02/27/36, (3-mo. EURIBOR + <br> 1.55%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 119108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series ESN3, 3.75%, Series ESN3, <br> 06/04/31, (3-mo. EURIBOR + <br> 1.65%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 119768 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series ESP1, 3.50%, Series ESP1, <br> 09/23/32, (3-mo. EURIBOR + <br> 1.10%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 118708 |
| &nbsp;&nbsp;&nbsp; mBank SA, 3.77%, 03/03/32, (3-mo. <br> EURIBOR + 1.35%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 118805 |
| ORLEN SA, 3.63%, 07/02/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 951828 |
| PKO Bank Hipoteczny SA, 2.50%, 06/12/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 471224 |
| &nbsp;&nbsp;&nbsp; Powszechna Kasa Oszczednosci Bank <br> Polski SA<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 11/20/32, (3-mo. EURIBOR + <br> 1.20%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 118227 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/18/29, (3-mo. EURIBOR + <br> 1.55%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 367863 |
|  |  | 2634194 |
| **Portugal — 0.1%** | **Portugal — 0.1%** | **Portugal — 0.1%** |
| Banco BPI SA, 2.63%, 04/08/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 705859 |
| Banco Comercial Portugues SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 10/21/29, (3-mo. EURIBOR + <br> 0.85%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | 717830 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/20/37, (5-year EURIBOR ICE <br> Swap + 2.15%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 249018 |
| Banco Santander Totta SA |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 968610 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/19/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 242266 |
| &nbsp;&nbsp;&nbsp; Caixa Economica Montepio Geral Caixa <br> Economica Bancaria SA, 3.50%, 06/25/29, <br> (3-mo. EURIBOR + 1.48%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 119682 |
| &nbsp;&nbsp;&nbsp; Caixa Geral de Depositos SA, 3.00%, <br> 10/07/31, (1-year EURIBOR ICE Swap + <br> 0.65%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 353956 |
| EDP Finance BV, 1.88%, 09/21/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,300 | 1490690 |
| EDP Servicios Financieros Espana SA |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/04/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 376590 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/04/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | 439354 |
| &nbsp;&nbsp;&nbsp; Novo Banco SA, 9.88%, 12/01/33, (5-year <br> EUR Swap + 6.71%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 273501 |
| Ren Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 04/16/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 330398 |
| &nbsp;&nbsp;&nbsp; 1.75%, 01/18/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 116857 |
|  |  | 6384611 |
| **Qatar — 0.0%** | **Qatar — 0.0%** | **Qatar — 0.0%** |
| QNB Finance Ltd., 3.00%, 09/30/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | 647610 |
| **Romania — 0.0%** | **Romania — 0.0%** | **Romania — 0.0%** |
| &nbsp;&nbsp;&nbsp; Banca Comerciala Romana SA, 4.00%, <br> 11/25/31, (3-mo. EURIBOR + 1.65%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 118712 |
| NE Property BV |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 07/14/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR840 | 1003579 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/21/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 367261 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Romania (continued)** | **Romania (continued)** | **Romania (continued)** |
| &nbsp;&nbsp;&nbsp; Societatea Nationala de Gaze Naturale <br> ROMGAZ SA<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/04/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | $357778 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/07/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 366814 |
|  |  | 2214144 |
| **Saudi Arabia — 0.0%** | **Saudi Arabia — 0.0%** | **Saudi Arabia — 0.0%** |
| Gaci First Investment Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/14/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1059711 |
| &nbsp;&nbsp;&nbsp; 3.38%, 10/14/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1050317 |
| &nbsp;&nbsp;&nbsp; 5.63%, 06/11/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | 401284 |
|  |  | 2511312 |
| **Senegal — 0.0%** | **Senegal — 0.0%** | **Senegal — 0.0%** |
| &nbsp;&nbsp;&nbsp; International Bank for Reconstruction & <br> Development, 3.00%, 07/23/35<br>| &nbsp;&nbsp;&nbsp; EUR700 | 827422 |
| **Singapore — 0.0%** | **Singapore — 0.0%** | **Singapore — 0.0%** |
| DBS Bank Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.43%, 01/03/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,050 | 1241516 |
| &nbsp;&nbsp;&nbsp; 2.60%, 03/31/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 357225 |
| &nbsp;&nbsp;&nbsp; Foxconn Singapore Pte Ltd., 3.13%, <br> 11/04/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 232984 |
| Temasek Financial I Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 11/20/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR850 | 878641 |
| &nbsp;&nbsp;&nbsp; 1.25%, 11/20/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR150 | 102807 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 485126 |
| United Overseas Bank Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 12/01/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR425 | 482858 |
| &nbsp;&nbsp;&nbsp; 2.72%, 12/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 709535 |
|  |  | 4490692 |
| **Slovakia — 0.0%** | **Slovakia — 0.0%** | **Slovakia — 0.0%** |
| Slovenska Sporitelna AS, 0.13%, 06/12/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 235419 |
| &nbsp;&nbsp;&nbsp; Tatra Banka A/S, 4.97%, 04/29/30, (3-mo. <br> EURIBOR + 2.10%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 494751 |
| Vseobecna Uverova Banka AS |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/20/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 360384 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/13/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 358542 |
|  |  | 1449096 |
| **Slovenia — 0.0%** | **Slovenia — 0.0%** | **Slovenia — 0.0%** |
| Maybank Singapore Ltd., 3.44%, 06/07/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 361027 |
| &nbsp;&nbsp;&nbsp; Nova Ljubljanska Banka dd, 3.50%, 01/21/29, <br> (1-year EURIBOR ICE Swap + 1.15%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 478865 |
| &nbsp;&nbsp;&nbsp; Standard Chartered Bank Singapore Ltd., <br> 3.32%, 05/28/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR550 | 660611 |
|  |  | 1500503 |
| **South Africa — 0.0%** | **South Africa — 0.0%** | **South Africa — 0.0%** |
| Anglo American Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 368252 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/21/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 634322 |
|  |  | 1002574 |
| **South Korea — 0.0%** | **South Korea — 0.0%** | **South Korea — 0.0%** |
| &nbsp;&nbsp;&nbsp; Hyundai Capital Services, Inc., 2.86%, <br> 01/21/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 118772 |
| Kookmin Bank, 2.63%, 09/29/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 591230 |
|  |  | 710002 |
| **Spain — 0.7%** | **Spain — 0.7%** | **Spain — 0.7%** |
| Abanca Corp. Bancaria SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 12/11/36, (5-year EURIBOR ICE <br> Swap + 2.45%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 492506 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Spain (continued)** | **Spain (continued)** | **Spain (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 04/02/30, (1-year EUR Swap + <br> 2.60%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | $645410 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.38%, 09/23/33, (5-year EURIBOR ICE <br> Swap + 5.25%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 662837 |
| Abertis France SAS, 4.25%, 03/18/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 123637 |
| Abertis Infraestructuras SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 02/27/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 467520 |
| &nbsp;&nbsp;&nbsp; 1.25%, 02/07/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 346682 |
| &nbsp;&nbsp;&nbsp; 1.63%, 07/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 341962 |
| &nbsp;&nbsp;&nbsp; 1.88%, 03/26/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 761653 |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/29/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 583443 |
| &nbsp;&nbsp;&nbsp; 2.38%, 09/27/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 355037 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/27/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 235620 |
| &nbsp;&nbsp;&nbsp; 3.13%, 07/07/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 474506 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/31/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 243808 |
| &nbsp;&nbsp;&nbsp; Acciona Energia Financiacion Filiales SA, <br> 5.13%, 04/23/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 633423 |
| Aena SME SA, 4.25%, 10/13/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 1000784 |
| Amadeus IT Group SA |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 119909 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/21/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 604542 |
| Banco Bilbao Vizcaya Argentaria SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.88%, 01/14/29, (3-mo. EURIBOR + <br> 0.82%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,300 | 1494314 |
| &nbsp;&nbsp;&nbsp; 3.13%, 07/17/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 599901 |
| &nbsp;&nbsp;&nbsp; 3.13%, 07/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 357877 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/10/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 717884 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/26/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 357939 |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 491896 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/25/37, (5-year EURIBOR ICE <br> Swap + 1.65%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR900 | 1083993 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 02/08/36, (5-year EURIBOR ICE <br> Swap + 2.40%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 627662 |
| Banco de Credito Social Cooperativo SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 03/09/28, (1-year EUR Swap + <br> 2.15%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 469591 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 09/14/29, (1-year EURIBOR ICE <br> Swap + 4.23%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 661651 |
| Banco de Sabadell SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 02/10/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 453609 |
| &nbsp;&nbsp;&nbsp; 1.00%, 04/26/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 467146 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/05/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 597673 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 05/27/31, (1-year EURIBOR ICE <br> Swap + 1.25%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 240620 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/15/30, (1-year EUR Swap + <br> 1.60%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR800 | 980366 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/07/29, (1-year EUR Swap + <br> 2.00%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 249542 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 06/27/34, (5-year EURIBOR ICE <br> Swap + 2.40%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 376467 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 08/16/33, (5-year EUR Swap + <br> 3.15%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 252372 |
| Banco Santander SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.10%, 02/27/32 | &nbsp;&nbsp;&nbsp; EUR500 | 503508 |
| &nbsp;&nbsp;&nbsp; 0.13%, 06/04/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 531956 |
| &nbsp;&nbsp;&nbsp; 0.25%, 07/10/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 329832 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 06/24/29, (1-year EUR Swap + <br> 0.78%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,000 | 1131418 |
| &nbsp;&nbsp;&nbsp; 0.88%, 05/09/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 646132 |
| &nbsp;&nbsp;&nbsp; 1.13%, 10/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 802692 |
| &nbsp;&nbsp;&nbsp; 1.63%, 10/22/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 665355 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Spain (continued)** | **Spain (continued)** | **Spain (continued)** |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/27/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | $108573 |
| &nbsp;&nbsp;&nbsp; 2.13%, 02/08/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 820868 |
| &nbsp;&nbsp;&nbsp; 2.38%, 09/08/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 712880 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/13/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 589448 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/02/29, (1-year EURIBOR ICE <br> Swap + 1.00%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR700 | 840111 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/27/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 474572 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/09/30, (1-year EUR Swap + <br> 1.15%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 121121 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/02/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 477498 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/17/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 705984 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/09/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 849179 |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/16/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 608933 |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/22/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 489703 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/22/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 247608 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/12/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 498818 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/17/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP600 | 821812 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 08/30/28, (1-year UK Government <br> Bond + 2.50%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP600 | 826841 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/18/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 513992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/22/34, (5-year EURIBOR ICE <br> Swap + 2.50%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 623479 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/17/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 282668 |
| &nbsp;&nbsp;&nbsp; Series ., 2.38%, Series ., 07/14/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 943502 |
| &nbsp;&nbsp;&nbsp; Series ., 2.88%, Series ., 07/14/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 234782 |
| Banco Santander Totta SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 09/26/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 699362 |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/19/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 711127 |
| Bankinter SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 10/06/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 689750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 12/23/32, (5-year EUR Swap + <br> 1.45%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 231635 |
| &nbsp;&nbsp;&nbsp; 3.05%, 05/29/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 480623 |
| &nbsp;&nbsp;&nbsp; 3.63%, 02/04/33<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 598966 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series ., 3.25%, Series ., 11/03/33, (1-year <br> EURIBOR ICE Swap + 0.80%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 117535 |
| CaixaBank SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 07/09/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 235587 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 05/26/28, (3-mo. EURIBOR + <br> 1.00%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,200 | 1391519 |
| &nbsp;&nbsp;&nbsp; 1.00%, 01/17/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 692964 |
| &nbsp;&nbsp;&nbsp; 1.25%, 01/11/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 587517 |
| &nbsp;&nbsp;&nbsp; 1.63%, 07/14/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 328556 |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/26/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 352614 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 09/19/32, (3-mo. EURIBOR + <br> 1.30%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR700 | 844596 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 01/27/36, (3-mo. EURIBOR + <br> 1.35%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 475425 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 05/14/38, (5-year EURIBOR ICE <br> Swap + 1.45%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 355576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/05/37, (5-year EURIBOR ICE <br> Swap + 1.75%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 360137 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 02/09/32, (3-mo. EURIBOR + <br> 1.50%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR700 | 866033 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/24/36 | &nbsp;&nbsp;&nbsp; EUR300 | 378901 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/06/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 876158 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/29/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 380910 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 08/08/36, (5-year EURIBOR ICE <br> Swap + 1.95%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 368145 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 11/29/31, (1-year UK Government <br> Bond + 0.98%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | 136353 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Spain (continued)** | **Spain (continued)** | **Spain (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 07/19/34, (3-mo. EURIBOR + <br> 1.95%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | $261545 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 05/30/34, (5-year EUR Swap + <br> 3.00%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | 768936 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 02/23/33, (5-year EUR Swap + <br> 3.55%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 125354 |
| &nbsp;&nbsp;&nbsp; Caja Rural de Navarra SCC, 3.00%, <br> 04/23/33<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 353841 |
| Cellnex Finance Co. SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 09/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 579643 |
| &nbsp;&nbsp;&nbsp; 1.25%, 01/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | 1362752 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 640224 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/22/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 474658 |
| Cepsa Finance SA, 0.75%, 02/12/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | 1366703 |
| Colonial SFL Socimi SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 06/22/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 665056 |
| &nbsp;&nbsp;&nbsp; 1.35%, 10/14/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 919202 |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/17/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 355340 |
| &nbsp;&nbsp;&nbsp; 3.13%, 09/23/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 234070 |
| Criteria Caixa SA, 3.25%, 02/25/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 828931 |
| El Corte Ingles SA, 4.25%, 06/26/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 247961 |
| &nbsp;&nbsp;&nbsp; Enagas Financiaciones SA, 0.38%, <br> 11/05/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 483447 |
| ENW Finance PLC, 4.89%, 11/24/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP350 | 479815 |
| FCC Aqualia SA, 2.63%, 06/08/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | 415312 |
| FCC Servicios Medio Ambiente Holding SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.66%, 12/04/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | 412326 |
| &nbsp;&nbsp;&nbsp; 3.72%, 10/08/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 358202 |
| Ferrovial Emisiones SA, 1.38%, 05/14/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 354624 |
| Iberdrola Finanzas SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 03/11/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 215026 |
| &nbsp;&nbsp;&nbsp; 1.58%, (5-year EUR Swap + 1.67%)<sup>(a)(b)(c)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | 1386024 |
| &nbsp;&nbsp;&nbsp; 1.62%, 11/29/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 227808 |
| &nbsp;&nbsp;&nbsp; 3.38%, 11/22/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 598187 |
| &nbsp;&nbsp;&nbsp; 3.38%, 09/30/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 232636 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/16/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 472435 |
| &nbsp;&nbsp;&nbsp; 3.63%, 07/13/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 844782 |
| &nbsp;&nbsp;&nbsp; 3.63%, 07/18/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 479795 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.75%, , (5-year EURIBOR ICE Swap + <br> 1.35%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 235787 |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/31/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | 408442 |
| Iberdrola International BV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series NC8, 2.25%, (5-year EUR Swap + <br> 2.57%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 343426 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series NC9, 1.83%, (5-year EUR Swap + <br> 2.04%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 334684 |
| Liberbank SA, 0.25%, 09/25/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 436147 |
| &nbsp;&nbsp;&nbsp; Mapfre SA, 4.38%, 03/31/47, (3-mo. <br> EURIBOR + 4.54%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 482536 |
| &nbsp;&nbsp;&nbsp; Merlin Properties Socimi SA, 3.50%, <br> 09/04/33<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 233521 |
| Merlin Properties SOCIMI SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.88%, 11/02/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR325 | 384053 |
| &nbsp;&nbsp;&nbsp; 1.88%, 12/04/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 202062 |
| Naturgy Finance Iberia SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 11/28/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 548988 |
| &nbsp;&nbsp;&nbsp; 1.25%, 04/19/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 236539 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/02/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 351869 |
| &nbsp;&nbsp;&nbsp; Programa Cedulas TDA Fondo de Titulizacion <br> de Activos<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/28/27 | &nbsp;&nbsp;&nbsp; EUR300 | 363140 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Spain (continued)** | **Spain (continued)** | **Spain (continued)** |
| &nbsp;&nbsp;&nbsp; Series A6, 4.25%, 04/10/31 | &nbsp;&nbsp;&nbsp; EUR1,400 | $1770531 |
| &nbsp;&nbsp;&nbsp; Red Electrica Financiaciones SA, 3.00%, <br> 01/17/34<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 231721 |
| Redeia Corp. SA, 3.38%, 07/09/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 593547 |
| Redexis SA, 4.38%, 05/30/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 366061 |
| Repsol Europe Finance Sarl |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/05/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 118231 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.20%, , (5-year EURIBOR ICE Swap + <br> 1.74%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 117960 |
| Repsol Europe Finance SARL |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 07/06/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 786190 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/05/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 236462 |
| &nbsp;&nbsp;&nbsp; Repsol International Finance BV, 0.25%, <br> 08/02/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | 688914 |
| &nbsp;&nbsp;&nbsp; Santander Consumer Bank AG, 0.05%, <br> 02/14/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 427745 |
| Santander Consumer Finance SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 01/14/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 933075 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/17/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | 1346007 |
| &nbsp;&nbsp;&nbsp; Santander U.K. Group Holdings PLC, 2.42%, <br> 01/17/29, (1-year GBP Swap + 1.25%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP850 | 1121247 |
| Santander U.K. PLC |  |  |
| &nbsp;&nbsp;&nbsp; 0.05%, 01/12/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 232300 |
| &nbsp;&nbsp;&nbsp; 2.88%, 01/12/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 589196 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/12/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | 300057 |
| Telefonica Emisiones SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.20%, 08/21/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 698267 |
| &nbsp;&nbsp;&nbsp; 1.46%, 04/13/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 355074 |
| &nbsp;&nbsp;&nbsp; 1.72%, 01/12/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 584950 |
| &nbsp;&nbsp;&nbsp; 1.79%, 03/12/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 230767 |
| &nbsp;&nbsp;&nbsp; 1.81%, 05/21/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 865747 |
| &nbsp;&nbsp;&nbsp; 1.96%, 07/01/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR325 | 293241 |
| &nbsp;&nbsp;&nbsp; 2.32%, 10/17/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 117493 |
| &nbsp;&nbsp;&nbsp; 2.93%, 10/17/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 476281 |
| &nbsp;&nbsp;&nbsp; 3.70%, 01/24/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 845153 |
| &nbsp;&nbsp;&nbsp; 3.72%, 01/23/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 353973 |
| &nbsp;&nbsp;&nbsp; 3.94%, 06/25/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 353824 |
| &nbsp;&nbsp;&nbsp; 4.06%, 01/24/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 473111 |
| &nbsp;&nbsp;&nbsp; 4.18%, 11/21/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 122391 |
| &nbsp;&nbsp;&nbsp; 5.45%, 10/08/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | 421501 |
| TSB Bank PLC, 2.70%, 02/18/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1182351 |
| Unicaja Banco SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/30/31, (1-year EURIBOR ICE <br> Swap + 1.35%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 240201 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 06/22/34, (5-year EUR Swap + <br> 2.80%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 377670 |
| Werfen SA/Spain |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 02/12/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 237939 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/03/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 123165 |
|  |  | 86055208 |
| **Supranational — 0.4%** | **Supranational — 0.4%** | **Supranational — 0.4%** |
| African Development Bank, 4.60%, 01/22/31 | &nbsp;&nbsp;&nbsp; AUD1,000 | 691413 |
| Asian Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 1.40%, 02/06/37 | &nbsp;&nbsp;&nbsp; EUR200 | 196733 |
| &nbsp;&nbsp;&nbsp; 2.55%, 01/10/31 | &nbsp;&nbsp;&nbsp; EUR500 | 591516 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/01/31 | &nbsp;&nbsp;&nbsp; GBP900 | 1222402 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/20/30 | &nbsp;&nbsp;&nbsp; AUD1,160 | 799853 |
| &nbsp;&nbsp;&nbsp; 4.70%, 07/16/31 | &nbsp;&nbsp;&nbsp; AUD1,500 | 1041517 |
| &nbsp;&nbsp;&nbsp; 5.13%, 10/24/28 | &nbsp;&nbsp;&nbsp; GBP1,000 | 1411313 |
| &nbsp;&nbsp;&nbsp; Asian Infrastructure Investment Bank (The), <br> 4.00%, 07/22/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP1,000 | 1372326 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Supranational (continued)** | **Supranational (continued)** | **Supranational (continued)** |
| Council of Europe Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/20/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | $832240 |
| &nbsp;&nbsp;&nbsp; 0.75%, 01/24/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 230377 |
| &nbsp;&nbsp;&nbsp; 2.63%, 01/11/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 579041 |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/13/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | 1440189 |
| European Financial Stability Facility |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 09/05/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR850 | 972768 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,700 | 2053354 |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/30/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,350 | 1611679 |
| European Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 07/30/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,450 | 1740999 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/16/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,886 | 2218997 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,600 | 1934943 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,580 | 1897308 |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/12/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP600 | 822346 |
| &nbsp;&nbsp;&nbsp; 4.20%, 08/21/28 | &nbsp;&nbsp;&nbsp; AUD1,000 | 692285 |
| &nbsp;&nbsp;&nbsp; 4.88%, 12/16/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP500 | 707969 |
| European Stability Mechanism |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1206286 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/23/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,348 | 1618678 |
| European Union, 3.38%, 10/04/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,236 | 4992687 |
| Inter-American Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 09/15/26 | &nbsp;&nbsp;&nbsp; GBP300 | 402425 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/17/29 | &nbsp;&nbsp;&nbsp; GBP357 | 488125 |
| &nbsp;&nbsp;&nbsp; 4.70%, 10/03/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD400 | 278726 |
| &nbsp;&nbsp;&nbsp; International Bank for Reconstruction & <br> Development<br>|  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/15/27 | &nbsp;&nbsp;&nbsp; EUR700 | 813590 |
| &nbsp;&nbsp;&nbsp; 0.00%, 04/24/28 | &nbsp;&nbsp;&nbsp; EUR300 | 338848 |
| &nbsp;&nbsp;&nbsp; 0.10%, 09/17/35 | &nbsp;&nbsp;&nbsp; EUR600 | 537502 |
| &nbsp;&nbsp;&nbsp; 1.20%, 08/08/34 | &nbsp;&nbsp;&nbsp; EUR1,000 | 1033122 |
| &nbsp;&nbsp;&nbsp; 3.10%, 04/14/38 | &nbsp;&nbsp;&nbsp; EUR450 | 523650 |
| &nbsp;&nbsp;&nbsp; 3.45%, 09/13/38 | &nbsp;&nbsp;&nbsp; EUR850 | 1022380 |
| &nbsp;&nbsp;&nbsp; 4.88%, 08/15/30 | &nbsp;&nbsp;&nbsp; GBP500 | 707116 |
| International Development Association |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 01/18/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 555649 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/28/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 690205 |
| International Finance Corp., 4.50%, 10/02/28 | &nbsp;&nbsp;&nbsp; GBP900 | 1250185 |
| Nordic Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/30/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 354983 |
| &nbsp;&nbsp;&nbsp; 2.63%, 01/24/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR430 | 508815 |
|  |  | 42384540 |
| **Sweden — 0.8%** | **Sweden — 0.8%** | **Sweden — 0.8%** |
| Akelius Residential Property Financing BV |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 02/22/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 213934 |
| &nbsp;&nbsp;&nbsp; 1.00%, 01/17/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 457179 |
| &nbsp;&nbsp;&nbsp; Alfa Laval Treasury International AB, 1.38%, <br> 02/18/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 227573 |
| Assa Abloy AB |  |  |
| &nbsp;&nbsp;&nbsp; 3.37%, 09/09/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 238209 |
| &nbsp;&nbsp;&nbsp; 4.13%, 09/13/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 247217 |
| Atlas Copco Finance DAC, 3.50%, 04/01/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 237255 |
| Balder Finland OYJ |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 01/20/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 223675 |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/18/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 437827 |
| &nbsp;&nbsp;&nbsp; Castellum Helsinki Finance Holding Abp, <br> 0.88%, 09/17/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 449730 |
| Danske Hypotek AB, 3.50%, 12/20/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK8,000 | 925602 |
| Ellevio AB, 3.75%, 05/14/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 236628 |
| EQT AB, 2.88%, 04/06/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 342980 |
| Essity AB, 0.25%, 02/08/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | 670439 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Sweden (continued)** | **Sweden (continued)** | **Sweden (continued)** |
| Essity Capital BV, 0.25%, 09/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | $595098 |
| Fastighets AB Balder |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 01/29/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | 292302 |
| &nbsp;&nbsp;&nbsp; 1.25%, 01/28/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 115275 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/04/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | 295998 |
| &nbsp;&nbsp;&nbsp; H & M Hennes & Mauritz AB, 3.40%, <br> 10/31/33<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR700 | 812167 |
| H&M Finance BV, 0.25%, 08/25/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR150 | 162349 |
| Heimstaden Bostad Treasury BV |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 04/13/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,600 | 1819172 |
| &nbsp;&nbsp;&nbsp; 1.38%, 03/03/27 | &nbsp;&nbsp;&nbsp; EUR300 | 350879 |
| &nbsp;&nbsp;&nbsp; 1.63%, 10/13/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 420393 |
| Hemso Treasury OYJ, 0.00%, 01/19/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR420 | 471818 |
| Investor AB |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/12/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR850 | 945840 |
| &nbsp;&nbsp;&nbsp; 1.50%, 06/20/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 267851 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/31/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 365319 |
| &nbsp;&nbsp;&nbsp; Kommunalkredit Austria AG, 4.25%, <br> 04/01/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 241533 |
| Landshypotek Bank AB, 2.59%, 12/16/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK2,000 | 222429 |
| Lansforsakringar Bank AB, 3.75%, 01/17/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 486891 |
| Lansforsakringar Hypotek AB |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/27/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1114887 |
| &nbsp;&nbsp;&nbsp; 0.50%, 09/20/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK6,000 | 642357 |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1192405 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/19/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK18,000 | 2052605 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/03/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1209963 |
| &nbsp;&nbsp;&nbsp; Series 519, 1.50%, 09/16/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK6,000 | 671467 |
| Molnlycke Holding AB |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/08/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 122812 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/11/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 245011 |
| Nordea Hypotek AB |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 09/16/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK4,000 | 444926 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/20/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK24,000 | 2773114 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5537, 1.00%, Series 5537, <br> 06/16/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; SEK18,000 | 1991363 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5539, 3.50%, Series 5539, <br> 10/26/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; SEK10,000 | 1159740 |
| Sagax AB |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 01/26/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 117948 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/13/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 120322 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/29/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 123095 |
| Sagax Euro Mtn NL BV, 0.75%, 01/26/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 798293 |
| Sandvik AB, 0.38%, 11/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1003925 |
| SBAB Bank AB |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/22/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 467247 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 05/21/31, (3-mo. EURIBOR + <br> 1.10%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | 715570 |
| Securitas AB |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 02/22/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | 623002 |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/20/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 118541 |
| Skandinaviska Enskilda Banken AB |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 06/21/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,150 | 1293493 |
| &nbsp;&nbsp;&nbsp; 0.63%, 11/12/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 436599 |
| &nbsp;&nbsp;&nbsp; 0.75%, 06/28/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 581034 |
| &nbsp;&nbsp;&nbsp; 0.75%, 11/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 808481 |
| &nbsp;&nbsp;&nbsp; 1.00%, 12/19/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK4,000 | 422610 |
| &nbsp;&nbsp;&nbsp; 2.38%, 05/08/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 587074 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/06/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK2,000 | 228260 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/06/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK30,000 | 3419177 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/05/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | 533027 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Sweden (continued)** | **Sweden (continued)** | **Sweden (continued)** |
| &nbsp;&nbsp;&nbsp; 3.20%, 09/30/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR275 | $324508 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/04/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1088803 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/14/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 352554 |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/09/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR750 | 915547 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/09/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 480407 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/27/34, (5-year EURIBOR ICE <br> Swap + 1.80%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR250 | 310013 |
| &nbsp;&nbsp;&nbsp; Series 581, 0.50%, Series 581, 12/16/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK4,000 | 443205 |
| SKF AB, 0.25%, 02/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 440500 |
| Stadshypotek AB |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/24/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 443836 |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/30/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 525565 |
| &nbsp;&nbsp;&nbsp; 0.13%, 10/05/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 233961 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/01/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK8,000 | 903101 |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/27/29 | &nbsp;&nbsp;&nbsp; EUR1,300 | 1548454 |
| &nbsp;&nbsp;&nbsp; 2.88%, 03/31/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 356373 |
| &nbsp;&nbsp;&nbsp; 3.63%, 06/20/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK4,000 | 462563 |
| &nbsp;&nbsp;&nbsp; Series 1591, 0.50%, 06/01/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK30,000 | 3351956 |
| &nbsp;&nbsp;&nbsp; Series 1592, 1.00%, 03/01/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK14,000 | 1554523 |
| &nbsp;&nbsp;&nbsp; Series 1594, 2.00%, 09/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK10,000 | 1113448 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 1595, 4.00%, Series 1595, <br> 05/02/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; SEK50,000 | 5879264 |
| Svenska Handelsbanken AB |  |  |
| &nbsp;&nbsp;&nbsp; 0.05%, 09/06/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 333875 |
| &nbsp;&nbsp;&nbsp; 1.38%, 02/23/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | 626509 |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/05/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 473910 |
| &nbsp;&nbsp;&nbsp; 2.88%, 02/17/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 236449 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/19/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | 414482 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/01/33, (5-year EUR Swap + <br> 1.80%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 119473 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/17/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 603022 |
| &nbsp;&nbsp;&nbsp; 3.38%, 10/30/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 581759 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 11/04/36, (5-year EURIBOR ICE <br> Swap + 1.40%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR450 | 534532 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/01/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 242485 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 364674 |
| Sveriges Sakerstallda Obligationer AB |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 03/14/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | 1281364 |
| &nbsp;&nbsp;&nbsp; 0.38%, 06/05/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | 276886 |
| &nbsp;&nbsp;&nbsp; 0.88%, 03/29/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | 409044 |
| &nbsp;&nbsp;&nbsp; 1.75%, 02/10/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 335316 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/17/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK5,000 | 561314 |
| &nbsp;&nbsp;&nbsp; 2.73%, 02/12/30 | &nbsp;&nbsp;&nbsp; SEK19,000 | 2137873 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/03/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1089545 |
| &nbsp;&nbsp;&nbsp; Series 148, 0.25%, 06/09/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK24,000 | 2629270 |
| Swedbank AB |  |  |
| &nbsp;&nbsp;&nbsp; 2.10%, 05/25/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 590774 |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/30/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR750 | 891377 |
| &nbsp;&nbsp;&nbsp; 2.88%, 02/08/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 356476 |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/13/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 354107 |
| &nbsp;&nbsp;&nbsp; 4.25%, 07/11/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 984154 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/11/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 138930 |
| Swedbank Hypotek AB |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 03/18/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK4,000 | 448540 |
| &nbsp;&nbsp;&nbsp; 1.00%, 03/17/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK12,000 | 1331779 |
| &nbsp;&nbsp;&nbsp; 1.38%, 05/31/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 351984 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK2,000 | 227991 |
| &nbsp;&nbsp;&nbsp; 3.13%, 07/05/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,250 | 1509254 |
| &nbsp;&nbsp;&nbsp; Series 199, 3.00%, Series 199, 03/28/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK20,000 | 2282515 |
| &nbsp;&nbsp;&nbsp; Series 200, 3.00%, Series 200, 12/27/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK4,000 | 455763 |
| Tele2 AB, 2.13%, 05/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR525 | 613751 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Sweden (continued)** | **Sweden (continued)** | **Sweden (continued)** |
| &nbsp;&nbsp;&nbsp; Telefonaktiebolaget LM Ericsson, 1.13%, <br> 02/08/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR700 | $818887 |
| Telia Co. AB |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 02/20/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | 700850 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 06/30/83, (5-year EUR Swap + <br> 1.94%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 353511 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 12/21/82, (5-year EUR Swap + <br> 2.55%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR800 | 975598 |
| Vattenfall AB |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 02/12/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 769170 |
| &nbsp;&nbsp;&nbsp; 6.88%, 04/15/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP610 | 925638 |
| Volvo Treasury AB |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/19/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR750 | 882771 |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/26/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 119770 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/14/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP600 | 830846 |
| &nbsp;&nbsp;&nbsp; 6.13%, 06/22/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 284437 |
|  |  | 89971146 |
| **Switzerland — 0.8%** | **Switzerland — 0.8%** | **Switzerland — 0.8%** |
| ABB Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/19/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR454 | 484455 |
| &nbsp;&nbsp;&nbsp; 3.38%, 01/16/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 121199 |
| Adecco International Financial Services BV |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 11/20/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR225 | 250535 |
| &nbsp;&nbsp;&nbsp; 3.40%, 10/08/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 353886 |
| &nbsp;&nbsp;&nbsp; Argentum Netherlands BV for Givaudan SA, <br> 2.00%, 09/17/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 567423 |
| &nbsp;&nbsp;&nbsp; Argentum Netherlands BV for Zurich <br> Insurance Co. Ltd., 2.75%, 02/19/49, <br> (3-mo. EURIBOR + 3.20%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 117430 |
| &nbsp;&nbsp;&nbsp; Cloverie PLC for Zurich Insurance Co. Ltd., <br> 1.50%, 12/15/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR250 | 287817 |
| &nbsp;&nbsp;&nbsp; ELM BV for Swiss Life Insurance & Pension <br> Group, 4.50%, (3-mo. EURIBOR + <br> 5.10%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 361886 |
| &nbsp;&nbsp;&nbsp; ELM BV for Swiss Prime Site AG, 3.13%, <br> 10/01/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 117321 |
| &nbsp;&nbsp;&nbsp; Firmenich Productions Participations SAS, <br> 1.75%, 04/30/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 563477 |
| Gatwick Funding Ltd., 3.63%, 10/16/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 354918 |
| &nbsp;&nbsp;&nbsp; Givaudan Finance Europe BV, 1.63%, <br> 04/22/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 108375 |
| &nbsp;&nbsp;&nbsp; Helvetia Europe SA, 2.75%, 09/30/41, (5-year <br> EUR Swap + 3.95%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 225897 |
| Holcim Finance Luxembourg SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 09/03/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 212060 |
| &nbsp;&nbsp;&nbsp; 0.50%, 04/23/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR750 | 777272 |
| &nbsp;&nbsp;&nbsp; 0.63%, 04/06/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | 270173 |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/26/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,350 | 1583343 |
| IWG U.S. Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/14/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 121469 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/28/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 260293 |
| &nbsp;&nbsp;&nbsp; Lonza Finance International NV, 3.50%, <br> 09/04/34<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 352644 |
| &nbsp;&nbsp;&nbsp; Nestle Finance International Ltd., 0.38%, <br> 05/12/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 101897 |
| Novartis Finance SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 09/20/28<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 793850 |
| &nbsp;&nbsp;&nbsp; 1.38%, 08/14/30<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; EUR820 | 921885 |
| &nbsp;&nbsp;&nbsp; Pfandbriefbank schweizerischer <br> Hypothekarinstitute AG<br>|  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 02/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF3,100 | 3996704 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Switzerland (continued)** | **Switzerland (continued)** | **Switzerland (continued)** |
| &nbsp;&nbsp;&nbsp; 0.00%, 02/26/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF4,000 | $5100800 |
| &nbsp;&nbsp;&nbsp; 0.00%, 05/10/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF1,950 | 2044804 |
| &nbsp;&nbsp;&nbsp; 0.00%, 08/26/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF1,800 | 1791430 |
| &nbsp;&nbsp;&nbsp; 0.13%, 09/23/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF200 | 251200 |
| &nbsp;&nbsp;&nbsp; 0.25%, 10/06/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF400 | 454831 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/03/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF100 | 141938 |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/02/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF400 | 583129 |
| &nbsp;&nbsp;&nbsp; Series 629, 0.50%, Series 629, 10/05/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF500 | 629941 |
| &nbsp;&nbsp;&nbsp; Series 636, 0.25%, Series 636, 05/17/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF600 | 699565 |
| &nbsp;&nbsp;&nbsp; Series 640, 0.38%, 09/23/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF200 | 230505 |
| &nbsp;&nbsp;&nbsp; Series 675, 0.00%, 06/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF2,700 | 3486886 |
| &nbsp;&nbsp;&nbsp; Series 682, 0.00%, 04/06/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF1,500 | 1937720 |
| &nbsp;&nbsp;&nbsp; Series 691, 0.25%, 03/15/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF200 | 231333 |
| &nbsp;&nbsp;&nbsp; Series 695, 0.00%, 10/26/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF2,000 | 2556695 |
| &nbsp;&nbsp;&nbsp; Series 696, 0.13%, 11/19/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF1,000 | 1253642 |
| &nbsp;&nbsp;&nbsp; Series 697, 0.00%, 05/20/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF5,240 | 5797979 |
| &nbsp;&nbsp;&nbsp; Series 700, 0.13%, 03/19/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF300 | 381740 |
| &nbsp;&nbsp;&nbsp; Pfandbriefzentrale der schweizerischen <br> Kantonalbanken AG<br>|  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 03/13/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF1,400 | 1804416 |
| &nbsp;&nbsp;&nbsp; 0.00%, 04/02/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF500 | 631715 |
| &nbsp;&nbsp;&nbsp; 1.85%, 11/26/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF500 | 719285 |
| &nbsp;&nbsp;&nbsp; Series 483, 0.00%, 01/27/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF2,500 | 3233524 |
| &nbsp;&nbsp;&nbsp; Series 515, 0.10%, 12/03/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF500 | 631355 |
| &nbsp;&nbsp;&nbsp; Series 519, 0.13%, 04/23/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF425 | 535636 |
| &nbsp;&nbsp;&nbsp; Series 524, 0.00%, 06/21/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF225 | 289744 |
| &nbsp;&nbsp;&nbsp; Series 526, 0.00%, 07/19/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF1,500 | 1906920 |
| &nbsp;&nbsp;&nbsp; Series 528, 0.00%, 03/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF3,700 | 4715397 |
| &nbsp;&nbsp;&nbsp; Series 529, 0.00%, 02/05/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF1,900 | 2439592 |
| &nbsp;&nbsp;&nbsp; Series 530, 0.00%, 03/18/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF3,225 | 3996689 |
| &nbsp;&nbsp;&nbsp; Series 531, 0.00%, 02/15/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF5,360 | 6396509 |
| &nbsp;&nbsp;&nbsp; Series 538, 0.00%, Series 538, 07/25/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF4,200 | 5290876 |
| Richemont International Holding SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 05/26/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 317054 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/26/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR710 | 797817 |
| &nbsp;&nbsp;&nbsp; 1.63%, 05/26/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 178486 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/26/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 397902 |
| SGS Finance BV, 3.75%, 09/10/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 119569 |
| &nbsp;&nbsp;&nbsp; SIG Combibloc PurchaseCo Sarl, 3.75%, <br> 03/19/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 120360 |
| Sika Capital BV |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/29/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 329410 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/03/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | 305530 |
| &nbsp;&nbsp;&nbsp; SIX Finance Luxembourg SA, 3.25%, <br> 05/30/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 119462 |
| &nbsp;&nbsp;&nbsp; Swiss Life Finance I AG, Series ., 3.75%, <br> Series ., 03/24/35<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 358584 |
| &nbsp;&nbsp;&nbsp; Swiss Life Finance II AG, 4.24%, 10/01/44, <br> (5-year EURIBOR ICE Swap + 2.83%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 363369 |
| &nbsp;&nbsp;&nbsp; Swiss Re Finance Luxembourg SA, 2.53%, <br> 04/30/50, (1-year EURIBOR ICE Swap + <br> 2.85%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 344854 |
| Swisscom Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/05/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 353109 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/29/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | 666431 |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/29/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR950 | 1076041 |
| Tyco Electronics Group SA, 3.25%, 01/31/33 | &nbsp;&nbsp;&nbsp; EUR200 | 236215 |
| UBS AG/London |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 03/31/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 236274 |
| &nbsp;&nbsp;&nbsp; 0.25%, 09/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1115103 |
| &nbsp;&nbsp;&nbsp; 0.50%, 03/31/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | 679440 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Switzerland (continued)** | **Switzerland (continued)** | **Switzerland (continued)** |
| UBS Group AG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 11/05/28, (1-year EUR Swap + <br> 0.77%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,000 | $1138799 |
| &nbsp;&nbsp;&nbsp; 0.63%, 01/18/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | 636825 |
| &nbsp;&nbsp;&nbsp; 0.63%, 02/24/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 488807 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 11/03/29, (1-day SONIA + <br> 0.96%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP200 | 255538 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 11/03/29, (1-day SONIA + <br> 0.96%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP400 | 511077 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 11/15/29, (1-year UK Government <br> Bond + 1.55%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP500 | 643107 |
| &nbsp;&nbsp;&nbsp; 2.88%, 02/12/30<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 355555 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 04/02/32, (1-year EUR Swap + <br> 1.95%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 582248 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.16%, 08/11/31, (1-year EURIBOR ICE <br> Swap + 0.87%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 237243 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/12/34, (1-year EURIBOR ICE <br> Swap + 1.05%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,250 | 1458516 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.76%, 08/11/36, (1-year EURIBOR ICE <br> Swap + 1.15%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | 711919 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 01/13/37, (1-year EURIBOR ICE <br> Swap + 1.03%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 237525 |
| &nbsp;&nbsp;&nbsp; 7.75%, 03/01/29<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | 456512 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 03/01/29, (1-year EURIBOR ICE <br> Swap + 4.95%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR750 | 978239 |
| UBS Switzerland AG |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/31/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF460 | 579437 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/19/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 592183 |
| &nbsp;&nbsp;&nbsp; 3.15%, 06/21/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 239178 |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/05/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 725787 |
| Zuercher Kantonalbank |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 05/15/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 235533 |
| &nbsp;&nbsp;&nbsp; 0.05%, 02/05/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF500 | 631248 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.16%, 06/08/29, (1-year EURIBOR ICE <br> Swap + 1.15%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR900 | 1100670 |
| Zurich Finance Ireland Designated Activity Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 06/17/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 555954 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 11/23/52, (5-year UK Government <br> Bond + 4.10%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP500 | 680046 |
|  |  | 95618961 |
| **United Arab Emirates — 0.0%** | **United Arab Emirates — 0.0%** | **United Arab Emirates — 0.0%** |
| Danmarks Skibskredit AS, 3.25%, 03/25/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 237805 |
| &nbsp;&nbsp;&nbsp; DP World Ltd./United Arab Emirates, 4.25%, <br> 09/25/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP350 | 467641 |
| &nbsp;&nbsp;&nbsp; Emirates NBD Bank PJSC, 5.91%, <br> 06/18/35<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; AUD2,120 | 1484549 |
| MDGH GMTN RSC Ltd., 6.88%, 03/14/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 137098 |
|  |  | 2327093 |
| **United Kingdom — 1.7%** | **United Kingdom — 1.7%** | **United Kingdom — 1.7%** |
| 3i Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/05/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 218691 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/14/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR750 | 939291 |
| ABP Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/14/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 277235 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/19/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 277932 |
| &nbsp;&nbsp;&nbsp; Affinity Sutton Capital Markets PLC, 4.25%, <br> 10/08/42<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP200 | 224675 |
| &nbsp;&nbsp;&nbsp; Affinity Water Finance PLC, 6.25%, <br> 09/12/40<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | 139575 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** |
| Affordable Housing Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.89%, 08/11/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP800 | $784354 |
| &nbsp;&nbsp;&nbsp; 3.80%, 05/20/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | 341606 |
| Amcor U.K. Finance PLC, 3.20%, 11/17/29 | &nbsp;&nbsp;&nbsp; EUR275 | 327123 |
| &nbsp;&nbsp;&nbsp; Anglian Water Osprey Financing PLC, 6.75%, <br> 08/27/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP200 | 282716 |
| Anglian Water Services Financing PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/22/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP350 | 478957 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/10/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 134890 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/20/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP600 | 798721 |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/10/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 133826 |
| &nbsp;&nbsp;&nbsp; 6.25%, 09/12/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 262351 |
| &nbsp;&nbsp;&nbsp; Aspire Defence Finance PLC, Series B, <br> 4.67%, 03/31/40<br>| &nbsp;&nbsp;&nbsp; GBP303 | 396090 |
| &nbsp;&nbsp;&nbsp; Associated British Foods PLC, 2.50%, <br> 06/16/34<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP400 | 461863 |
| Assura Financing PLC, 3.00%, 07/19/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP550 | 722727 |
| Aster Treasury PLC, 4.50%, 12/18/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP250 | 289287 |
| Astrazeneca Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.12%, 08/05/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 120327 |
| &nbsp;&nbsp;&nbsp; 3.28%, 08/05/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 119026 |
| AstraZeneca PLC |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 06/03/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR509 | 560947 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/03/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 617452 |
| Aviva PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.88%, 11/13/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR366 | 429552 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/03/55, (5-year UK Government <br> Bond + 4.70%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | 119238 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 08/28/56, (3-mo. EURIBOR + <br> 3.05%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR125 | 153003 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 06/04/50, (1-day SONIA + <br> 4.02%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP500 | 686486 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 05/20/58, (1-day SONIA + <br> 3.38%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP550 | 800070 |
| &nbsp;&nbsp;&nbsp; Babcock International Group PLC, 1.38%, <br> 09/13/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR425 | 494629 |
| Barclays PLC |  |  |
| &nbsp;&nbsp;&nbsp; 0.58%, 08/09/29<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1122979 |
| &nbsp;&nbsp;&nbsp; 2.17%, 06/23/27<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | 146582 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/12/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP1,050 | 1422750 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/17/33 | &nbsp;&nbsp;&nbsp; GBP1,250 | 1511499 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.94%, 01/31/36, (1-year EURIBOR ICE <br> Swap + 1.55%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 119398 |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/08/35<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; EUR750 | 924898 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.62%, 03/26/37, (5-year EURIBOR ICE <br> Swap + 2.05%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,000 | 1229274 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.97%, 05/31/36, (5-year EURIBOR ICE <br> Swap + 2.10%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR550 | 687277 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.19%, 06/18/31, (3-month BB Swap + <br> 1.65%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD250 | 172148 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.26%, 01/29/34, (1-year EUR Swap + <br> 2.55%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR700 | 913717 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.09%, 11/06/29, (1-year GBP Swap + <br> 2.55%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP1,100 | 1600926 |
| BAT International Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/16/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR776 | 891289 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/12/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 734442 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/24/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP700 | 999735 |
| &nbsp;&nbsp;&nbsp; BAT Netherlands Finance BV, 3.13%, <br> 04/07/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 599184 |
| Bazalgette Finance PLC, 5.50%, 07/02/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | 415208 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** |
| BG Energy Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 11/21/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | $231668 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/04/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 268280 |
| Blend Funding PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.92%, 04/05/56<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 159458 |
| &nbsp;&nbsp;&nbsp; 5.26%, 06/11/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 139778 |
| &nbsp;&nbsp;&nbsp; Series ETMN, 3.46%, 09/21/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 94978 |
| BP Capital Markets PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.10%, 11/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 289875 |
| &nbsp;&nbsp;&nbsp; 1.57%, 02/16/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,335 | 1569777 |
| &nbsp;&nbsp;&nbsp; 1.59%, 07/03/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | 753758 |
| &nbsp;&nbsp;&nbsp; 2.82%, 04/07/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR190 | 220036 |
| &nbsp;&nbsp;&nbsp; 3.63%, (5-year EUR Swap + 3.78%)<sup>(a)(b)(c)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | 653631 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.25%, (5-year UK GovernmentBond + <br> 3.88%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP1,000 | 1357660 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.00%, , (5-year UK Government Bond + <br> 1.73%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | 140803 |
| British American Tobacco PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.75%, , (5-year EURIBOR ICE Swap + <br> 2.28%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 359227 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series ., 4.20%, Series ., , (5-year <br> EURIBOR ICE Swap + 1.96%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR175 | 209291 |
| British Telecommunications PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 09/26/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | 527122 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/21/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP450 | 570240 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/11/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1055502 |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/30/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | 532653 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/06/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 248102 |
| &nbsp;&nbsp;&nbsp; 6.38%, 06/23/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP500 | 723691 |
| &nbsp;&nbsp;&nbsp; Broadgate Financing PLC, Series C2, 5.10%, <br> 04/05/35<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP106 | 141080 |
| BT Finance PLC, 3.38%, 11/17/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR175 | 206401 |
| Bunzl Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 10/30/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP150 | 178928 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/09/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 234993 |
| BUPA Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/14/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | 363408 |
| &nbsp;&nbsp;&nbsp; 6.63%, 11/18/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 136557 |
| Burberry Group PLC, 5.75%, 06/20/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 282172 |
| Cadent Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 03/19/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 215752 |
| &nbsp;&nbsp;&nbsp; 2.13%, 09/22/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP500 | 648585 |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/22/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | 291186 |
| &nbsp;&nbsp;&nbsp; 3.13%, 03/21/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | 397142 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/16/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 359117 |
| &nbsp;&nbsp;&nbsp; 4.25%, 07/05/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 495421 |
| &nbsp;&nbsp;&nbsp; 5.63%, 01/11/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 136141 |
| Cardiff University, 3.00%, 12/07/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 82069 |
| Catalyst Housing Ltd., 3.13%, 10/31/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 173761 |
| CCEP Finance Ireland DAC |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 09/06/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR425 | 464889 |
| &nbsp;&nbsp;&nbsp; 0.88%, 05/06/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 400667 |
| &nbsp;&nbsp;&nbsp; 1.50%, 05/06/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 170430 |
| Centrica PLC, 7.00%, 09/19/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP295 | 447145 |
| &nbsp;&nbsp;&nbsp; Chancellor Masters & Scholars of The <br> University of Cambridge(The)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.35%, 06/27/78<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 129193 |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/17/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | 310715 |
| &nbsp;&nbsp;&nbsp; Channel Link Enterprises Finance PLC, <br> Series A5, 3.04%, 06/30/50, (1-day SONIA <br> + 0.28%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP250 | 320923 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** |
| &nbsp;&nbsp;&nbsp; Church Commissioners for England, 3.63%, <br> 07/14/52<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | $98778 |
| &nbsp;&nbsp;&nbsp; Circle Anglia Social Housing PLC, 7.25%, <br> 11/12/38<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP450 | 701092 |
| Citizen Treasury PLC, 3.25%, 10/20/48<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | 266240 |
| &nbsp;&nbsp;&nbsp; CK Hutchison Europe Finance 21 Ltd., 1.00%, <br> 11/02/33<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 198468 |
| &nbsp;&nbsp;&nbsp; CK Hutchison Finance 16 Ltd., Series B, <br> 2.00%, 04/06/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 466837 |
| CK Hutchison Group Telecom Finance SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 04/17/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR210 | 248136 |
| &nbsp;&nbsp;&nbsp; 1.13%, 10/17/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 454589 |
| Clarion Funding PLC, 2.63%, 01/18/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP550 | 714572 |
| &nbsp;&nbsp;&nbsp; Close Brothers Finance PLC, 1.63%, <br> 12/03/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | 116722 |
| Clydesdale Bank PLC, 0.00%, 09/22/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 468006 |
| Coca-Cola Europacific Partners PLC |  |  |
| &nbsp;&nbsp;&nbsp; 0.20%, 12/02/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | 499289 |
| &nbsp;&nbsp;&nbsp; 1.88%, 03/18/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 341734 |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/03/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR375 | 445065 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/21/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 238350 |
| &nbsp;&nbsp;&nbsp; Compass Group Finance Netherlands BV, <br> 1.50%, 09/05/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 347124 |
| Compass Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/06/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 598981 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/16/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 352593 |
| Coventry Building Society |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 06/20/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 352920 |
| &nbsp;&nbsp;&nbsp; 3.13%, 10/29/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 477834 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 03/12/30, (1-year UK Government <br> Bond + 1.95%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP400 | 567589 |
| &nbsp;&nbsp;&nbsp; Series ., 2.63%, Series ., 10/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 472961 |
| CPUK Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.69%, 02/28/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP350 | 465302 |
| &nbsp;&nbsp;&nbsp; 6.14%, 02/28/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 284874 |
| &nbsp;&nbsp;&nbsp; DCC Group Finance Ireland DAC, 4.38%, <br> 06/27/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 244292 |
| Derwent London PLC, 5.25%, 05/30/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 277419 |
| Diageo Capital BV Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 06/08/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 341915 |
| &nbsp;&nbsp;&nbsp; 1.88%, 06/08/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 209258 |
| Diageo Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/27/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 342654 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/08/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | 414991 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/28/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 356652 |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/03/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 354058 |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/30/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 348445 |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/03/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 825067 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/30/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 110688 |
| DS Smith PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/27/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 606945 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/27/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 498468 |
| DWR Cymru Financing U.K. PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 03/31/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP600 | 632512 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/10/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | 516281 |
| &nbsp;&nbsp;&nbsp; Eastern Power Networks PLC, 5.38%, <br> 10/02/39<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP200 | 265394 |
| easyJet FinCo BV, 1.88%, 03/03/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | 525881 |
| easyJet PLC, 3.75%, 03/20/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 121238 |
| Eversholt Funding PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.74%, 06/30/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP446 | 521516 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** |
| &nbsp;&nbsp;&nbsp; 3.53%, 08/07/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP250 | $272136 |
| Experian Finance PLC, 3.51%, 12/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 237252 |
| Gatwick Funding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 253135 |
| &nbsp;&nbsp;&nbsp; 2.88%, 07/05/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | 242812 |
| &nbsp;&nbsp;&nbsp; 3.13%, 09/28/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP250 | 253822 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/04/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 130900 |
| &nbsp;&nbsp;&nbsp; 6.13%, 03/02/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 136993 |
| GlaxoSmithKline Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 09/12/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 470574 |
| &nbsp;&nbsp;&nbsp; 1.38%, 09/12/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR850 | 963116 |
| &nbsp;&nbsp;&nbsp; 3.38%, 12/20/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 270935 |
| &nbsp;&nbsp;&nbsp; 5.25%, 12/19/33 | &nbsp;&nbsp;&nbsp; GBP278 | 396024 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/09/39 | &nbsp;&nbsp;&nbsp; GBP350 | 516077 |
| &nbsp;&nbsp;&nbsp; Global Switch Holdings Ltd., 2.25%, <br> 05/31/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR610 | 716798 |
| Grainger PLC, 3.00%, 07/03/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | 379130 |
| &nbsp;&nbsp;&nbsp; Great Rolling Stock Co. PLC (The), 6.88%, <br> 07/27/35<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP210 | 309211 |
| Greensquareaccord Ltd., 5.25%, 11/30/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP150 | 181099 |
| GSK Capital BV, 3.13%, 11/28/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | 532553 |
| &nbsp;&nbsp;&nbsp; Guinness Partnership Ltd. (The), 2.00%, <br> 04/22/55<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP200 | 123536 |
| &nbsp;&nbsp;&nbsp; Hammerson Ireland Finance DAC, 1.75%, <br> 06/03/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR650 | 762181 |
| Hammerson PLC, 5.88%, 10/08/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 137312 |
| Heathrow Funding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 10/08/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 325758 |
| &nbsp;&nbsp;&nbsp; 1.50%, 02/11/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR436 | 485779 |
| &nbsp;&nbsp;&nbsp; 1.88%, 03/14/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 207120 |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/09/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | 237355 |
| &nbsp;&nbsp;&nbsp; 3.73%, 04/13/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | 143670 |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/16/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 235222 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/11/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 125358 |
| &nbsp;&nbsp;&nbsp; 5.88%, 05/13/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP800 | 1077938 |
| &nbsp;&nbsp;&nbsp; 6.45%, 12/10/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | 441366 |
| &nbsp;&nbsp;&nbsp; Series MPLE, 3.78%, 09/04/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | 147832 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series MPLE, 4.90%, Series MPLE, <br> 08/06/39<br>| &nbsp;&nbsp;&nbsp; CAD200 | 150679 |
| &nbsp;&nbsp;&nbsp; Hexagon Housing Association Ltd., 3.63%, <br> 04/22/48<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | 93411 |
| &nbsp;&nbsp;&nbsp; HSBC Bank Capital Funding Sterling 1 LP, <br> 5.84%, (1-day SONIA + 2.04%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP350 | 502399 |
| HSBC Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.77%, 11/13/31, (1-year EURIBOR ICE <br> Swap + 4.95%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 529820 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 07/22/28, (1-year GBP Swap + <br> 1.65%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP970 | 1304753 |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/07/28 | &nbsp;&nbsp;&nbsp; EUR550 | 656556 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.31%, 05/13/30, (3-mo. EURIBOR + <br> 1.26%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,200 | 1438461 |
| &nbsp;&nbsp;&nbsp; 3.45%, 09/25/30<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; EUR1,150 | 1384791 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.61%, 12/01/33, (3-mo. EURIBOR + <br> 1.11%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 237204 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.83%, 09/25/35, (3-mo. EURIBOR + <br> 1.45%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 359907 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.91%, 05/13/34, (3-mo. EURIBOR + <br> 1.54%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | 723727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.19%, 05/19/36, (5-year EURIBOR ICE <br> Sw1.83%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 605253 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 03/22/35, (5-year EURIBOR ICE <br> Swap + 1.85%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | $741231 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.79%, 03/10/32, (3-mo. <br> EURIBOR1.551.55%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR678 | 859250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.86%, 05/23/33, (3-mo. EURIBOR + <br> 1.94%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 127515 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.29%, 09/16/32, (5-year EUR Swap + <br> 1.65%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP650 | 903969 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.81%, 05/22/33, (1-day SONIA + <br> 1.81%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP500 | 709682 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/29/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP350 | 478709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.21%, 03/21/34, (3-month BB Swap + <br> 2.30%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD550 | 390666 |
| &nbsp;&nbsp;&nbsp; 6.75%, 09/11/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP800 | 1151385 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.80%, 09/14/31, (3-mo. EURIBOR + <br> 1.60%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP200 | 296227 |
| &nbsp;&nbsp;&nbsp; Hyde Housing Association Ltd., 1.75%, <br> 08/18/55<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP400 | 225680 |
| ICG PLC, 2.50%, 01/28/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 343751 |
| IDS Financing PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 236254 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 590371 |
| IG Group Holdings PLC, 3.13%, 11/18/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | 522796 |
| IHG Finance LLC, 3.38%, 09/10/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 357577 |
| Imperial Brands Finance Netherlands BV |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/18/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 310306 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 384615 |
| Imperial Brands Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/02/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR175 | 206336 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/12/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 469999 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/07/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | 541994 |
| Informa PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 04/22/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 114920 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/23/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 955931 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/23/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 234817 |
| &nbsp;&nbsp;&nbsp; InterContinental Hotels Group PLC, 2.13%, <br> 05/15/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR700 | 825700 |
| &nbsp;&nbsp;&nbsp; International Consolidated Airlines Group SA, <br> 3.35%, 09/11/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 118909 |
| &nbsp;&nbsp;&nbsp; International Distribution Services PLC, <br> 5.25%, 09/14/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR350 | 437314 |
| &nbsp;&nbsp;&nbsp; Investec PLC, 1.88%, 07/16/28, (1-year UK <br> Government Bond + 1.50%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP1,000 | 1317563 |
| ITV PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 09/26/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | 294580 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/19/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 243460 |
| J Sainsbury PLC, 5.63%, 01/29/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | 416014 |
| Just Group PLC, 6.88%, 03/30/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | 427334 |
| Land Securities Capital Markets PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/29/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 133930 |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/22/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP340 | 354197 |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/23/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 264054 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/18/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 137210 |
| Legal & General Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 11/26/49, (5-year UK Government <br> Bond + 4.05%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP400 | 525266 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 09/04/55, (3-mo. EURIBOR + <br> 2.80%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 119713 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/01/50, (5-year UK <br> GovernmentBond + 5.25%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | 133455 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 11/14/48, (5-year UK Government <br> Bond + 4.65%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP650 | $897122 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 04/01/55, (5-year UK Government <br> Bond + 3.00%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | 143618 |
| &nbsp;&nbsp;&nbsp; Libra Longhurst Group Treasury No. 2 PLC, <br> 3.25%, 05/15/43<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | 96082 |
| LiveWest Treasury PLC, 1.88%, 02/18/56<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 58859 |
| &nbsp;&nbsp;&nbsp; Lloyds Bank Corporate Markets PLC, 3.25%, <br> 03/24/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR850 | 1020994 |
| Lloyds Bank PLC |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 06/18/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 235305 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/08/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP1,000 | 1441536 |
| Lloyds Banking Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.71%, 12/03/35, (5-year UK Government <br> Bond + 2.40%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP500 | 613908 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 08/24/30, (1-year EUR Swap + <br> 1.50%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 358238 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 08/24/30, (1-year EUR Swap + <br> 1.50%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 238825 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/06/30, (1-year EURIBOR ICE <br> Sw0.95%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 362244 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 03/04/36, (1-year EUR Swap + <br> 1.28%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 354535 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 05/14/32, (1-year EURIBOR ICE <br> Swap + 1.18%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 365345 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/09/35, (5-year EURIBOR ICE <br> Swap + 1.90%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 362625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 09/21/31, (1-year EUR Swap + <br> 1.60%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | 760160 |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/04/30<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 279605 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 10/16/31, (1-year UK Government <br> Bond + 1.25%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP400 | 558122 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.09%, 08/31/33, (3-month BB Swap + <br> 2.90%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD250 | 180893 |
| London & Quadrant Housing Trust Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 03/31/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP250 | 288089 |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/28/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 263600 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/28/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 165906 |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/27/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP150 | 143345 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/27/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP250 | 329752 |
| &nbsp;&nbsp;&nbsp; London Power Networks PLC, 3.84%, <br> 06/11/37<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 236458 |
| London Stock Exchange Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 12/06/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 702679 |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/19/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR150 | 171687 |
| LSEG Finance PLC, 4.88%, 09/19/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 274688 |
| Lseg Netherlands BV |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/20/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 238263 |
| &nbsp;&nbsp;&nbsp; 4.23%, 09/29/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 373553 |
| M&G PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.56%, 07/20/55, (5-year UK Government <br> Bond + 4.16%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP650 | 865421 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 10/20/51, (5-year UK Government <br> Bond + 5.00%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP235 | 324432 |
| Manchester Airport Group Funding PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 09/30/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP450 | 397446 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/19/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 358796 |
| Martlet Homes Ltd., 3.00%, 05/09/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 163384 |
| Metropolitan Funding PLC, 4.13%, 04/05/48<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 104105 |
| &nbsp;&nbsp;&nbsp; Mitsubishi HC Capital UK PLC, 2.86%, <br> 11/26/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 355651 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** |
| Motability Operations Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 01/18/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP850 | $708373 |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/14/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | 356302 |
| &nbsp;&nbsp;&nbsp; 3.63%, 01/22/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 832447 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/22/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 237178 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/17/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 244084 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/08/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | 548290 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/17/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 255649 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/22/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP350 | 483452 |
| National Gas Transmission PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 01/14/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 146386 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/05/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 247534 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/04/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP350 | 486615 |
| &nbsp;&nbsp;&nbsp; National Grid Electricity Distribution East <br> Midlands PLC, 3.95%, 09/20/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 245095 |
| &nbsp;&nbsp;&nbsp; National Grid Electricity Distribution South <br> Wales PLC, 5.35%, 07/10/39<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP350 | 455598 |
| &nbsp;&nbsp;&nbsp; National Grid Electricity Distribution South <br> West PLC, 2.38%, 05/16/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP450 | 579906 |
| &nbsp;&nbsp;&nbsp; National Grid Electricity Distribution West <br> Midlands PLC, 5.75%, 04/16/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP700 | 996696 |
| National Grid Electricity Transmission PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/17/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP750 | 648277 |
| &nbsp;&nbsp;&nbsp; 2.30%, 06/22/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | 141956 |
| &nbsp;&nbsp;&nbsp; 3.56%, 02/03/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR175 | 207784 |
| &nbsp;&nbsp;&nbsp; 5.27%, 01/18/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 124913 |
| &nbsp;&nbsp;&nbsp; National Grid North America, Inc., 3.92%, <br> 06/03/35<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR550 | 657206 |
| National Grid PLC |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 09/01/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 289858 |
| &nbsp;&nbsp;&nbsp; 4.28%, 01/16/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | 678037 |
| Nationwide Building Society |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 09/14/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR950 | 1061192 |
| &nbsp;&nbsp;&nbsp; 0.63%, 03/25/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | 290983 |
| &nbsp;&nbsp;&nbsp; 1.13%, 05/31/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 460689 |
| &nbsp;&nbsp;&nbsp; 1.38%, 06/29/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 539039 |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/25/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 352612 |
| &nbsp;&nbsp;&nbsp; 2.38%, 01/16/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 236266 |
| &nbsp;&nbsp;&nbsp; 2.88%, 09/16/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 117524 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/03/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 475623 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/24/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 476272 |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/18/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | 763046 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/20/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP800 | 1076747 |
| &nbsp;&nbsp;&nbsp; 3.31%, 05/02/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | 419462 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.77%, 01/27/36, (3-mo. EURIBOR + <br> 1.23%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 477331 |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/21/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP500 | 682588 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 04/16/34, (3-mo. EURIBOR + <br> 1.70%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | 734198 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 10/29/28, (6-mo. EURIBOR + <br> 2.87%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR250 | 306600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.53%, 01/13/33, (1-year GBP Swap + <br> 1.08%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP700 | 984471 |
| NatWest Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.78%, 02/26/30, (3-mo. EURIBOR + <br> 0.94%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR900 | 1002989 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.04%, 09/14/32, (5-year EUR Swap + <br> 1.27%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | 694464 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.24%, 05/13/30, (3-mo. EURIBOR + <br> 1.22%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,100 | 1316800 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.58%, 09/12/32, (3-mo. EURIBOR + <br> 1.22%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR450 | $542841 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.62%, 03/29/29, (1-year UK Government <br> Bond + 2.10%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP1,050 | 1415437 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 09/03/34, (3-mo. EURIBOR + <br> 1.16%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 593877 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.67%, 08/05/31, (3-mo. EURIBOR + <br> 1.09%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 121728 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.72%, 02/25/35, (5-year EURIBOR ICE <br> Swap + 1.40%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR700 | 837563 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.99%, 05/13/36, (3-mo. EURIBOR + <br> 1.52%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 485024 |
| NatWest Markets PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/03/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 592313 |
| &nbsp;&nbsp;&nbsp; 3.13%, 01/10/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | 658332 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/18/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 138588 |
| &nbsp;&nbsp;&nbsp; Network Rail Infrastructure Finance PLC, <br> 4.75%, 11/29/35<br>| &nbsp;&nbsp;&nbsp; GBP1,100 | 1503724 |
| NewRiver REIT PLC, 3.50%, 03/07/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 266265 |
| &nbsp;&nbsp;&nbsp; Northern Gas Networks Finance PLC, 6.13%, <br> 06/02/33<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP200 | 288559 |
| &nbsp;&nbsp;&nbsp; Northern Powergrid Northeast PLC, 1.88%, <br> 06/16/62<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP400 | 218997 |
| &nbsp;&nbsp;&nbsp; Northern Powergrid Yorkshire PLC, 2.25%, <br> 10/09/59<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | 63334 |
| Northumbrian Water Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 10/11/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP210 | 282724 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/29/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP850 | 1174512 |
| Notting Hill Genesis |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/03/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 97277 |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/12/48<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 87595 |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/20/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | 376610 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/07/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP250 | 310474 |
| Optivo Finance PLC, 3.28%, 03/22/48<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP350 | 313407 |
| Orbit Capital PLC, 3.50%, 03/24/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 196375 |
| &nbsp;&nbsp;&nbsp; OSB Group PLC, 8.88%, 01/16/30, (1-year UK <br> Government Bond + 5.25%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP200 | 304816 |
| &nbsp;&nbsp;&nbsp; Paradigm Homes Charitable Housing <br> Association Ltd., 5.25%, 04/04/44<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | 126799 |
| Paragon Treasury PLC, 2.00%, 05/07/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 97922 |
| Peabody Capital No. 2 PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/02/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP350 | 396725 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/14/48<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP350 | 307119 |
| Pearson Funding PLC, 5.38%, 09/12/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 135545 |
| &nbsp;&nbsp;&nbsp; Pension Insurance Corp. PLC, 5.63%, <br> 09/20/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP863 | 1197223 |
| Phoenix Group Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/28/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 138558 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/28/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP150 | 207836 |
| &nbsp;&nbsp;&nbsp; 5.87%, 06/13/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | 565039 |
| &nbsp;&nbsp;&nbsp; Places for People Homes Ltd., 3.63%, <br> 11/22/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP300 | 399994 |
| Places For People Treasury PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/26/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP350 | 359562 |
| &nbsp;&nbsp;&nbsp; 6.25%, 12/06/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 274540 |
| &nbsp;&nbsp;&nbsp; Platform HG Financing PLC, 1.93%, <br> 09/15/41<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP450 | 377040 |
| Prs Finance PLC, 2.00%, 01/23/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 257720 |
| &nbsp;&nbsp;&nbsp; Reckitt Benckiser Treasury Services <br> Nederland BV, 0.75%, 05/19/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR416 | 451096 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** |
| Reckitt Benckiser Treasury Services PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/19/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | $346594 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/10/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1064338 |
| &nbsp;&nbsp;&nbsp; 3.63%, 06/20/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 365841 |
| &nbsp;&nbsp;&nbsp; 5.63%, 12/14/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP450 | 621790 |
| RELX Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/20/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 355157 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/12/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | 550619 |
| Rentokil Initial Finance BV, 4.38%, 06/27/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 375011 |
| Riverside Finance PLC, 6.63%, 09/11/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 139633 |
| &nbsp;&nbsp;&nbsp; RL Finance Bonds No. 4 PLC, 4.88%, <br> 10/07/49, (5-year UK Government Bond + <br> 5.10%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP300 | 348933 |
| Rothesay Life PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 07/12/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP250 | 340477 |
| &nbsp;&nbsp;&nbsp; 7.02%, 12/10/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | 587901 |
| Sage Group PLC (The), 2.88%, 02/08/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP450 | 524317 |
| Saltaire Finance PLC, 4.82%, 12/01/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP500 | 693311 |
| Sanctuary Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 04/14/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | 220878 |
| &nbsp;&nbsp;&nbsp; 6.70%, 03/23/39 | &nbsp;&nbsp;&nbsp; GBP200 | 300205 |
| Santander U.K. Group Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.60%, 09/13/29, (1-year EUR Swap + <br> 0.80%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,000 | 1120482 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.53%, 08/25/28, (5-year EUR Swap + <br> 2.00%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR850 | 1021662 |
| Santander U.K. PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 03/12/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 702327 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/12/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 480091 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/12/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 719212 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/16/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP150 | 211643 |
| Scottish Hydro Electric Transmission PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 03/24/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP600 | 617817 |
| &nbsp;&nbsp;&nbsp; 3.38%, 09/04/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1068882 |
| &nbsp;&nbsp;&nbsp; 3.38%, 11/02/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 117181 |
| Scottish Widows Ltd., 7.00%, 06/16/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 288003 |
| Segro Capital SARL, 0.50%, 09/22/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 306961 |
| Segro PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 10/11/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP560 | 715072 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/24/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 236871 |
| &nbsp;&nbsp;&nbsp; 5.13%, 12/06/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 126571 |
| Severn Trent Utilities Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/02/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP450 | 384917 |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/05/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP750 | 913647 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/04/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | 299274 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/04/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 350505 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/05/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 243791 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/29/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 118307 |
| &nbsp;&nbsp;&nbsp; 5.88%, 07/31/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 138302 |
| Sky Ltd., 6.00%, 05/21/27 | &nbsp;&nbsp;&nbsp; GBP650 | 910720 |
| Smiths Group PLC, 2.00%, 02/23/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 589550 |
| &nbsp;&nbsp;&nbsp; South Eastern Power Networks PLC, 5.63%, <br> 09/30/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP800 | 1151819 |
| &nbsp;&nbsp;&nbsp; South West Water Finance PLC, 5.75%, <br> 12/11/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP200 | 282436 |
| Southern Gas Networks PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 09/15/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP450 | 487864 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/16/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 239875 |
| &nbsp;&nbsp;&nbsp; 6.25%, 05/07/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 138269 |
| Southern Housing |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 10/08/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 100778 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/19/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | $280371 |
| &nbsp;&nbsp;&nbsp; Southern Water Services Finance Ltd., 5.13%, <br> 09/30/56<br>| &nbsp;&nbsp;&nbsp; GBP136 | 154903 |
| Sovereign Housing Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 11/04/48<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 74446 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/24/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 250341 |
| SP Transmission PLC, 2.00%, 11/13/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP473 | 562922 |
| SSE PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/18/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | 540574 |
| &nbsp;&nbsp;&nbsp; 4.00%, (1-day SONIA + 2.62%)<sup>(a)(b)(c)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | 540064 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, , (5-year EURIBOR ICE Swap + <br> 2.14%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 240813 |
| &nbsp;&nbsp;&nbsp; 8.38%, 11/20/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP280 | 423825 |
| Standard Chartered PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.86%, 03/17/33, (1-year EURIBOR ICE <br> Swap + 1.30%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 120811 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/04/32, (1-year EUR Swap + <br> 1.45%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 615877 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/18/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 246613 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.87%, 05/10/31, (1-year EUR Swap + <br> 1.85%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | 759998 |
| SW Finance I PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/28/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 199365 |
| &nbsp;&nbsp;&nbsp; 6.13%, 11/19/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 136744 |
| &nbsp;&nbsp;&nbsp; 6.19%, 03/31/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP575 | 814474 |
| &nbsp;&nbsp;&nbsp; 6.88%, 08/07/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 286254 |
| &nbsp;&nbsp;&nbsp; 7.38%, 12/12/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 284029 |
| TC Dudgeon Ofto PLC, 3.16%, 11/12/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP80 | 95574 |
| Telereal Securitisation PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.96%, 12/10/33, (1-day SONIA + <br> 4.44%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | 136151 |
| &nbsp;&nbsp;&nbsp; 3.56%, 12/10/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 255014 |
| Tesco Corporate Treasury Services PLC |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 05/29/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 354046 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/27/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | 510256 |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/06/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 118806 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/13/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 118002 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/27/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 124552 |
| &nbsp;&nbsp;&nbsp; Tesco Property Finance 3 PLC, 5.74%, <br> 04/13/40<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP680 | 939881 |
| &nbsp;&nbsp;&nbsp; Tesco Property Finance 6 PLC, 5.41%, <br> 07/13/44<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP84 | 112566 |
| THFC Funding No. 2 PLC, 6.35%, 07/08/41 | &nbsp;&nbsp;&nbsp; GBP350 | 510310 |
| THFC Funding No. 3 PLC, 5.20%, 10/11/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 253467 |
| &nbsp;&nbsp;&nbsp; Together Housing Finance PLC, 4.50%, <br> 12/17/42<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP200 | 228216 |
| TP ICAP Finance PLC, 6.38%, 06/12/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 140549 |
| Tritax Big Box REIT PLC, 4.75%, 11/12/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | 407179 |
| Unilever Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/22/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 236702 |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/22/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 235417 |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/06/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 360451 |
| &nbsp;&nbsp;&nbsp; Unilever Finance Netherlands BV, 2.25%, <br> 05/16/34<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 109836 |
| Unilever PLC, 1.50%, 06/11/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 184938 |
| UNITE Group PLC (The), 5.63%, 06/25/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 140216 |
| United Utilities Water Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 02/10/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP750 | 668372 |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/12/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | 371465 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/23/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 356780 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/07/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 589504 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/22/46<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | $238929 |
| University of Leeds, 3.13%, 12/19/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 88633 |
| University of Liverpool, 3.38%, 06/25/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 90377 |
| University of Manchester, 4.25%, 07/04/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | 318768 |
| University of Oxford, 2.54%, 12/08/2117<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP350 | 220458 |
| &nbsp;&nbsp;&nbsp; University of Southampton, 2.25%, <br> 04/11/57<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | 67209 |
| Urenco Finance NV, 3.25%, 06/13/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 470946 |
| Utmost Group PLC, 4.00%, 12/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | 375175 |
| &nbsp;&nbsp;&nbsp; Virgin Money U.K. PLC, 7.63%, 08/23/29, <br> (1-year UK Government Bond + <br> 3.05%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP700 | 1033103 |
| Vodafone Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.60%, 07/29/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 219487 |
| &nbsp;&nbsp;&nbsp; 1.63%, 11/24/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 111720 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/24/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 398693 |
| &nbsp;&nbsp;&nbsp; 2.88%, 11/20/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 213207 |
| &nbsp;&nbsp;&nbsp; 5.13%, 12/02/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 116080 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/26/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP150 | 220491 |
| &nbsp;&nbsp;&nbsp; 6.38%, 07/03/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 276570 |
| Vodafone International Financing DAC |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 07/03/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 235823 |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/01/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 117806 |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/02/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | 540555 |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/03/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 117034 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/10/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 225377 |
| Wales & West Utilities Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.88%, 05/28/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | 329661 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/03/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 208349 |
| Wellcome Trust Ltd.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 01/21/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 702855 |
| &nbsp;&nbsp;&nbsp; 1.50%, 07/14/71<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | 185650 |
| &nbsp;&nbsp;&nbsp; 2.52%, 02/07/2118<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP150 | 93960 |
| Wessex Water Services Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 10/31/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 269848 |
| &nbsp;&nbsp;&nbsp; 5.13%, 10/31/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 269848 |
| WHG Treasury PLC, 4.25%, 10/06/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 110635 |
| Whitbread Group PLC, 5.50%, 05/31/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP550 | 758321 |
| Wise Financing PLC, 5.10%, 11/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 274352 |
| WPP Finance 2013 |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 06/09/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 234606 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/12/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR275 | 325447 |
| WPP Finance SA |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 09/22/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR307 | 363185 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/19/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP350 | 443611 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/30/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 608762 |
| Yorkshire Building Society |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/28/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 474056 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/16/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 357253 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.51%, 10/11/30, (1-year UK Government <br> Bond + 2.05%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP500 | 659433 |
| Yorkshire Water Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 10/27/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 217582 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/18/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP550 | 488814 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/28/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 275774 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/22/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 139352 |
| &nbsp;&nbsp;&nbsp; 6.63%, 07/22/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 138348 |
|  |  | 194994060 |
| **United States — 2.4%** | **United States — 2.4%** | **United States — 2.4%** |
| 3M Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 11/09/26 | &nbsp;&nbsp;&nbsp; EUR250 | 294577 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/15/30 | &nbsp;&nbsp;&nbsp; EUR300 | $338341 |
| AbbVie, Inc., 0.75%, 11/18/27 | &nbsp;&nbsp;&nbsp; EUR1,000 | 1151262 |
| Air Lease Corp., 3.70%, 04/15/30 | &nbsp;&nbsp;&nbsp; EUR350 | 421134 |
| Air Products and Chemicals, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 0.80%, 05/05/32 | &nbsp;&nbsp;&nbsp; EUR500 | 510998 |
| &nbsp;&nbsp;&nbsp; 2.95%, 05/14/31 | &nbsp;&nbsp;&nbsp; EUR300 | 352798 |
| &nbsp;&nbsp;&nbsp; 3.45%, 02/14/37 | &nbsp;&nbsp;&nbsp; EUR250 | 284087 |
| &nbsp;&nbsp;&nbsp; Albemarle New Holding GmbH, 1.63%, <br> 11/25/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 230932 |
| Alphabet, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 11/06/28 | &nbsp;&nbsp;&nbsp; EUR325 | 384494 |
| &nbsp;&nbsp;&nbsp; 2.88%, 11/06/31 | &nbsp;&nbsp;&nbsp; EUR500 | 589053 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/06/34 | &nbsp;&nbsp;&nbsp; EUR650 | 756098 |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/06/37 | &nbsp;&nbsp;&nbsp; EUR800 | 923158 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/06/38 | &nbsp;&nbsp;&nbsp; EUR425 | 489127 |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/06/45 | &nbsp;&nbsp;&nbsp; EUR500 | 566592 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/06/44 | &nbsp;&nbsp;&nbsp; EUR500 | 578639 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/06/54 | &nbsp;&nbsp;&nbsp; EUR200 | 220890 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/06/64 | &nbsp;&nbsp;&nbsp; EUR300 | 339087 |
| &nbsp;&nbsp;&nbsp; Series ., 3.00%, Series ., 05/06/33 | &nbsp;&nbsp;&nbsp; EUR100 | 117031 |
| Altria Group, Inc., 3.13%, 06/15/31 | &nbsp;&nbsp;&nbsp; EUR300 | 352902 |
| &nbsp;&nbsp;&nbsp; American Express Co., 3.43%, 05/20/32, <br> (3-mo. EURIBOR + 1.10%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 119643 |
| American Honda Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 10/19/27 | &nbsp;&nbsp;&nbsp; GBP500 | 653835 |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/21/29 | &nbsp;&nbsp;&nbsp; EUR1,300 | 1563525 |
| &nbsp;&nbsp;&nbsp; 3.65%, 04/23/31 | &nbsp;&nbsp;&nbsp; EUR500 | 603810 |
| &nbsp;&nbsp;&nbsp; 5.05%, 08/20/31 | &nbsp;&nbsp;&nbsp; GBP300 | 413625 |
| &nbsp;&nbsp;&nbsp; American International Group, Inc., 1.88%, <br> 06/21/27<br>| &nbsp;&nbsp;&nbsp; EUR250 | 294009 |
| American Medical Systems Europe BV |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 03/08/28 | &nbsp;&nbsp;&nbsp; EUR600 | 694425 |
| &nbsp;&nbsp;&nbsp; 1.88%, 03/08/34 | &nbsp;&nbsp;&nbsp; EUR400 | 420837 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/08/34 | &nbsp;&nbsp;&nbsp; EUR100 | 116679 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/08/32 | &nbsp;&nbsp;&nbsp; EUR500 | 602725 |
| American Tower Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 0.95%, 10/05/30 | &nbsp;&nbsp;&nbsp; EUR450 | 485383 |
| &nbsp;&nbsp;&nbsp; 1.95%, 05/22/26 | &nbsp;&nbsp;&nbsp; EUR325 | 384818 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/30/32 | &nbsp;&nbsp;&nbsp; EUR500 | 599440 |
| &nbsp;&nbsp;&nbsp; 4.10%, 05/16/34 | &nbsp;&nbsp;&nbsp; EUR100 | 121310 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/16/31 | &nbsp;&nbsp;&nbsp; EUR400 | 506278 |
| Amgen, Inc., 4.00%, 09/13/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP450 | 609511 |
| &nbsp;&nbsp;&nbsp; Amphenol Corp., Series ., 3.13%, Series ., <br> 06/16/32<br>| &nbsp;&nbsp;&nbsp; EUR200 | 236619 |
| AP Moller - Maersk A/S, 3.50%, 09/17/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 234704 |
| Apple, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 11/15/31 | &nbsp;&nbsp;&nbsp; EUR300 | 313273 |
| &nbsp;&nbsp;&nbsp; 0.75%, 02/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF250 | 327347 |
| &nbsp;&nbsp;&nbsp; 3.05%, 07/31/29 | &nbsp;&nbsp;&nbsp; GBP200 | 265520 |
| &nbsp;&nbsp;&nbsp; 3.60%, 07/31/42 | &nbsp;&nbsp;&nbsp; GBP850 | 940971 |
| Aptiv Swiss Holdings Ltd., 4.25%, 06/11/36 | &nbsp;&nbsp;&nbsp; EUR200 | 239474 |
| AT&T, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.60%, 05/19/28 | &nbsp;&nbsp;&nbsp; EUR400 | 464226 |
| &nbsp;&nbsp;&nbsp; 1.60%, 05/19/28 | &nbsp;&nbsp;&nbsp; EUR700 | 812395 |
| &nbsp;&nbsp;&nbsp; 2.05%, 05/19/32 | &nbsp;&nbsp;&nbsp; EUR450 | 495611 |
| &nbsp;&nbsp;&nbsp; 2.35%, 09/05/29 | &nbsp;&nbsp;&nbsp; EUR200 | 233222 |
| &nbsp;&nbsp;&nbsp; 2.60%, 12/17/29 | &nbsp;&nbsp;&nbsp; EUR855 | 1003266 |
| &nbsp;&nbsp;&nbsp; 3.15%, 09/04/36 | &nbsp;&nbsp;&nbsp; EUR950 | 1053388 |
| &nbsp;&nbsp;&nbsp; 3.55%, 12/17/32 | &nbsp;&nbsp;&nbsp; EUR500 | 597624 |
| &nbsp;&nbsp;&nbsp; 4.05%, 06/01/37 | &nbsp;&nbsp;&nbsp; EUR300 | 358753 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/18/34 | &nbsp;&nbsp;&nbsp; EUR1,100 | 1361662 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp;&nbsp; 4.60%, 09/19/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD200 | $138093 |
| &nbsp;&nbsp;&nbsp; 4.85%, 05/25/47 | &nbsp;&nbsp;&nbsp; CAD150 | 105387 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/01/44 | &nbsp;&nbsp;&nbsp; GBP600 | 700144 |
| &nbsp;&nbsp;&nbsp; 5.10%, 11/25/48 | &nbsp;&nbsp;&nbsp; CAD150 | 108695 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP450 | 623302 |
| &nbsp;&nbsp;&nbsp; 7.00%, 04/30/40 | &nbsp;&nbsp;&nbsp; GBP500 | 747210 |
| Athene Global Funding |  |  |
| &nbsp;&nbsp;&nbsp; 0.37%, 09/10/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 468069 |
| &nbsp;&nbsp;&nbsp; 0.63%, 01/12/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR750 | 853452 |
| &nbsp;&nbsp;&nbsp; 1.88%, 11/30/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 126665 |
| &nbsp;&nbsp;&nbsp; 2.88%, 07/21/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR275 | 326121 |
| &nbsp;&nbsp;&nbsp; 3.72%, 08/22/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 354055 |
| &nbsp;&nbsp;&nbsp; 4.76%, 04/21/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD200 | 138283 |
| &nbsp;&nbsp;&nbsp; 5.15%, 11/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | 413411 |
| &nbsp;&nbsp;&nbsp; 5.86%, 09/19/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 136800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series MPLE, 4.61%, Series MPLE, <br> 09/19/35<br>| &nbsp;&nbsp;&nbsp; CAD500 | 362588 |
| Autoliv, Inc., 3.00%, 10/29/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 353121 |
| Avery Dennison Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/04/34 | &nbsp;&nbsp;&nbsp; EUR500 | 588869 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/11/35 | &nbsp;&nbsp;&nbsp; EUR100 | 119773 |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.58%, 08/24/28, (3-mo. EURIBOR + <br> 0.76%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,150 | 1324368 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.65%, 10/26/31, (3-mo. EURIBOR + <br> 0.94%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 422592 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.69%, 03/22/31, (3-mo. EURIBOR + <br> 0.79%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,150 | 1238089 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.10%, 05/24/32, (3-mo. EURIBOR + <br> 0.95%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 425439 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.66%, 04/25/28, (3-mo. EURIBOR + <br> 0.89%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR750 | 880571 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.67%, 06/02/29, (1-year UK <br> GovernmentBond + 1.10%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP700 | 902517 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.82%, 04/27/33, (3-mo. EURIBOR + <br> 1.20%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 345255 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.98%, 10/30/31, (3-mo. EURIBOR + <br> 0.76%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,250 | 1468536 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.26%, 01/28/31, (3-mo. EURIBOR + <br> 0.90%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,100 | 1314120 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.49%, 03/10/34, (3-mo. EURIBOR + <br> 1.10%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 237220 |
| &nbsp;&nbsp;&nbsp; 3.62%, 03/16/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD600 | 444016 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 03/31/29, (3-mo. EURIBOR + <br> 3.67%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,000 | 1211308 |
| &nbsp;&nbsp;&nbsp; Series MPLE, 2.60%, 04/04/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD100 | 72716 |
| Baxter International, Inc., 1.30%, 05/15/29 | &nbsp;&nbsp;&nbsp; EUR500 | 559733 |
| Becton Dickinson & Co., 3.83%, 06/07/32 | &nbsp;&nbsp;&nbsp; EUR500 | 607052 |
| Becton Dickinson Euro Finance SARL |  |  |
| &nbsp;&nbsp;&nbsp; 0.33%, 08/13/28 | &nbsp;&nbsp;&nbsp; EUR725 | 812724 |
| &nbsp;&nbsp;&nbsp; 1.21%, 06/04/26 | &nbsp;&nbsp;&nbsp; EUR300 | 354372 |
| &nbsp;&nbsp;&nbsp; 1.34%, 08/13/41 | &nbsp;&nbsp;&nbsp; EUR500 | 395296 |
| &nbsp;&nbsp;&nbsp; 4.03%, 06/07/36 | &nbsp;&nbsp;&nbsp; EUR200 | 240771 |
| Berkshire Hathaway Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/18/30 | &nbsp;&nbsp;&nbsp; EUR200 | 227132 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/18/34 | &nbsp;&nbsp;&nbsp; EUR500 | 537645 |
| &nbsp;&nbsp;&nbsp; 2.38%, 06/19/39 | &nbsp;&nbsp;&nbsp; GBP700 | 677056 |
| &nbsp;&nbsp;&nbsp; 2.63%, 06/19/59 | &nbsp;&nbsp;&nbsp; GBP600 | 436773 |
| Berkshire Hathaway, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 01/15/41 | &nbsp;&nbsp;&nbsp; EUR600 | 436554 |
| &nbsp;&nbsp;&nbsp; 1.13%, 03/16/27 | &nbsp;&nbsp;&nbsp; EUR590 | 690351 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp;&nbsp; 2.15%, 03/15/28 | &nbsp;&nbsp;&nbsp; EUR300 | $352614 |
| Blackstone Holdings Finance Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/10/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1029278 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 354876 |
| &nbsp;&nbsp;&nbsp; Blackstone Property Partners Europe <br> Holdings SARL, 1.75%, 03/12/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR250 | 285555 |
| BMS Ireland Capital Funding DAC |  |  |
| &nbsp;&nbsp;&nbsp; 2.97%, 11/10/30 | &nbsp;&nbsp;&nbsp; EUR300 | 356784 |
| &nbsp;&nbsp;&nbsp; 3.36%, 11/10/33 | &nbsp;&nbsp;&nbsp; EUR475 | 561250 |
| &nbsp;&nbsp;&nbsp; 3.86%, 11/10/38 | &nbsp;&nbsp;&nbsp; EUR250 | 295524 |
| &nbsp;&nbsp;&nbsp; 4.29%, 11/10/45 | &nbsp;&nbsp;&nbsp; EUR300 | 352558 |
| &nbsp;&nbsp;&nbsp; 4.58%, 11/10/55 | &nbsp;&nbsp;&nbsp; EUR475 | 551476 |
| Booking Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.80%, 03/03/27 | &nbsp;&nbsp;&nbsp; EUR430 | 506680 |
| &nbsp;&nbsp;&nbsp; 1.80%, 03/03/27 | &nbsp;&nbsp;&nbsp; EUR100 | 117832 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/21/37 | &nbsp;&nbsp;&nbsp; EUR100 | 116156 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/21/45 | &nbsp;&nbsp;&nbsp; EUR200 | 216014 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/26 | &nbsp;&nbsp;&nbsp; EUR535 | 641642 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/44 | &nbsp;&nbsp;&nbsp; EUR900 | 996529 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/12/33 | &nbsp;&nbsp;&nbsp; EUR200 | 247178 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/12/33 | &nbsp;&nbsp;&nbsp; EUR750 | 926918 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/09/38 | &nbsp;&nbsp;&nbsp; EUR100 | 119173 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/31 | &nbsp;&nbsp;&nbsp; EUR525 | 662902 |
| BorgWarner, Inc., 1.00%, 05/19/31 | &nbsp;&nbsp;&nbsp; EUR850 | 897654 |
| BP Capital Markets BV |  |  |
| &nbsp;&nbsp;&nbsp; 0.93%, 12/04/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 75566 |
| &nbsp;&nbsp;&nbsp; 1.47%, 09/21/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 241874 |
| &nbsp;&nbsp;&nbsp; 3.36%, 09/12/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 360066 |
| BP Capital Markets PLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.07%, 09/12/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 270441 |
| &nbsp;&nbsp;&nbsp; 5.77%, 05/25/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 141097 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series ., 4.38%, Series ., , (5-year EUR <br> Swap + 2.13%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 363591 |
| Carrier Global Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 01/15/37 | &nbsp;&nbsp;&nbsp; EUR300 | 346465 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/29/32 | &nbsp;&nbsp;&nbsp; EUR300 | 379567 |
| Caterpillar Financial Services Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.54%, 11/20/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 118237 |
| &nbsp;&nbsp;&nbsp; 4.62%, 02/28/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | 554701 |
| CCF SFH SACA, 2.75%, 05/07/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | 1294855 |
| Chubb INA Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.40%, 06/15/31 | &nbsp;&nbsp;&nbsp; EUR330 | 359475 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/15/38 | &nbsp;&nbsp;&nbsp; EUR400 | 413300 |
| Citigroup, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 04/10/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 452627 |
| &nbsp;&nbsp;&nbsp; 1.50%, 10/26/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR950 | 1091459 |
| &nbsp;&nbsp;&nbsp; 1.75%, 10/23/26 | &nbsp;&nbsp;&nbsp; GBP100 | 134583 |
| &nbsp;&nbsp;&nbsp; 1.75%, 10/23/26 | &nbsp;&nbsp;&nbsp; GBP100 | 134583 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.93%, 10/22/30, (3-mo. EURIBOR + <br> 0.78%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | 708787 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.49%, 10/22/34, (3-mo. EURIBOR + <br> 1.30%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR900 | 1054875 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/14/32, (3-mo. EURIBOR + <br> 1.05%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 121177 |
| &nbsp;&nbsp;&nbsp; 4.11%, 09/22/33<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 369877 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.11%, 09/22/33, (3-mo. EURIBOR + <br> 1.60%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 246585 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.11%, 04/29/36, (3-mo. EURIBOR + <br> 1.58%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | 727811 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 07/23/36, (3-mo. EURIBOR + <br> 1.61%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 241518 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp;&nbsp; 4.55%, 06/03/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD400 | $299872 |
| &nbsp;&nbsp;&nbsp; 5.07%, 04/29/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD300 | 226012 |
| &nbsp;&nbsp;&nbsp; 7.38%, 09/01/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | 636959 |
| &nbsp;&nbsp;&nbsp; CNH Industrial Finance Europe SA, 1.75%, <br> 03/25/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR450 | 529351 |
| CNH Industrial NV, 3.75%, 06/11/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 363153 |
| Coca-Cola Co.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 03/09/29 | &nbsp;&nbsp;&nbsp; EUR676 | 743813 |
| &nbsp;&nbsp;&nbsp; 1.00%, 03/09/41 | &nbsp;&nbsp;&nbsp; EUR300 | 238820 |
| &nbsp;&nbsp;&nbsp; 1.63%, 03/09/35 | &nbsp;&nbsp;&nbsp; EUR1,163 | 1185646 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/14/32 | &nbsp;&nbsp;&nbsp; EUR500 | 597313 |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/15/37 | &nbsp;&nbsp;&nbsp; EUR700 | 808775 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/15/53 | &nbsp;&nbsp;&nbsp; EUR200 | 215346 |
| Colgate-Palmolive Co. |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 03/06/26 | &nbsp;&nbsp;&nbsp; EUR360 | 426104 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/10/35 | &nbsp;&nbsp;&nbsp; EUR200 | 232559 |
| Comcast Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 09/14/29 | &nbsp;&nbsp;&nbsp; EUR100 | 108289 |
| &nbsp;&nbsp;&nbsp; 0.75%, 02/20/32 | &nbsp;&nbsp;&nbsp; EUR100 | 102429 |
| &nbsp;&nbsp;&nbsp; 1.25%, 02/20/40 | &nbsp;&nbsp;&nbsp; EUR300 | 256243 |
| &nbsp;&nbsp;&nbsp; 1.88%, 02/20/36 | &nbsp;&nbsp;&nbsp; GBP450 | 449524 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/26/32 | &nbsp;&nbsp;&nbsp; EUR200 | 235907 |
| &nbsp;&nbsp;&nbsp; 3.55%, 09/26/36 | &nbsp;&nbsp;&nbsp; EUR400 | 464577 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/26/40 | &nbsp;&nbsp;&nbsp; GBP200 | 256131 |
| &nbsp;&nbsp;&nbsp; Corebridge Global Funding, Series 1, 3.84%, <br> Series 1, 01/15/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; CAD300 | 221196 |
| CRH Finance DAC, 1.38%, 10/18/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 345076 |
| Crh Finance U.K. PLC, 4.13%, 12/02/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | 405736 |
| CRH SMW Finance DAC, 4.25%, 07/11/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 494387 |
| Danaher Corp., 2.50%, 03/30/30 | &nbsp;&nbsp;&nbsp; EUR200 | 234501 |
| DH Europe Finance II Sarl, 1.80%, 09/18/49 | &nbsp;&nbsp;&nbsp; EUR250 | 186098 |
| DH Europe Finance II SARL |  |  |
| &nbsp;&nbsp;&nbsp; 0.45%, 03/18/28 | &nbsp;&nbsp;&nbsp; EUR675 | 766375 |
| &nbsp;&nbsp;&nbsp; 0.75%, 09/18/31 | &nbsp;&nbsp;&nbsp; EUR600 | 627177 |
| &nbsp;&nbsp;&nbsp; 1.35%, 09/18/39 | &nbsp;&nbsp;&nbsp; EUR450 | 395520 |
| DH Europe Finance SARL, 1.20%, 06/30/27 | &nbsp;&nbsp;&nbsp; EUR500 | 582934 |
| Digital Dutch Finco BV |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 01/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | 562962 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 334197 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/13/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 356293 |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 352062 |
| Digital Euro Finco LLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 04/09/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 343614 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 235752 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/20/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 233216 |
| Digital Intrepid Holding BV |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 07/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 406726 |
| &nbsp;&nbsp;&nbsp; 1.38%, 07/18/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 102770 |
| Digital Stout Holding LLC, 3.75%, 10/17/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 261120 |
| Dover Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 11/04/27 | &nbsp;&nbsp;&nbsp; EUR300 | 344754 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/12/33 | &nbsp;&nbsp;&nbsp; EUR300 | 353353 |
| Dow Chemical Co.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 03/15/32 | &nbsp;&nbsp;&nbsp; EUR400 | 409451 |
| &nbsp;&nbsp;&nbsp; 1.88%, 03/15/40 | &nbsp;&nbsp;&nbsp; EUR100 | 84539 |
| Duke Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 06/15/28 | &nbsp;&nbsp;&nbsp; EUR350 | 418345 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/31 | &nbsp;&nbsp;&nbsp; EUR400 | 482772 |
| &nbsp;&nbsp;&nbsp; DXC Capital Funding DAC, 0.45%, <br> 09/15/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 343616 |
| Eaton Capital ULC, 0.58%, 03/08/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 108335 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Eaton Capital UnLtd Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 05/21/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | $243699 |
| &nbsp;&nbsp;&nbsp; 3.80%, 05/21/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 360487 |
| Eli Lilly & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 11/01/31 | &nbsp;&nbsp;&nbsp; EUR400 | 418547 |
| &nbsp;&nbsp;&nbsp; 1.13%, 09/14/51 | &nbsp;&nbsp;&nbsp; EUR575 | 357636 |
| &nbsp;&nbsp;&nbsp; 1.38%, 09/14/61 | &nbsp;&nbsp;&nbsp; EUR100 | 56168 |
| &nbsp;&nbsp;&nbsp; 1.63%, 06/02/26 | &nbsp;&nbsp;&nbsp; EUR350 | 414012 |
| Emerson Electric Co., 3.50%, 03/15/37 | &nbsp;&nbsp;&nbsp; EUR250 | 293738 |
| &nbsp;&nbsp;&nbsp; Equinix Canada Financing Ltd., 4.00%, <br> 11/15/32<br>| &nbsp;&nbsp;&nbsp; CAD300 | 218563 |
| Equinix Europe 2 Financing Corp. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/19/29 | &nbsp;&nbsp;&nbsp; EUR200 | 239027 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/15/31 | &nbsp;&nbsp;&nbsp; EUR450 | 530006 |
| &nbsp;&nbsp;&nbsp; 3.63%, 11/22/34 | &nbsp;&nbsp;&nbsp; EUR200 | 230575 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/03/33 | &nbsp;&nbsp;&nbsp; EUR200 | 235511 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/19/34 | &nbsp;&nbsp;&nbsp; EUR200 | 238822 |
| Equinix, Inc., 0.25%, 03/15/27 | &nbsp;&nbsp;&nbsp; EUR250 | 289066 |
| Experian Europe DAC, 1.56%, 05/16/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | 496161 |
| Experian Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 06/25/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 236260 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/07/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 254710 |
| Exxon Mobil Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 0.84%, 06/26/32 | &nbsp;&nbsp;&nbsp; EUR450 | 462649 |
| &nbsp;&nbsp;&nbsp; 1.41%, 06/26/39 | &nbsp;&nbsp;&nbsp; EUR500 | 435900 |
| FedEx Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 01/11/27 | &nbsp;&nbsp;&nbsp; EUR990 | 1166290 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/30/32 | &nbsp;&nbsp;&nbsp; EUR200 | 238220 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/30/37 | &nbsp;&nbsp;&nbsp; EUR250 | 295743 |
| &nbsp;&nbsp;&nbsp; Series ., 1.30%, Series ., 08/05/31 | &nbsp;&nbsp;&nbsp; EUR307 | 319844 |
| Ferrovial Emisiones SA, 0.54%, 11/12/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 896072 |
| Fidelity National Information Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 12/03/28 | &nbsp;&nbsp;&nbsp; EUR350 | 394982 |
| &nbsp;&nbsp;&nbsp; 1.50%, 05/21/27 | &nbsp;&nbsp;&nbsp; EUR600 | 701809 |
| &nbsp;&nbsp;&nbsp; 2.95%, 05/21/39 | &nbsp;&nbsp;&nbsp; EUR200 | 207811 |
| Fiserv Funding ULC |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/15/28 | &nbsp;&nbsp;&nbsp; EUR200 | 237186 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/15/32 | &nbsp;&nbsp;&nbsp; EUR550 | 643034 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/15/36 | &nbsp;&nbsp;&nbsp; EUR850 | 990525 |
| Fiserv, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 07/01/30 | &nbsp;&nbsp;&nbsp; EUR150 | 165463 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/31 | &nbsp;&nbsp;&nbsp; GBP300 | 370362 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/24/31 | &nbsp;&nbsp;&nbsp; EUR200 | 247256 |
| Ford Credit Canada Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.22%, 01/10/28 | &nbsp;&nbsp;&nbsp; CAD400 | 296231 |
| &nbsp;&nbsp;&nbsp; 4.79%, 09/12/29 | &nbsp;&nbsp;&nbsp; CAD200 | 149092 |
| &nbsp;&nbsp;&nbsp; 5.58%, 05/23/31 | &nbsp;&nbsp;&nbsp; CAD300 | 228056 |
| &nbsp;&nbsp;&nbsp; 5.67%, 02/20/30 | &nbsp;&nbsp;&nbsp; CAD200 | 153036 |
| &nbsp;&nbsp;&nbsp; 6.38%, 11/10/28 | &nbsp;&nbsp;&nbsp; CAD400 | 310815 |
| Ford Motor Credit Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.78%, 09/16/29 | &nbsp;&nbsp;&nbsp; EUR100 | 120154 |
| &nbsp;&nbsp;&nbsp; 4.07%, 08/21/30 | &nbsp;&nbsp;&nbsp; EUR400 | 482031 |
| &nbsp;&nbsp;&nbsp; 4.17%, 11/21/28 | &nbsp;&nbsp;&nbsp; EUR200 | 243252 |
| &nbsp;&nbsp;&nbsp; 4.45%, 02/14/30 | &nbsp;&nbsp;&nbsp; EUR400 | 489029 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/16/32 | &nbsp;&nbsp;&nbsp; EUR300 | 365082 |
| &nbsp;&nbsp;&nbsp; 4.87%, 08/03/27 | &nbsp;&nbsp;&nbsp; EUR600 | 732964 |
| &nbsp;&nbsp;&nbsp; 5.78%, 04/30/30 | &nbsp;&nbsp;&nbsp; GBP200 | 276517 |
| &nbsp;&nbsp;&nbsp; 6.13%, 05/15/28 | &nbsp;&nbsp;&nbsp; EUR500 | 632501 |
| GA Global Funding Trust |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/20/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | 646523 |
| &nbsp;&nbsp;&nbsp; 4.13%, 09/16/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 117014 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp;&nbsp; GE Capital European Funding Unlimited Co., <br> 4.63%, 02/22/27<br>| &nbsp;&nbsp;&nbsp; EUR50 | $60533 |
| General Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 05/17/29 | &nbsp;&nbsp;&nbsp; EUR525 | 598516 |
| &nbsp;&nbsp;&nbsp; 2.13%, 05/17/37 | &nbsp;&nbsp;&nbsp; EUR600 | 606522 |
| &nbsp;&nbsp;&nbsp; 4.13%, 09/19/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | 309707 |
| General Mills, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 10/23/30 | &nbsp;&nbsp;&nbsp; EUR400 | 486141 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/23/34 | &nbsp;&nbsp;&nbsp; EUR300 | 360671 |
| General Motors Financial Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 0.60%, 05/20/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1041740 |
| &nbsp;&nbsp;&nbsp; 0.65%, 09/07/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,050 | 1182807 |
| &nbsp;&nbsp;&nbsp; 3.70%, 07/14/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 241265 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/10/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,500 | 1841496 |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR125 | 154403 |
| General Motors Financial of Canada Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/09/29 | &nbsp;&nbsp;&nbsp; CAD200 | 153356 |
| &nbsp;&nbsp;&nbsp; 5.10%, 07/14/28 | &nbsp;&nbsp;&nbsp; CAD200 | 153092 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/09/28 | &nbsp;&nbsp;&nbsp; CAD250 | 190597 |
| &nbsp;&nbsp;&nbsp; GlaxoSmithKline Capital PLC, 1.63%, <br> 05/12/35<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | 102618 |
| Global Payments, Inc., 4.88%, 03/17/31 | &nbsp;&nbsp;&nbsp; EUR300 | 373103 |
| Goldman Sachs Group, Inc.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 01/26/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,367 | 1548861 |
| &nbsp;&nbsp;&nbsp; 0.88%, 01/21/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 219725 |
| &nbsp;&nbsp;&nbsp; 1.00%, 03/18/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | 655938 |
| &nbsp;&nbsp;&nbsp; 1.63%, 07/27/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR455 | 537805 |
| &nbsp;&nbsp;&nbsp; 1.88%, 12/16/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP450 | 546450 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/22/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | 644221 |
| &nbsp;&nbsp;&nbsp; 3.13%, 07/25/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP350 | 458943 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/23/33, (3-mo. EURIBOR + <br> 1.15%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,150 | 1374640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.98%, 12/18/36, (3-mo. EURIBOR + <br> 1.10%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 596902 |
| &nbsp;&nbsp;&nbsp; 7.25%, 04/10/28 | &nbsp;&nbsp;&nbsp; GBP845 | 1226020 |
| &nbsp;&nbsp;&nbsp; Series MPLE, 2.01%, 02/28/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD300 | 215687 |
| Haleon Netherlands Capital BV |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/29/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | 509074 |
| &nbsp;&nbsp;&nbsp; 2.13%, 03/29/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 214552 |
| Haleon U.K. Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 10/29/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 265078 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/29/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 222923 |
| Highland Holdings SARL, 2.88%, 11/19/27 | &nbsp;&nbsp;&nbsp; EUR400 | 476615 |
| Honeywell International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 03/10/32 | &nbsp;&nbsp;&nbsp; EUR300 | 308119 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/17/32 | &nbsp;&nbsp;&nbsp; EUR100 | 121236 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/01/36 | &nbsp;&nbsp;&nbsp; EUR300 | 354579 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/02/34 | &nbsp;&nbsp;&nbsp; EUR352 | 432943 |
| Hyundai Capital America, 3.50%, 06/26/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 239857 |
| IHG Finance LLC, 3.63%, 09/27/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 239390 |
| Illinois Tool Works, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 05/22/30 | &nbsp;&nbsp;&nbsp; EUR860 | 988015 |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/17/32 | &nbsp;&nbsp;&nbsp; EUR850 | 1020172 |
| International Business Machines Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 0.30%, 11/02/26 | &nbsp;&nbsp;&nbsp; JPY100,000 | 639987 |
| &nbsp;&nbsp;&nbsp; 0.30%, 02/11/28 | &nbsp;&nbsp;&nbsp; EUR1,280 | 1453369 |
| &nbsp;&nbsp;&nbsp; 1.25%, 02/09/34 | &nbsp;&nbsp;&nbsp; EUR300 | 301053 |
| &nbsp;&nbsp;&nbsp; 1.25%, 02/09/34 | &nbsp;&nbsp;&nbsp; EUR100 | 100351 |
| &nbsp;&nbsp;&nbsp; 1.75%, 01/31/31 | &nbsp;&nbsp;&nbsp; EUR505 | 563936 |
| &nbsp;&nbsp;&nbsp; 2.90%, 02/10/30 | &nbsp;&nbsp;&nbsp; EUR1,050 | 1247057 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/03/31 | &nbsp;&nbsp;&nbsp; EUR225 | 266153 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp;&nbsp; 3.15%, 02/10/33 | &nbsp;&nbsp;&nbsp; EUR1,350 | $1578829 |
| &nbsp;&nbsp;&nbsp; 3.45%, 02/03/34 | &nbsp;&nbsp;&nbsp; EUR275 | 324984 |
| &nbsp;&nbsp;&nbsp; 3.45%, 02/10/37 | &nbsp;&nbsp;&nbsp; EUR200 | 229631 |
| &nbsp;&nbsp;&nbsp; 3.63%, 02/06/31 | &nbsp;&nbsp;&nbsp; EUR100 | 121605 |
| &nbsp;&nbsp;&nbsp; 3.80%, 02/10/45 | &nbsp;&nbsp;&nbsp; EUR400 | 435474 |
| &nbsp;&nbsp;&nbsp; 3.85%, 02/03/38 | &nbsp;&nbsp;&nbsp; EUR150 | 176849 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/06/43 | &nbsp;&nbsp;&nbsp; EUR400 | 458200 |
| John Deere Bank SA, 3.30%, 10/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | 423299 |
| John Deere Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/11/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 118406 |
| &nbsp;&nbsp;&nbsp; 3.45%, 07/16/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 482508 |
| &nbsp;&nbsp;&nbsp; John Deere Cash Management SARL, 2.20%, <br> 04/02/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR350 | 394639 |
| John Deere Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.58%, 10/16/26 | &nbsp;&nbsp;&nbsp; CAD200 | 146969 |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/11/28 | &nbsp;&nbsp;&nbsp; CAD200 | 151445 |
| &nbsp;&nbsp;&nbsp; 5.17%, 09/15/28 | &nbsp;&nbsp;&nbsp; CAD600 | 463503 |
| Johnson & Johnson |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 05/20/35 | &nbsp;&nbsp;&nbsp; EUR400 | 412638 |
| &nbsp;&nbsp;&nbsp; 2.70%, 02/26/29 | &nbsp;&nbsp;&nbsp; EUR300 | 357913 |
| &nbsp;&nbsp;&nbsp; 3.05%, 02/26/33 | &nbsp;&nbsp;&nbsp; EUR400 | 473340 |
| &nbsp;&nbsp;&nbsp; 3.20%, 06/01/32 | &nbsp;&nbsp;&nbsp; EUR200 | 240172 |
| &nbsp;&nbsp;&nbsp; 3.35%, 06/01/36 | &nbsp;&nbsp;&nbsp; EUR450 | 529767 |
| &nbsp;&nbsp;&nbsp; 3.35%, 02/26/37 | &nbsp;&nbsp;&nbsp; EUR300 | 349473 |
| &nbsp;&nbsp;&nbsp; 3.60%, 02/26/45 | &nbsp;&nbsp;&nbsp; EUR200 | 224788 |
| &nbsp;&nbsp;&nbsp; 3.70%, 02/26/55 | &nbsp;&nbsp;&nbsp; EUR400 | 434139 |
| &nbsp;&nbsp;&nbsp; Johnson Controls International PLC, 4.25%, <br> 05/23/35<br>| &nbsp;&nbsp;&nbsp; EUR430 | 535848 |
| JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.60%, 02/17/33, (3-mo. EURIBOR + <br> 0.65%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR550 | 557609 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.05%, 11/04/32, (3-mo. EURIBOR + <br> 0.87%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR650 | 683136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.81%, 06/12/29, (3-mo. EURIBOR + <br> 0.95%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR450 | 523415 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 04/28/33, (1-day SONIA + <br> 1.13%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP200 | 233535 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.96%, 03/23/30, (3-mo. EURIBOR + <br> 1.13%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR963 | 1112322 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/24/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | 537883 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/18/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP350 | 477760 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.59%, 01/23/36, (3-mo. EURIBOR + <br> 1.05%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 470849 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.67%, 06/06/28, (3-mo. EURIBOR + <br> 0.60%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 481213 |
| &nbsp;&nbsp;&nbsp; 3.76%, 03/21/34<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; EUR1,900 | 2296103 |
| &nbsp;&nbsp;&nbsp; Series MPLE, 1.90%, 03/05/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | 145413 |
| Kinder Morgan, Inc., 2.25%, 03/16/27 | &nbsp;&nbsp;&nbsp; EUR300 | 354590 |
| Kraft Heinz Foods Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,150 | 1349914 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/15/33 | &nbsp;&nbsp;&nbsp; EUR200 | 231943 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/01/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 136329 |
| Liberty Mutual Group, Inc., 3.88%, 09/26/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 820307 |
| Linde Finance BV, 0.25%, 05/19/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 692284 |
| Linde PLC |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 09/30/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 480527 |
| &nbsp;&nbsp;&nbsp; 1.00%, 09/30/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 58643 |
| &nbsp;&nbsp;&nbsp; 1.38%, 03/31/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 765937 |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/18/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 592487 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/18/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 342320 |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/04/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 363556 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp;&nbsp; 3.40%, 02/14/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | $350872 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/04/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 338063 |
| LKQ Dutch Bond BV, 4.13%, 03/13/31 | &nbsp;&nbsp;&nbsp; EUR100 | 120860 |
| &nbsp;&nbsp;&nbsp; LYB International Finance II BV, 0.88%, <br> 09/17/26<br>| &nbsp;&nbsp;&nbsp; EUR200 | 234903 |
| ManpowerGroup, Inc., 3.75%, 12/13/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 355250 |
| &nbsp;&nbsp;&nbsp; Marsh & McLennan Companies, Inc., 1.98%, <br> 03/21/30<br>| &nbsp;&nbsp;&nbsp; EUR200 | 228016 |
| MassMutual Global Funding II |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/11/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 352817 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | 149369 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/05/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 137610 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/29/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 138051 |
| Mastercard, Inc., 1.00%, 02/22/29 | &nbsp;&nbsp;&nbsp; EUR500 | 565453 |
| McDonald's Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 0.90%, 06/15/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 472116 |
| &nbsp;&nbsp;&nbsp; 1.60%, 03/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 551990 |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/03/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1045370 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 239324 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/31/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 227429 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/21/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 479868 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/31/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 230160 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/20/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 123007 |
| &nbsp;&nbsp;&nbsp; 4.11%, 08/21/32 | &nbsp;&nbsp;&nbsp; CAD200 | 149074 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/28/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 367625 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/07/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 371375 |
| &nbsp;&nbsp;&nbsp; 4.86%, 05/21/31 | &nbsp;&nbsp;&nbsp; CAD200 | 155210 |
| McKesson Corp., 3.13%, 02/17/29 | &nbsp;&nbsp;&nbsp; GBP200 | 265364 |
| Medtronic Global Holdings SCA |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 10/15/32 | &nbsp;&nbsp;&nbsp; EUR100 | 101406 |
| &nbsp;&nbsp;&nbsp; 1.00%, 07/02/31 | &nbsp;&nbsp;&nbsp; EUR1,050 | 1118806 |
| &nbsp;&nbsp;&nbsp; 1.13%, 03/07/27 | &nbsp;&nbsp;&nbsp; EUR920 | 1076278 |
| &nbsp;&nbsp;&nbsp; 1.13%, 03/07/27 | &nbsp;&nbsp;&nbsp; EUR100 | 116987 |
| &nbsp;&nbsp;&nbsp; 1.38%, 10/15/40 | &nbsp;&nbsp;&nbsp; EUR200 | 168029 |
| &nbsp;&nbsp;&nbsp; 1.75%, 07/02/49 | &nbsp;&nbsp;&nbsp; EUR500 | 364879 |
| &nbsp;&nbsp;&nbsp; 1.75%, 07/02/49 | &nbsp;&nbsp;&nbsp; EUR200 | 145952 |
| &nbsp;&nbsp;&nbsp; 3.38%, 10/15/34 | &nbsp;&nbsp;&nbsp; EUR1,000 | 1183903 |
| Medtronic, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 10/15/29 | &nbsp;&nbsp;&nbsp; EUR225 | 274923 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/15/36 | &nbsp;&nbsp;&nbsp; EUR450 | 544015 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/15/43 | &nbsp;&nbsp;&nbsp; EUR200 | 234561 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/15/53 | &nbsp;&nbsp;&nbsp; EUR500 | 558734 |
| Merck & Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 11/02/36 | &nbsp;&nbsp;&nbsp; EUR200 | 191685 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/15/34 | &nbsp;&nbsp;&nbsp; EUR200 | 222314 |
| Metropolitan Life Global Funding I |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 03/20/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD400 | 287958 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/31/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 479561 |
| &nbsp;&nbsp;&nbsp; 3.25%, 12/14/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 117840 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/30/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | 545885 |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/05/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | 428445 |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/07/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 487798 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/05/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 975894 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/12/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD300 | 221329 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/06/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD100 | 74223 |
| &nbsp;&nbsp;&nbsp; 4.64%, 04/01/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | 150034 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/10/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | 557668 |
| Microsoft Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 05/02/33 | &nbsp;&nbsp;&nbsp; EUR250 | 291707 |
| &nbsp;&nbsp;&nbsp; 3.13%, 12/06/28 | &nbsp;&nbsp;&nbsp; EUR300 | 361916 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp;&nbsp; Mohawk Capital Finance SA, 1.75%, <br> 06/12/27<br>| &nbsp;&nbsp;&nbsp; EUR300 | $351746 |
| &nbsp;&nbsp;&nbsp; Molson Coors International LP, 3.44%, <br> 07/15/26<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; CAD200 | 147062 |
| &nbsp;&nbsp;&nbsp; Mondelez International Holdings Netherlands <br> BV, 0.88%, 10/01/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR700 | 734475 |
| Mondelez International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 03/17/33 | &nbsp;&nbsp;&nbsp; EUR200 | 197767 |
| &nbsp;&nbsp;&nbsp; 1.38%, 03/17/41 | &nbsp;&nbsp;&nbsp; EUR550 | 450568 |
| &nbsp;&nbsp;&nbsp; 1.63%, 03/08/27 | &nbsp;&nbsp;&nbsp; EUR281 | 330374 |
| &nbsp;&nbsp;&nbsp; 4.63%, 07/03/31 | &nbsp;&nbsp;&nbsp; CAD200 | 152809 |
| Moody's Corp., 0.95%, 02/25/30 | &nbsp;&nbsp;&nbsp; EUR350 | 385590 |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 02/07/31, (3-mo. EURIBOR + <br> 0.72%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,000 | 1070930 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.10%, 04/29/33, (3-mo. EURIBOR + <br> 0.83%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR377 | 389502 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 05/07/32, (3-mo. EURIBOR + <br> 1.24%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR531 | 619958 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 05/07/32, (3-mo. EURIBOR + <br> 1.24%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 116753 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 11/07/31, (3-mo. EURIBOR + <br> 0.85%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR900 | 1062279 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 01/23/32, (3-mo. EURIBOR + <br> 0.91%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR425 | 506104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 11/07/36, (3-mo. EURIBOR + <br> 1.12%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 469759 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.79%, 03/21/30, (3-mo. EURIBOR + <br> 1.03%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,200 | 1460026 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.96%, 03/21/35, (3-mo. EURIBOR + <br> 1.24%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | 725106 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.98%, 01/23/37, (3-mo. EURIBOR + <br> 1.14%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR575 | 685929 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 05/22/36, (3-mo. EURIBOR + <br> 1.55%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 364384 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.66%, 03/02/29, (3-mo. EURIBOR + <br> 1.30%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR850 | 1047692 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.66%, 03/02/29, (3-mo. EURIBOR + <br> 1.30%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 123258 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.79%, 11/18/33, (1-day SONIA + <br> 2.25%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP200 | 285874 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series ., 3.52%, Series ., 05/22/31, (3-mo. <br> EURIBOR + 1.31%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR550 | 661206 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 0, 5.21%, Series 0, 10/24/35, (1-day <br> SONIA + 1.46%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP800 | 1087125 |
| MSD Netherlands Capital BV |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/30/37 | &nbsp;&nbsp;&nbsp; EUR300 | 350250 |
| &nbsp;&nbsp;&nbsp; 3.70%, 05/30/44 | &nbsp;&nbsp;&nbsp; EUR300 | 337022 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/30/54 | &nbsp;&nbsp;&nbsp; EUR300 | 313247 |
| Nasdaq, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 02/13/30 | &nbsp;&nbsp;&nbsp; EUR300 | 328515 |
| &nbsp;&nbsp;&nbsp; 0.90%, 07/30/33 | &nbsp;&nbsp;&nbsp; EUR350 | 345706 |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/28/29 | &nbsp;&nbsp;&nbsp; EUR200 | 229911 |
| National Grid North America, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.05%, 01/20/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 535222 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/25/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 599443 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/03/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 724988 |
| &nbsp;&nbsp;&nbsp; 4.06%, 09/03/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 359028 |
| Nestle Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/22/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP250 | 346772 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/13/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD200 | 137841 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/22/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | $133750 |
| Nestle Finance International Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 06/14/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | 293998 |
| &nbsp;&nbsp;&nbsp; 0.00%, 03/03/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR726 | 699835 |
| &nbsp;&nbsp;&nbsp; 0.25%, 06/14/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR336 | 371759 |
| &nbsp;&nbsp;&nbsp; 0.63%, 02/14/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR325 | 316832 |
| &nbsp;&nbsp;&nbsp; 0.88%, 06/14/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR275 | 215663 |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 341562 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/29/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | 557991 |
| &nbsp;&nbsp;&nbsp; 1.75%, 11/02/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | 339652 |
| &nbsp;&nbsp;&nbsp; 2.63%, 10/28/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1185584 |
| &nbsp;&nbsp;&nbsp; 2.88%, 01/14/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 354796 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/23/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 598404 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/23/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 352580 |
| &nbsp;&nbsp;&nbsp; 3.13%, 10/28/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR150 | 170065 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/23/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 114760 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/23/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR850 | 992042 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/14/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 335281 |
| &nbsp;&nbsp;&nbsp; 5.13%, 12/07/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP700 | 945841 |
| Nestle Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 10/04/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF900 | 1165688 |
| &nbsp;&nbsp;&nbsp; 2.19%, 01/26/29 | &nbsp;&nbsp;&nbsp; CAD800 | 574093 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/04/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP650 | 799502 |
| Netflix, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 06/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 121611 |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 858916 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/15/29 | &nbsp;&nbsp;&nbsp; EUR100 | 125311 |
| New York Life Global Funding |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 01/23/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | 523102 |
| &nbsp;&nbsp;&nbsp; 0.25%, 10/04/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,050 | 1170355 |
| &nbsp;&nbsp;&nbsp; 1.25%, 12/17/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP560 | 749783 |
| &nbsp;&nbsp;&nbsp; 3.20%, 01/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 237196 |
| &nbsp;&nbsp;&nbsp; 3.45%, 01/30/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 241377 |
| &nbsp;&nbsp;&nbsp; 3.63%, 01/09/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 121785 |
| &nbsp;&nbsp;&nbsp; 3.63%, 06/08/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 356887 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/17/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | 148540 |
| &nbsp;&nbsp;&nbsp; 4.75%, 12/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | 409343 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/30/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | 417555 |
| &nbsp;&nbsp;&nbsp; 4.95%, 12/07/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | 420058 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/30/26 | &nbsp;&nbsp;&nbsp; CAD400 | 297103 |
| NextEra Energy Capital Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/15/56, (5-year EURIBOR ICE <br> Swap + 1.58%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR700 | 828789 |
| &nbsp;&nbsp;&nbsp; 4.67%, 06/12/35 | &nbsp;&nbsp;&nbsp; CAD200 | 150345 |
| &nbsp;&nbsp;&nbsp; 4.85%, 04/30/31 | &nbsp;&nbsp;&nbsp; CAD200 | 154711 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.04%, 06/17/55, (3-month BB Swap + <br> 2.50%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD500 | 348600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series ., 4.50%, Series ., 05/15/56, (5-year <br> EURIBOR ICE Swap + 1.90%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 473480 |
| NIBC Bank NV, 0.13%, 04/21/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 102848 |
| &nbsp;&nbsp;&nbsp; Northwestern Mutual Global Funding, 4.88%, <br> 12/12/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | 139232 |
| Novartis Finance SA, 1.70%, 08/14/38<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 293384 |
| Novo Banco SA |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/04/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1188341 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 01/22/31, (3-mo. EURIBOR + <br> 1.05%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 358650 |
| &nbsp;&nbsp;&nbsp; Omnicom Capital Holdings PLC, 2.25%, <br> 11/22/33<br>| &nbsp;&nbsp;&nbsp; GBP200 | 220675 |
| &nbsp;&nbsp;&nbsp; Omnicom Finance Holdings PLC, 3.70%, <br> 03/06/32<br>| &nbsp;&nbsp;&nbsp; EUR300 | 359870 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp;&nbsp; Oncor Electric Delivery Co. LLC, 3.50%, <br> 05/15/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | $241460 |
| Pacific Life Global Funding II |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/18/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 236290 |
| &nbsp;&nbsp;&nbsp; 3.92%, 01/24/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD300 | 220427 |
| &nbsp;&nbsp;&nbsp; 4.20%, 07/29/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | 149886 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/30/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 281265 |
| PepsiCo, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 0.40%, 10/09/32 | &nbsp;&nbsp;&nbsp; EUR800 | 793951 |
| &nbsp;&nbsp;&nbsp; 1.05%, 10/09/50 | &nbsp;&nbsp;&nbsp; EUR400 | 248690 |
| &nbsp;&nbsp;&nbsp; 1.13%, 03/18/31 | &nbsp;&nbsp;&nbsp; EUR500 | 543320 |
| &nbsp;&nbsp;&nbsp; 3.45%, 07/28/37 | &nbsp;&nbsp;&nbsp; EUR200 | 234104 |
| &nbsp;&nbsp;&nbsp; 3.55%, 07/22/34 | &nbsp;&nbsp;&nbsp; GBP300 | 380168 |
| &nbsp;&nbsp;&nbsp; 4.05%, 07/28/55 | &nbsp;&nbsp;&nbsp; EUR200 | 224535 |
| Pfizer Netherlands International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/19/29 | &nbsp;&nbsp;&nbsp; EUR1,100 | 1312357 |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/19/37 | &nbsp;&nbsp;&nbsp; EUR800 | 968272 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/19/45 | &nbsp;&nbsp;&nbsp; EUR100 | 118944 |
| Pfizer, Inc., 6.50%, 06/03/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | 450329 |
| Philip Morris International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.45%, 08/01/39 | &nbsp;&nbsp;&nbsp; EUR400 | 341503 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/09/36 | &nbsp;&nbsp;&nbsp; EUR200 | 199683 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/06/32 | &nbsp;&nbsp;&nbsp; EUR450 | 530933 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/15/31 | &nbsp;&nbsp;&nbsp; EUR100 | 121958 |
| PPG Industries, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/01/29 | &nbsp;&nbsp;&nbsp; EUR300 | 354428 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/04/32 | &nbsp;&nbsp;&nbsp; EUR300 | 352338 |
| Procter & Gamble Co.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 0.35%, 05/05/30 | &nbsp;&nbsp;&nbsp; EUR500 | 539747 |
| &nbsp;&nbsp;&nbsp; 1.20%, 10/30/28 | &nbsp;&nbsp;&nbsp; EUR500 | 572893 |
| &nbsp;&nbsp;&nbsp; 1.88%, 10/30/38 | &nbsp;&nbsp;&nbsp; EUR300 | 295708 |
| &nbsp;&nbsp;&nbsp; 2.90%, 11/03/33 | &nbsp;&nbsp;&nbsp; EUR200 | 232721 |
| &nbsp;&nbsp;&nbsp; 3.20%, 04/29/34 | &nbsp;&nbsp;&nbsp; EUR600 | 710131 |
| &nbsp;&nbsp;&nbsp; 3.65%, 11/03/45 | &nbsp;&nbsp;&nbsp; EUR150 | 170987 |
| Prologis Euro Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 09/10/27 | &nbsp;&nbsp;&nbsp; EUR300 | 343014 |
| &nbsp;&nbsp;&nbsp; 0.50%, 02/16/32 | &nbsp;&nbsp;&nbsp; EUR350 | 352345 |
| &nbsp;&nbsp;&nbsp; 1.00%, 02/08/29 | &nbsp;&nbsp;&nbsp; EUR200 | 225172 |
| &nbsp;&nbsp;&nbsp; 1.00%, 02/06/35 | &nbsp;&nbsp;&nbsp; EUR450 | 423434 |
| &nbsp;&nbsp;&nbsp; 1.50%, 02/08/34 | &nbsp;&nbsp;&nbsp; EUR150 | 151460 |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/10/49 | &nbsp;&nbsp;&nbsp; EUR100 | 67766 |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/10/49 | &nbsp;&nbsp;&nbsp; EUR100 | 67766 |
| &nbsp;&nbsp;&nbsp; 1.88%, 01/05/29 | &nbsp;&nbsp;&nbsp; EUR500 | 578769 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/22/32 | &nbsp;&nbsp;&nbsp; EUR125 | 146775 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/22/37 | &nbsp;&nbsp;&nbsp; EUR175 | 205503 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/05/34 | &nbsp;&nbsp;&nbsp; EUR100 | 121155 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/31/43 | &nbsp;&nbsp;&nbsp; EUR250 | 289105 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/23/33 | &nbsp;&nbsp;&nbsp; EUR200 | 253272 |
| &nbsp;&nbsp;&nbsp; Prologis International Funding II SA, 0.88%, <br> 07/09/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR450 | 499435 |
| Prologis LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 02/15/33 | &nbsp;&nbsp;&nbsp; CAD600 | 446079 |
| &nbsp;&nbsp;&nbsp; 5.63%, 05/04/40 | &nbsp;&nbsp;&nbsp; GBP100 | 135262 |
| &nbsp;&nbsp;&nbsp; Protective Life Global Funding, 4.80%, <br> 11/01/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | 137638 |
| Public Storage Operating Co. |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 01/24/32 | &nbsp;&nbsp;&nbsp; EUR200 | 206718 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/20/34 | &nbsp;&nbsp;&nbsp; EUR200 | 234884 |
| PVH Corp., 3.13%, 12/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | 655766 |
| Realty Income Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/14/42 | &nbsp;&nbsp;&nbsp; GBP100 | 88538 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/20/31 | &nbsp;&nbsp;&nbsp; EUR175 | $208473 |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/06/30 | &nbsp;&nbsp;&nbsp; EUR200 | 253009 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/15/29 | &nbsp;&nbsp;&nbsp; GBP100 | 138659 |
| &nbsp;&nbsp;&nbsp; 5.75%, 12/05/31 | &nbsp;&nbsp;&nbsp; GBP500 | 712031 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/05/39 | &nbsp;&nbsp;&nbsp; GBP100 | 138226 |
| &nbsp;&nbsp;&nbsp; Series ., 3.88%, Series ., 06/20/35 | &nbsp;&nbsp;&nbsp; EUR325 | 383431 |
| &nbsp;&nbsp;&nbsp; Robert Bosch Finance LLC, 2.75%, <br> 05/28/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 237735 |
| Roche Finance Europe BV |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/27/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 362899 |
| &nbsp;&nbsp;&nbsp; 3.23%, 05/03/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 606660 |
| &nbsp;&nbsp;&nbsp; 3.36%, 02/27/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 359578 |
| &nbsp;&nbsp;&nbsp; 3.56%, 05/03/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 337167 |
| &nbsp;&nbsp;&nbsp; 3.59%, 12/04/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 598060 |
| RTX Corp., 2.15%, 05/18/30 | &nbsp;&nbsp;&nbsp; EUR100 | 114641 |
| Sanofi SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 04/06/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 569603 |
| &nbsp;&nbsp;&nbsp; 1.25%, 03/21/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 306728 |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 113460 |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/10/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 590864 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/23/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 237939 |
| &nbsp;&nbsp;&nbsp; Series 12FX, 1.38%, 03/21/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | 1354846 |
| Schlumberger Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 10/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 514705 |
| &nbsp;&nbsp;&nbsp; 1.38%, 10/28/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 588968 |
| Schneider Electric SE |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 03/11/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 442256 |
| &nbsp;&nbsp;&nbsp; 1.38%, 06/21/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 701827 |
| &nbsp;&nbsp;&nbsp; 3.38%, 09/03/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 583230 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/09/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 606285 |
| &nbsp;&nbsp;&nbsp; 3.62%, 09/02/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 354549 |
| &nbsp;&nbsp;&nbsp; Simon International Finance SCA, 1.13%, <br> 03/19/33<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR300 | 302867 |
| &nbsp;&nbsp;&nbsp; Southern Co. (The), 1.88%, 09/15/81, (5-year <br> EUR Swap + 2.10%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR550 | 637215 |
| Stellantis NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 03/30/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 231816 |
| &nbsp;&nbsp;&nbsp; 0.75%, 01/18/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,050 | 1170809 |
| &nbsp;&nbsp;&nbsp; 1.25%, 06/20/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 487057 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 445893 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/06/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR425 | 509716 |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/06/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR325 | 390462 |
| Stryker Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 11/30/30 | &nbsp;&nbsp;&nbsp; EUR560 | 654614 |
| &nbsp;&nbsp;&nbsp; 3.38%, 09/11/32 | &nbsp;&nbsp;&nbsp; EUR500 | 597446 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/11/36 | &nbsp;&nbsp;&nbsp; EUR100 | 117498 |
| &nbsp;&nbsp;&nbsp; Swiss Re Finance U.K. PLC, 2.71%, 06/04/52, <br> (1-year EUR Swap + 3.75%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR800 | 896093 |
| Thermo Fisher Scientific Finance I BV |  |  |
| &nbsp;&nbsp;&nbsp; 0.80%, 10/18/30 | &nbsp;&nbsp;&nbsp; EUR500 | 539357 |
| &nbsp;&nbsp;&nbsp; 1.13%, 10/18/33 | &nbsp;&nbsp;&nbsp; EUR500 | 505910 |
| &nbsp;&nbsp;&nbsp; 1.63%, 10/18/41 | &nbsp;&nbsp;&nbsp; EUR500 | 424643 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/18/51 | &nbsp;&nbsp;&nbsp; EUR200 | 149204 |
| &nbsp;&nbsp;&nbsp; 3.63%, 12/01/35 | &nbsp;&nbsp;&nbsp; EUR200 | 237916 |
| Thermo Fisher Scientific, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 03/01/28 | &nbsp;&nbsp;&nbsp; EUR575 | 654749 |
| &nbsp;&nbsp;&nbsp; 0.88%, 10/01/31 | &nbsp;&nbsp;&nbsp; EUR550 | 579418 |
| &nbsp;&nbsp;&nbsp; 1.50%, 10/01/39 | &nbsp;&nbsp;&nbsp; EUR300 | 265956 |
| &nbsp;&nbsp;&nbsp; 1.88%, 10/01/49 | &nbsp;&nbsp;&nbsp; EUR550 | 413784 |
| &nbsp;&nbsp;&nbsp; 2.38%, 04/15/32 | &nbsp;&nbsp;&nbsp; EUR500 | 568514 |
| &nbsp;&nbsp;&nbsp; 3.65%, 11/21/34 | &nbsp;&nbsp;&nbsp; EUR100 | 120889 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Time Warner Cable LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/42 | &nbsp;&nbsp;&nbsp; GBP200 | $230537 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/02/31 | &nbsp;&nbsp;&nbsp; GBP350 | 484891 |
| Timken Co. (The), 4.13%, 05/23/34 | &nbsp;&nbsp;&nbsp; EUR200 | 240669 |
| T-Mobile USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 02/11/32 | &nbsp;&nbsp;&nbsp; EUR300 | 353951 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/11/37 | &nbsp;&nbsp;&nbsp; EUR450 | 515298 |
| &nbsp;&nbsp;&nbsp; 3.55%, 05/08/29 | &nbsp;&nbsp;&nbsp; EUR100 | 121365 |
| &nbsp;&nbsp;&nbsp; 3.70%, 05/08/32 | &nbsp;&nbsp;&nbsp; EUR300 | 364200 |
| &nbsp;&nbsp;&nbsp; 3.80%, 02/11/45 | &nbsp;&nbsp;&nbsp; EUR300 | 323755 |
| &nbsp;&nbsp;&nbsp; 3.85%, 05/08/36 | &nbsp;&nbsp;&nbsp; EUR200 | 238589 |
| Toyota Motor Credit Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 11/05/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 455048 |
| &nbsp;&nbsp;&nbsp; 0.25%, 07/16/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | 411242 |
| &nbsp;&nbsp;&nbsp; 0.75%, 11/19/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP700 | 935222 |
| &nbsp;&nbsp;&nbsp; 3.63%, 07/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 365833 |
| &nbsp;&nbsp;&nbsp; 4.05%, 09/13/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 617506 |
| &nbsp;&nbsp;&nbsp; 5.63%, 10/23/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 284000 |
| &nbsp;&nbsp;&nbsp; U.S. Bancorp, 4.01%, 05/21/32, (3-mo. <br> EURIBOR + 1.20%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 245393 |
| United Parcel Service, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 11/15/32 | &nbsp;&nbsp;&nbsp; EUR300 | 320725 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/12/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 249479 |
| Upjohn Finance BV, 1.91%, 06/23/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 425036 |
| Ventas Canada Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/04/27 | &nbsp;&nbsp;&nbsp; CAD200 | 146410 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/05/29 | &nbsp;&nbsp;&nbsp; CAD400 | 307678 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/21/28 | &nbsp;&nbsp;&nbsp; CAD200 | 153553 |
| Verallia SA, 3.88%, 11/04/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 116674 |
| Veralto Corp., 4.15%, 09/19/31 | &nbsp;&nbsp;&nbsp; EUR100 | 123247 |
| Verizon Communications, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 03/22/29 | &nbsp;&nbsp;&nbsp; EUR627 | 690761 |
| &nbsp;&nbsp;&nbsp; 1.00%, 11/30/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF400 | 523559 |
| &nbsp;&nbsp;&nbsp; 1.30%, 05/18/33 | &nbsp;&nbsp;&nbsp; EUR1,150 | 1173984 |
| &nbsp;&nbsp;&nbsp; 1.38%, 10/27/26 | &nbsp;&nbsp;&nbsp; EUR350 | 412394 |
| &nbsp;&nbsp;&nbsp; 1.38%, 11/02/28 | &nbsp;&nbsp;&nbsp; EUR500 | 573887 |
| &nbsp;&nbsp;&nbsp; 1.85%, 05/18/40 | &nbsp;&nbsp;&nbsp; EUR639 | 569613 |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/22/28 | &nbsp;&nbsp;&nbsp; CAD200 | 144928 |
| &nbsp;&nbsp;&nbsp; 2.63%, 12/01/31 | &nbsp;&nbsp;&nbsp; EUR900 | 1033177 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/23/31 | &nbsp;&nbsp;&nbsp; AUD200 | 124199 |
| &nbsp;&nbsp;&nbsp; 3.38%, 10/27/36 | &nbsp;&nbsp;&nbsp; GBP450 | 506528 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/28/36 | &nbsp;&nbsp;&nbsp; EUR100 | 118171 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/06/37 | &nbsp;&nbsp;&nbsp; EUR400 | 466002 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/22/51 | &nbsp;&nbsp;&nbsp; CAD100 | 61942 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/17/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD200 | 138909 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/17/34 | &nbsp;&nbsp;&nbsp; GBP800 | 1060472 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/31/34 | &nbsp;&nbsp;&nbsp; EUR300 | 384350 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series ., 4.00%, Series ., 06/15/56, (5-year <br> EURIBOR ICE Swap + 1.60%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR700 | 830193 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series .., 5.74%, Series .., 06/15/56, <br> (5-year UK Government Bond + <br> 1.82%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | 137948 |
| &nbsp;&nbsp;&nbsp; Series 20Y, 2.88%, 01/15/38 | &nbsp;&nbsp;&nbsp; EUR500 | 531320 |
| &nbsp;&nbsp;&nbsp; Series MPLE, 2.50%, 05/16/30 | &nbsp;&nbsp;&nbsp; CAD200 | 141450 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series MPLE, 3.63%, Series MPLE, <br> 05/16/50<br>| &nbsp;&nbsp;&nbsp; CAD400 | 231436 |
| Visa, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/15/29 | &nbsp;&nbsp;&nbsp; EUR600 | 699353 |
| &nbsp;&nbsp;&nbsp; 2.38%, 06/15/34 | &nbsp;&nbsp;&nbsp; EUR200 | 222885 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/15/33 | &nbsp;&nbsp;&nbsp; EUR200 | 236494 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/15/37 | &nbsp;&nbsp;&nbsp; EUR850 | 1001853 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Walmart, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/21/29 | &nbsp;&nbsp;&nbsp; EUR600 | $768646 |
| &nbsp;&nbsp;&nbsp; 5.63%, 03/27/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP550 | 801481 |
| &nbsp;&nbsp;&nbsp; 5.75%, 12/19/30 | &nbsp;&nbsp;&nbsp; GBP395 | 579535 |
| &nbsp;&nbsp;&nbsp; Walt Disney Co. (The), Series MPLE, 3.06%, <br> 03/30/27<br>| &nbsp;&nbsp;&nbsp; CAD200 | 147341 |
| Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 03/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,050 | 1133519 |
| &nbsp;&nbsp;&nbsp; 0.63%, 08/14/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 106920 |
| &nbsp;&nbsp;&nbsp; 1.00%, 02/02/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 936069 |
| &nbsp;&nbsp;&nbsp; 1.38%, 10/26/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 706932 |
| &nbsp;&nbsp;&nbsp; 1.50%, 05/24/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | 527189 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.74%, 05/04/30, (3-mo. EURIBOR + <br> 1.85%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR920 | 1052611 |
| &nbsp;&nbsp;&nbsp; 2.13%, 09/24/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | 359447 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/02/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP600 | 773977 |
| &nbsp;&nbsp;&nbsp; 2.77%, 07/23/29<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 355546 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.47%, 04/26/28, (1-day SONIA + <br> 1.28%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; GBP550 | 744962 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/12/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 264949 |
| &nbsp;&nbsp;&nbsp; 3.87%, 07/23/36<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 358996 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 07/22/32, (3-mo. EURIBOR + <br> 1.22%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR650 | 792439 |
| &nbsp;&nbsp;&nbsp; 5.08%, 04/26/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; CAD200 | 150683 |
| &nbsp;&nbsp;&nbsp; Series MPLE, 2.49%, 02/18/27 | &nbsp;&nbsp;&nbsp; CAD300 | 219653 |
| Welltower OP LLC, 4.80%, 11/20/28 | &nbsp;&nbsp;&nbsp; GBP700 | 965040 |
| WMG Acquisition Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 08/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 113731 |
| &nbsp;&nbsp;&nbsp; 2.75%, 07/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 118157 |
| WP Carey, Inc., 4.25%, 07/23/32 | &nbsp;&nbsp;&nbsp; EUR400 | 490270 |
| WPC Eurobond BV |  |  |
| &nbsp;&nbsp;&nbsp; 1.35%, 04/15/28 | &nbsp;&nbsp;&nbsp; EUR200 | 230061 |
| &nbsp;&nbsp;&nbsp; 1.35%, 04/15/28 | &nbsp;&nbsp;&nbsp; EUR300 | 345092 |
| &nbsp;&nbsp;&nbsp; Zimmer Biomet Holdings, Inc., 3.52%, <br> 12/15/32<br>| &nbsp;&nbsp;&nbsp; EUR200 | 237267 |
|  |  | 284608718 |
| **Total Corporate Bonds & Notes — 18.9%** <br>**(Cost: $2,120,401,703)** | **Total Corporate Bonds & Notes — 18.9%** <br>**(Cost: $2,120,401,703)** | 2231979606 |
| **Foreign Government Obligations** | **Foreign Government Obligations** | **Foreign Government Obligations** |
| **Andorra — 0.0%** | **Andorra — 0.0%** | **Andorra — 0.0%** |
| &nbsp;&nbsp;&nbsp; Andorra International Bonds, 1.25%, <br> 05/06/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 214702 |
| **Australia — 2.4%** | **Australia — 2.4%** | **Australia — 2.4%** |
| Airservices Australia |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/15/37 | &nbsp;&nbsp;&nbsp; AUD700 | 478471 |
| &nbsp;&nbsp;&nbsp; 5.40%, 11/15/28 | &nbsp;&nbsp;&nbsp; AUD200 | 141747 |
| &nbsp;&nbsp;&nbsp; Australia Government Bond, 4.75%, <br> 10/21/37<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; AUD5,010 | 3452646 |
| Australia Government Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 12/21/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD15,670 | 9320220 |
| &nbsp;&nbsp;&nbsp; 1.00%, 11/21/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD18,690 | 10751436 |
| &nbsp;&nbsp;&nbsp; 1.25%, 05/21/32 | &nbsp;&nbsp;&nbsp; AUD12,166 | 6979031 |
| &nbsp;&nbsp;&nbsp; 1.50%, 06/21/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD17,430 | 10472899 |
| &nbsp;&nbsp;&nbsp; 1.75%, 11/21/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD6,061 | 3536149 |
| &nbsp;&nbsp;&nbsp; 1.75%, 06/21/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD7,266 | 2574689 |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/21/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD21,391 | 14273283 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/21/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD12,581 | 8148983 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/21/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD21,958 | 14919402 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Australia (continued)** | **Australia (continued)** | **Australia (continued)** |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/21/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD19,771 | $13243814 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/21/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD14,412 | 9505910 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/21/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD8,285 | 4893997 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/21/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD4,489 | 2369728 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/21/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD4,990 | 3105850 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/21/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD4,956 | 2475883 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/21/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD9,399 | 6352008 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/21/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD3,717 | 2157840 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/21/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD15,436 | 9796628 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/21/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD6,851 | 4469085 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/21/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD2,629 | 1655945 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/21/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD3,800 | 2568077 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/21/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD7,100 | 4738604 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/21/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD2,680 | 1786329 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/21/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD10,410 | 7215576 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/21/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD2,161 | 1515719 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/21/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD3,350 | 2158497 |
| Australian Capital Territory |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 10/23/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD300 | 176582 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/21/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD60 | 41600 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/23/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD1,000 | 653556 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/23/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD1,000 | 696688 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/23/35 | &nbsp;&nbsp;&nbsp; AUD1,850 | 1242444 |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/23/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD300 | 203517 |
| Canada Government Bonds, 1.50%, 06/01/31 | &nbsp;&nbsp;&nbsp; CAD12,080 | 8214267 |
| Housing Australia, 1.52%, 05/27/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD500 | 304828 |
| New South Wales Treasury Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 11/20/30 | &nbsp;&nbsp;&nbsp; AUD1,530 | 913977 |
| &nbsp;&nbsp;&nbsp; 1.50%, 02/20/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD3,400 | 1962461 |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/20/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD5,825 | 3155666 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/20/31 | &nbsp;&nbsp;&nbsp; AUD1,000 | 613027 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/08/33 | &nbsp;&nbsp;&nbsp; AUD3,320 | 1907357 |
| &nbsp;&nbsp;&nbsp; 2.25%, 11/20/40 | &nbsp;&nbsp;&nbsp; AUD300 | 136543 |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/07/41 | &nbsp;&nbsp;&nbsp; AUD1,050 | 471922 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/22/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD400 | 240298 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/20/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD5,600 | 3839602 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/20/28 | &nbsp;&nbsp;&nbsp; AUD4,040 | 2737733 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD1,390 | 933161 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/20/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD1,350 | 900438 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/20/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD2,500 | 1643944 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/20/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD800 | 557182 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/20/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD2,458 | 1573391 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/20/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD3,950 | 2666925 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/20/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD3,090 | 2070835 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/20/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD4,250 | 2801122 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/24/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD3,600 | 2450007 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/22/39 | &nbsp;&nbsp;&nbsp; AUD1,810 | 1219761 |
| Northern Territory Treasury Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/21/29 | &nbsp;&nbsp;&nbsp; AUD400 | 256349 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/21/32 | &nbsp;&nbsp;&nbsp; AUD900 | 538871 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/21/27 | &nbsp;&nbsp;&nbsp; AUD400 | 273444 |
| &nbsp;&nbsp;&nbsp; 4.10%, 11/21/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD200 | 107270 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/21/34 | &nbsp;&nbsp;&nbsp; AUD1,200 | 823394 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/21/37 | &nbsp;&nbsp;&nbsp; AUD300 | 208231 |
| Queensland Treasury Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 03/10/31<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; AUD650 | 383043 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/02/32<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; AUD700 | 403337 |
| &nbsp;&nbsp;&nbsp; 1.50%, 08/20/32<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; AUD3,870 | 2184810 |
| &nbsp;&nbsp;&nbsp; 1.75%, 08/21/31<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; AUD1,710 | 1018815 |
| &nbsp;&nbsp;&nbsp; 1.75%, 07/20/34<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; AUD2,030 | 1081349 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/22/33 | &nbsp;&nbsp;&nbsp; AUD2,550 | 1436825 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Australia (continued)** | **Australia (continued)** | **Australia (continued)** |
| &nbsp;&nbsp;&nbsp; 2.25%, 11/20/41<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; AUD1,000 | $431642 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/06/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD3,320 | 2188082 |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/20/27<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; AUD950 | 646769 |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/21/28<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; AUD1,323 | 897577 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/21/29<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; AUD5,942 | 3973843 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/21/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 826720 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/21/30<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; AUD2,000 | 1330689 |
| &nbsp;&nbsp;&nbsp; 4.20%, 02/20/47<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; AUD300 | 164209 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/09/33<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; AUD1,000 | 679873 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/22/35<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; AUD4,550 | 2978587 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/02/34<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; AUD1,800 | 1228740 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/10/36<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; AUD1,000 | 677765 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/21/37<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; AUD1,750 | 1167619 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/21/36<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; AUD1,440 | 991646 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/13/38<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; AUD2,850 | 1923598 |
| &nbsp;&nbsp;&nbsp; South Australian Government <br> Financing Authority<br>|  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/24/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD1,750 | 1016542 |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/24/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD300 | 161380 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/23/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD700 | 358483 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/24/30 | &nbsp;&nbsp;&nbsp; AUD1,000 | 647494 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/20/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD350 | 238883 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/24/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD2,000 | 1373704 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/23/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD1,850 | 1277289 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/24/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD700 | 473908 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/24/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD1,740 | 1128460 |
| Tasmanian Public Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/24/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD550 | 346416 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/22/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD100 | 59901 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/22/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD500 | 341046 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/25/35 | &nbsp;&nbsp;&nbsp; AUD400 | 265816 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/23/36 | &nbsp;&nbsp;&nbsp; AUD1,250 | 852049 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/16/37 | &nbsp;&nbsp;&nbsp; AUD500 | 344519 |
| Treasury Corp. of Victoria |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 11/19/27 | &nbsp;&nbsp;&nbsp; AUD2,500 | 1650317 |
| &nbsp;&nbsp;&nbsp; 1.50%, 11/20/30 | &nbsp;&nbsp;&nbsp; AUD6,960 | 4192158 |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/10/31 | &nbsp;&nbsp;&nbsp; AUD4,340 | 2538727 |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/17/35 | &nbsp;&nbsp;&nbsp; AUD2,900 | 1513178 |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/20/37 | &nbsp;&nbsp;&nbsp; AUD1,440 | 693882 |
| &nbsp;&nbsp;&nbsp; 2.25%, 09/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD8,320 | 4762719 |
| &nbsp;&nbsp;&nbsp; 2.25%, 11/20/34 | &nbsp;&nbsp;&nbsp; AUD4,160 | 2287693 |
| &nbsp;&nbsp;&nbsp; 2.25%, 11/20/41 | &nbsp;&nbsp;&nbsp; AUD300 | 131112 |
| &nbsp;&nbsp;&nbsp; 2.40%, 08/18/50 | &nbsp;&nbsp;&nbsp; AUD700 | 261365 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/22/29 | &nbsp;&nbsp;&nbsp; AUD2,890 | 1873427 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/20/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD1,760 | 1181717 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/29/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1182209 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/20/32 | &nbsp;&nbsp;&nbsp; AUD4,120 | 2754145 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/15/36 | &nbsp;&nbsp;&nbsp; AUD5,080 | 3350879 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/15/44 | &nbsp;&nbsp;&nbsp; AUD500 | 321548 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/17/26 | &nbsp;&nbsp;&nbsp; AUD3,300 | 2323252 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/15/39 | &nbsp;&nbsp;&nbsp; AUD2,650 | 1813216 |
| Western Australian Treasury Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 10/22/30 | &nbsp;&nbsp;&nbsp; AUD500 | 303297 |
| &nbsp;&nbsp;&nbsp; 1.75%, 10/22/31 | &nbsp;&nbsp;&nbsp; AUD1,000 | 595285 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/24/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD2,100 | 1146141 |
| &nbsp;&nbsp;&nbsp; 2.75%, 07/24/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD1,900 | 1252078 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/21/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD900 | 622042 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/21/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD1,540 | 1050373 |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/20/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD750 | 509340 |
| &nbsp;&nbsp;&nbsp; 4.25%, 07/20/33 | &nbsp;&nbsp;&nbsp; AUD400 | 267451 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/21/32 | &nbsp;&nbsp;&nbsp; AUD700 | 480336 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Australia (continued)** | **Australia (continued)** | **Australia (continued)** |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/24/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD2,150 | $1452122 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/21/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD500 | 337470 |
|  |  | 287943746 |
| **Austria — 1.0%** | **Austria — 1.0%** | **Austria — 1.0%** |
| &nbsp;&nbsp;&nbsp; Autobahnen- und Schnell- <br> strassen-Finanzierungs AG<br>|  |  |
| &nbsp;&nbsp;&nbsp; 0.10%, 07/09/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 437842 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 592050 |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/02/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1156833 |
| &nbsp;&nbsp;&nbsp; KAF Karntner Ausgleichszahlungs-Fonds, <br> 0.00%, 01/14/32<sup>(a)(f)</sup><br>| &nbsp;&nbsp;&nbsp; EUR450 | 435140 |
| Republic of Austria Government Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/20/28<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,450 | 2737184 |
| &nbsp;&nbsp;&nbsp; 0.00%, 02/20/30<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,293 | 1390724 |
| &nbsp;&nbsp;&nbsp; 0.00%, 02/20/31<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,232 | 2327377 |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/20/40<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR640 | 457186 |
| &nbsp;&nbsp;&nbsp; 0.25%, 10/20/36<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,705 | 2363395 |
| &nbsp;&nbsp;&nbsp; 0.50%, 04/20/27<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR10,900 | 12691556 |
| &nbsp;&nbsp;&nbsp; 0.50%, 02/20/29<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,774 | 3118770 |
| &nbsp;&nbsp;&nbsp; 0.70%, 04/20/71<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR330 | 135752 |
| &nbsp;&nbsp;&nbsp; 0.75%, 02/20/28<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,417 | 2788163 |
| &nbsp;&nbsp;&nbsp; 0.75%, 03/20/51<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,290 | 2003522 |
| &nbsp;&nbsp;&nbsp; 0.85%, 06/30/2120<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR11,507 | 4011634 |
| &nbsp;&nbsp;&nbsp; 0.90%, 02/20/32<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,299 | 4590438 |
| &nbsp;&nbsp;&nbsp; 1.50%, 02/20/47<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,758 | 3030038 |
| &nbsp;&nbsp;&nbsp; 1.50%, 11/02/86<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR981 | 543888 |
| &nbsp;&nbsp;&nbsp; 1.85%, 05/23/49<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,788 | 2347032 |
| &nbsp;&nbsp;&nbsp; 2.10%, 09/20/2117<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,491 | 1020788 |
| &nbsp;&nbsp;&nbsp; 2.40%, 05/23/34<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,693 | 5346818 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/20/29<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR11,200 | 13333844 |
| &nbsp;&nbsp;&nbsp; 2.90%, 05/23/29<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | 1449853 |
| &nbsp;&nbsp;&nbsp; 2.90%, 02/20/33<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,479 | 6535091 |
| &nbsp;&nbsp;&nbsp; 2.90%, 02/20/34<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,540 | 4190561 |
| &nbsp;&nbsp;&nbsp; 2.95%, 02/20/35<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR6,180 | 7279879 |
| &nbsp;&nbsp;&nbsp; 3.15%, 06/20/44<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,192 | 2438358 |
| &nbsp;&nbsp;&nbsp; 3.15%, 10/20/53<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,310 | 2428924 |
| &nbsp;&nbsp;&nbsp; 3.20%, 07/15/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR7,090 | 8234552 |
| &nbsp;&nbsp;&nbsp; 3.45%, 10/20/30<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,361 | 1679436 |
| &nbsp;&nbsp;&nbsp; 3.80%, 01/26/62<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,532 | 1803600 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/37<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR7,980 | 10308255 |
| &nbsp;&nbsp;&nbsp; 6.25%, 07/15/27 | &nbsp;&nbsp;&nbsp; EUR958 | 1202301 |
| State of Lower Austria |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 10/30/36 | &nbsp;&nbsp;&nbsp; EUR300 | 347779 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/04/33 | &nbsp;&nbsp;&nbsp; EUR200 | 243493 |
|  |  | 115002056 |
| **Belgium — 1.3%** | **Belgium — 1.3%** | **Belgium — 1.3%** |
| &nbsp;&nbsp;&nbsp; Belfius Bank SA, 5.25%, 04/19/33, (5-year <br> EUR Swap + 2.45%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR800 | 986945 |
| Communaute Francaise de Belgique |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 05/03/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 325480 |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/22/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 590007 |
| &nbsp;&nbsp;&nbsp; 3.80%, 06/22/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 343678 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/22/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,300 | 1538130 |
| Kingdom of Belgium Government Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/22/27<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR6,724 | 7692253 |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/22/31<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,630 | 5722644 |
| &nbsp;&nbsp;&nbsp; 0.10%, 06/22/30<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,877 | 3072018 |
| &nbsp;&nbsp;&nbsp; 0.35%, 06/22/32<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,550 | 1574516 |
| &nbsp;&nbsp;&nbsp; 0.35%, 06/22/32<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,270 | 5353354 |
| &nbsp;&nbsp;&nbsp; 0.40%, 06/22/40<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,390 | 2533366 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Belgium (continued)** | **Belgium (continued)** | **Belgium (continued)** |
| &nbsp;&nbsp;&nbsp; 0.65%, 06/22/71<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,980 | $1412633 |
| &nbsp;&nbsp;&nbsp; 0.80%, 06/22/27<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR6,250 | 7286008 |
| &nbsp;&nbsp;&nbsp; 0.80%, 06/22/28<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,960 | 5690057 |
| &nbsp;&nbsp;&nbsp; 0.90%, 06/22/29<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,835 | 2073026 |
| &nbsp;&nbsp;&nbsp; 1.00%, 06/22/31<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR8,627 | 9373052 |
| &nbsp;&nbsp;&nbsp; 1.25%, 04/22/33<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,231 | 2364973 |
| &nbsp;&nbsp;&nbsp; 1.40%, 06/22/53<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,190 | 1411325 |
| &nbsp;&nbsp;&nbsp; 1.45%, 06/22/37<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,411 | 2319312 |
| &nbsp;&nbsp;&nbsp; 1.60%, 06/22/47<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,253 | 3268279 |
| &nbsp;&nbsp;&nbsp; 1.70%, 06/22/50<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,907 | 2150270 |
| &nbsp;&nbsp;&nbsp; 1.90%, 06/22/38<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,344 | 1328518 |
| &nbsp;&nbsp;&nbsp; 2.15%, 06/22/66<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,048 | 1435002 |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/22/57<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,307 | 1005402 |
| &nbsp;&nbsp;&nbsp; 2.60%, 10/22/30<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,480 | 2940954 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/22/39<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,347 | 1451091 |
| &nbsp;&nbsp;&nbsp; 2.85%, 10/22/34<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,601 | 4171388 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/22/33<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR6,927 | 8231519 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/22/34<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,758 | 2070909 |
| &nbsp;&nbsp;&nbsp; 3.10%, 06/22/35<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR8,931 | 10461174 |
| &nbsp;&nbsp;&nbsp; 3.30%, 06/22/54<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,253 | 2255373 |
| &nbsp;&nbsp;&nbsp; 3.45%, 06/22/42<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,830 | 5436937 |
| &nbsp;&nbsp;&nbsp; 3.45%, 06/22/43<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,154 | 1288307 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/22/55<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,042 | 4171790 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/22/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR3,061 | 3515669 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/28/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,970 | 2495938 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/28/41<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,905 | 4884344 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/28/35<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,998 | 8121707 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/28/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR5,977 | 7573098 |
| Ministeries Van de Vlaamse Gemeenschap |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 10/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 347701 |
| &nbsp;&nbsp;&nbsp; 0.30%, 10/20/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 511558 |
| &nbsp;&nbsp;&nbsp; 0.88%, 03/21/46<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 197015 |
| &nbsp;&nbsp;&nbsp; 1.00%, 10/13/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 368427 |
| &nbsp;&nbsp;&nbsp; 1.50%, 07/12/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 92328 |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/11/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 79483 |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/22/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 476695 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/12/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 354879 |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/22/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | 1408104 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/22/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1142494 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/12/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 213898 |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/22/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 354098 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/22/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 976694 |
| &nbsp;&nbsp;&nbsp; 3.63%, 06/22/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 613461 |
| &nbsp;&nbsp;&nbsp; 3.68%, 06/22/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,700 | 1956016 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/26/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 827660 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/22/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 466522 |
| Region Wallonne Belgium |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 05/03/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 501083 |
| &nbsp;&nbsp;&nbsp; 1.25%, 06/22/71<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 90643 |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/22/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 589562 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/22/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 829642 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/22/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 469826 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/15/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,700 | 1819576 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/22/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 462401 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/22/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 315874 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/22/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 592157 |
|  |  | 155978243 |
| **Bulgaria — 0.1%** | **Bulgaria — 0.1%** | **Bulgaria — 0.1%** |
| Bulgaria Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 09/23/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 134414 |
| &nbsp;&nbsp;&nbsp; 2.63%, 03/26/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 118972 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Bulgaria (continued)** | **Bulgaria (continued)** | **Bulgaria (continued)** |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/21/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | $239847 |
| &nbsp;&nbsp;&nbsp; 3.13%, 03/26/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 115127 |
| &nbsp;&nbsp;&nbsp; 3.38%, 07/18/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 702761 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/07/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 598648 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/05/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 611284 |
| &nbsp;&nbsp;&nbsp; 4.13%, 09/23/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 372979 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/07/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 718729 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/18/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 689841 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/05/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 591619 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/13/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR560 | 710845 |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/23/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 1035651 |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/13/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 650738 |
|  |  | 7291455 |
| **Canada — 4.4%** | **Canada — 4.4%** | **Canada — 4.4%** |
| &nbsp;&nbsp;&nbsp; British Columbia Investment Management <br> Corp., 4.00%, 06/02/35<br>| &nbsp;&nbsp;&nbsp; CAD1,930 | 1437769 |
| Canada Government Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 12/01/30 | &nbsp;&nbsp;&nbsp; CAD21,279 | 13914245 |
| &nbsp;&nbsp;&nbsp; 1.00%, 06/01/27 | &nbsp;&nbsp;&nbsp; CAD5,577 | 4020312 |
| &nbsp;&nbsp;&nbsp; 1.25%, 03/01/27 | &nbsp;&nbsp;&nbsp; CAD7,469 | 5419908 |
| &nbsp;&nbsp;&nbsp; 1.25%, 06/01/30 | &nbsp;&nbsp;&nbsp; CAD16,022 | 10982421 |
| &nbsp;&nbsp;&nbsp; 1.50%, 06/01/31 | &nbsp;&nbsp;&nbsp; CAD4,454 | 3028671 |
| &nbsp;&nbsp;&nbsp; 1.50%, 12/01/31 | &nbsp;&nbsp;&nbsp; CAD12,697 | 8548071 |
| &nbsp;&nbsp;&nbsp; 1.75%, 12/01/53 | &nbsp;&nbsp;&nbsp; CAD7,708 | 3619808 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/01/28 | &nbsp;&nbsp;&nbsp; CAD5,000 | 3624660 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/01/32 | &nbsp;&nbsp;&nbsp; CAD8,911 | 6124686 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/01/51 | &nbsp;&nbsp;&nbsp; CAD16,269 | 8310775 |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/01/29 | &nbsp;&nbsp;&nbsp; CAD1,930 | 1395789 |
| &nbsp;&nbsp;&nbsp; 2.25%, 12/01/29<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD1,390 | 1000422 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/01/27 | &nbsp;&nbsp;&nbsp; CAD4,000 | 2939070 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/01/27 | &nbsp;&nbsp;&nbsp; CAD7,000 | 5139399 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/01/32 | &nbsp;&nbsp;&nbsp; CAD8,565 | 6031511 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/01/27 | &nbsp;&nbsp;&nbsp; CAD18,630 | 13738541 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/01/27 | &nbsp;&nbsp;&nbsp; CAD14,332 | 10570905 |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/01/30 | &nbsp;&nbsp;&nbsp; CAD12,233 | 8944258 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/01/30 | &nbsp;&nbsp;&nbsp; CAD10,400 | 7579943 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/01/33 | &nbsp;&nbsp;&nbsp; CAD5,170 | 3680594 |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/01/48 | &nbsp;&nbsp;&nbsp; CAD4,470 | 2748811 |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/01/55 | &nbsp;&nbsp;&nbsp; CAD8,541 | 5029002 |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/01/64 | &nbsp;&nbsp;&nbsp; CAD3,951 | 2251289 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/01/34 | &nbsp;&nbsp;&nbsp; CAD3,028 | 2175271 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/01/28 | &nbsp;&nbsp;&nbsp; CAD6,916 | 5154813 |
| &nbsp;&nbsp;&nbsp; 3.25%, 12/01/33 | &nbsp;&nbsp;&nbsp; CAD3,325 | 2440149 |
| &nbsp;&nbsp;&nbsp; 3.25%, 12/01/34 | &nbsp;&nbsp;&nbsp; CAD9,230 | 6731570 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/01/35 | &nbsp;&nbsp;&nbsp; CAD10,200 | 7412484 |
| &nbsp;&nbsp;&nbsp; 3.25%, 12/01/35 | &nbsp;&nbsp;&nbsp; CAD14,860 | 10756063 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/28 | &nbsp;&nbsp;&nbsp; CAD6,610 | 4945260 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/01/29 | &nbsp;&nbsp;&nbsp; CAD24,421 | 18359627 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/34 | &nbsp;&nbsp;&nbsp; CAD480 | 357961 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/45 | &nbsp;&nbsp;&nbsp; CAD6,069 | 4297460 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/57 | &nbsp;&nbsp;&nbsp; CAD3,610 | 2470249 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/29 | &nbsp;&nbsp;&nbsp; CAD2,610 | 1988818 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/41 | &nbsp;&nbsp;&nbsp; CAD6,523 | 4980731 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/01/37 | &nbsp;&nbsp;&nbsp; CAD4,919 | 4112172 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/01/33 | &nbsp;&nbsp;&nbsp; CAD6,240 | 5329560 |
| Canada Housing Trust No. 1 |  |  |
| &nbsp;&nbsp;&nbsp; 1.10%, 12/15/26<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD1,000 | 726742 |
| &nbsp;&nbsp;&nbsp; 1.10%, 03/15/31<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD900 | 599551 |
| &nbsp;&nbsp;&nbsp; 1.25%, 06/15/26<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD1,800 | 1317191 |
| &nbsp;&nbsp;&nbsp; 1.40%, 03/15/31<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD1,060 | 717118 |
| &nbsp;&nbsp;&nbsp; 1.55%, 12/15/26<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD1,800 | 1313200 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| &nbsp;&nbsp;&nbsp; 1.60%, 12/15/31<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD650 | $437528 |
| &nbsp;&nbsp;&nbsp; 1.75%, 06/15/30<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD970 | 676986 |
| &nbsp;&nbsp;&nbsp; 1.90%, 09/15/26<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD1,160 | 849959 |
| &nbsp;&nbsp;&nbsp; 1.90%, 03/15/31<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD1,100 | 763141 |
| &nbsp;&nbsp;&nbsp; 2.10%, 09/15/29<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD2,590 | 1852741 |
| &nbsp;&nbsp;&nbsp; 2.15%, 12/15/31<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD1,500 | 1041880 |
| &nbsp;&nbsp;&nbsp; 2.35%, 06/15/27<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD1,500 | 1100231 |
| &nbsp;&nbsp;&nbsp; 2.35%, 03/15/28<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD350 | 255757 |
| &nbsp;&nbsp;&nbsp; 2.45%, 12/15/31<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD1,000 | 706280 |
| &nbsp;&nbsp;&nbsp; 2.65%, 03/15/28<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD1,300 | 955809 |
| &nbsp;&nbsp;&nbsp; 2.65%, 12/15/28<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD920 | 674221 |
| &nbsp;&nbsp;&nbsp; 2.85%, 06/15/30<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD5,020 | 3668433 |
| &nbsp;&nbsp;&nbsp; 2.85%, 12/15/30 | &nbsp;&nbsp;&nbsp; CAD3,000 | 2183786 |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/15/29<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD4,040 | 2966634 |
| &nbsp;&nbsp;&nbsp; 3.10%, 06/15/28<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD2,000 | 1484001 |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/15/35 | &nbsp;&nbsp;&nbsp; CAD1,500 | 1094317 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/15/34<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD4,380 | 3213776 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/15/36 | &nbsp;&nbsp;&nbsp; CAD3,680 | 2673576 |
| &nbsp;&nbsp;&nbsp; 3.55%, 09/15/32<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD4,790 | 3578007 |
| &nbsp;&nbsp;&nbsp; 3.60%, 12/15/27<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD1,000 | 748557 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/15/35 | &nbsp;&nbsp;&nbsp; CAD3,400 | 2500344 |
| &nbsp;&nbsp;&nbsp; 3.65%, 06/15/33<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD2,000 | 1496261 |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/15/29<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD4,500 | 3397828 |
| &nbsp;&nbsp;&nbsp; 3.80%, 06/15/27<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD1,000 | 747697 |
| &nbsp;&nbsp;&nbsp; 3.95%, 06/15/28<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD2,500 | 1890547 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/15/33<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD1,570 | 1211895 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/15/28<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD5,000 | 3825109 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/34<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD7,070 | 5484948 |
| &nbsp;&nbsp;&nbsp; Canadian Government Bond, 2.25%, <br> 02/01/28<br>| &nbsp;&nbsp;&nbsp; CAD1,000 | 730042 |
| CDP Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/13/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | 294018 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/11/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1203199 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/30/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,250 | 1479788 |
| &nbsp;&nbsp;&nbsp; 4.10%, 06/13/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD200 | 135483 |
| City of Montreal Canada |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 12/01/41 | &nbsp;&nbsp;&nbsp; CAD200 | 111312 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/01/27 | &nbsp;&nbsp;&nbsp; CAD300 | 221767 |
| &nbsp;&nbsp;&nbsp; 3.15%, 12/01/36 | &nbsp;&nbsp;&nbsp; CAD250 | 167525 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/38 | &nbsp;&nbsp;&nbsp; CAD700 | 471248 |
| &nbsp;&nbsp;&nbsp; 3.90%, 09/01/34 | &nbsp;&nbsp;&nbsp; CAD200 | 147594 |
| &nbsp;&nbsp;&nbsp; 3.90%, 09/01/35 | &nbsp;&nbsp;&nbsp; CAD500 | 365389 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/01/33 | &nbsp;&nbsp;&nbsp; CAD200 | 152482 |
| &nbsp;&nbsp;&nbsp; 4.40%, 12/01/43 | &nbsp;&nbsp;&nbsp; CAD200 | 141649 |
| &nbsp;&nbsp;&nbsp; 4.75%, 12/01/45 | &nbsp;&nbsp;&nbsp; CAD200 | 146615 |
| City of Ottawa Ontario |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/11/51 | &nbsp;&nbsp;&nbsp; CAD100 | 49497 |
| &nbsp;&nbsp;&nbsp; 3.10%, 07/27/48 | &nbsp;&nbsp;&nbsp; CAD100 | 56883 |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/02/34 | &nbsp;&nbsp;&nbsp; CAD300 | 220634 |
| &nbsp;&nbsp;&nbsp; 4.10%, 12/06/52 | &nbsp;&nbsp;&nbsp; CAD200 | 132749 |
| City of Toronto Canada |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 08/25/40 | &nbsp;&nbsp;&nbsp; CAD400 | 223332 |
| &nbsp;&nbsp;&nbsp; 2.40%, 06/07/27 | &nbsp;&nbsp;&nbsp; CAD250 | 183325 |
| &nbsp;&nbsp;&nbsp; 2.80%, 11/22/49 | &nbsp;&nbsp;&nbsp; CAD200 | 106420 |
| &nbsp;&nbsp;&nbsp; 2.90%, 04/29/51 | &nbsp;&nbsp;&nbsp; CAD250 | 134466 |
| &nbsp;&nbsp;&nbsp; 2.95%, 04/28/35 | &nbsp;&nbsp;&nbsp; CAD50 | 34262 |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/01/48 | &nbsp;&nbsp;&nbsp; CAD100 | 57901 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/20/32 | &nbsp;&nbsp;&nbsp; CAD400 | 291726 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/02/34 | &nbsp;&nbsp;&nbsp; CAD500 | 373648 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/01/52 | &nbsp;&nbsp;&nbsp; CAD100 | 68743 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/11/55 | &nbsp;&nbsp;&nbsp; CAD200 | 141551 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| &nbsp;&nbsp;&nbsp; 4.55%, 10/29/54 | &nbsp;&nbsp;&nbsp; CAD400 | $285243 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/15/54 | &nbsp;&nbsp;&nbsp; CAD200 | 150521 |
| City of Winnipeg Canada, 4.65%, 06/01/64 | &nbsp;&nbsp;&nbsp; CAD300 | 214314 |
| CPPIB Capital, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 01/18/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR290 | 210590 |
| &nbsp;&nbsp;&nbsp; 0.75%, 02/02/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR750 | 677286 |
| &nbsp;&nbsp;&nbsp; 1.13%, 12/14/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP250 | 306692 |
| &nbsp;&nbsp;&nbsp; 1.25%, 12/07/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP250 | 326115 |
| &nbsp;&nbsp;&nbsp; 1.63%, 10/22/71<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP250 | 123979 |
| &nbsp;&nbsp;&nbsp; 1.95%, 09/30/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD500 | 355284 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/08/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD1,000 | 743341 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/27/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR750 | 892372 |
| &nbsp;&nbsp;&nbsp; 3.35%, 12/02/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD500 | 371160 |
| &nbsp;&nbsp;&nbsp; 3.60%, 06/02/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD1,000 | 751334 |
| &nbsp;&nbsp;&nbsp; 3.90%, 10/30/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD2,000 | 1371796 |
| &nbsp;&nbsp;&nbsp; 3.95%, 06/02/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD500 | 380436 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/02/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD1,920 | 1437774 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/02/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD500 | 346455 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/02/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD1,400 | 1078226 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP250 | 345244 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/16/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD600 | 417372 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/02/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD500 | 397299 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/04/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD400 | 278689 |
| Export Development Canada |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 01/18/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 596883 |
| &nbsp;&nbsp;&nbsp; 2.63%, 01/28/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,000 | 2371261 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/22/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 717640 |
| &nbsp;&nbsp;&nbsp; 2.88%, 01/19/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1199925 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/03/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP550 | 751517 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/19/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 136826 |
| &nbsp;&nbsp;&nbsp; First Nations Finance Authority, 4.05%, <br> 06/01/35<br>| &nbsp;&nbsp;&nbsp; CAD500 | 373506 |
| Government of Newfoundland and Labrador |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 06/02/30 | &nbsp;&nbsp;&nbsp; CAD600 | 417070 |
| &nbsp;&nbsp;&nbsp; 2.05%, 06/02/31 | &nbsp;&nbsp;&nbsp; CAD300 | 207691 |
| &nbsp;&nbsp;&nbsp; 2.65%, 10/17/50 | &nbsp;&nbsp;&nbsp; CAD400 | 204435 |
| &nbsp;&nbsp;&nbsp; 2.85%, 06/02/28 | &nbsp;&nbsp;&nbsp; CAD500 | 368261 |
| &nbsp;&nbsp;&nbsp; 2.85%, 06/02/29 | &nbsp;&nbsp;&nbsp; CAD870 | 637904 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/02/26 | &nbsp;&nbsp;&nbsp; CAD130 | 95699 |
| &nbsp;&nbsp;&nbsp; 3.15%, 06/02/30 | &nbsp;&nbsp;&nbsp; CAD600 | 441693 |
| &nbsp;&nbsp;&nbsp; 3.15%, 12/02/52 | &nbsp;&nbsp;&nbsp; CAD300 | 167393 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/02/32 | &nbsp;&nbsp;&nbsp; CAD300 | 218809 |
| &nbsp;&nbsp;&nbsp; 3.30%, 10/17/46 | &nbsp;&nbsp;&nbsp; CAD250 | 149334 |
| &nbsp;&nbsp;&nbsp; 3.70%, 10/17/48 | &nbsp;&nbsp;&nbsp; CAD420 | 263609 |
| &nbsp;&nbsp;&nbsp; 3.85%, 12/02/34 | &nbsp;&nbsp;&nbsp; CAD1,000 | 739394 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/02/35 | &nbsp;&nbsp;&nbsp; CAD1,000 | 744101 |
| &nbsp;&nbsp;&nbsp; 4.10%, 10/17/54 | &nbsp;&nbsp;&nbsp; CAD400 | 263712 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/02/33 | &nbsp;&nbsp;&nbsp; CAD500 | 381568 |
| &nbsp;&nbsp;&nbsp; 4.60%, 10/17/55 | &nbsp;&nbsp;&nbsp; CAD400 | 286979 |
| Hydro-Quebec |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/01/28 | &nbsp;&nbsp;&nbsp; CAD500 | 360177 |
| &nbsp;&nbsp;&nbsp; 2.10%, 02/15/60 | &nbsp;&nbsp;&nbsp; CAD2,580 | 1077160 |
| &nbsp;&nbsp;&nbsp; 3.40%, 09/01/29 | &nbsp;&nbsp;&nbsp; CAD700 | 521674 |
| &nbsp;&nbsp;&nbsp; 3.55%, 09/01/32 | &nbsp;&nbsp;&nbsp; CAD1,600 | 1183161 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/15/55 | &nbsp;&nbsp;&nbsp; CAD1,890 | 1239341 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/15/63 | &nbsp;&nbsp;&nbsp; CAD3,900 | 2538237 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/15/65 | &nbsp;&nbsp;&nbsp; CAD1,300 | 845255 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/45 | &nbsp;&nbsp;&nbsp; CAD1,100 | 847055 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/50 | &nbsp;&nbsp;&nbsp; CAD1,620 | 1246230 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/15/31 | &nbsp;&nbsp;&nbsp; CAD200 | 166960 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/15/40 | &nbsp;&nbsp;&nbsp; CAD910 | 786465 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/15/35 | &nbsp;&nbsp;&nbsp; CAD400 | $353122 |
| &nbsp;&nbsp;&nbsp; Ireland Government Bonds, 0.20%, <br> 10/18/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR4,080 | 4358111 |
| Labrador-Island Link Funding Trust |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 12/01/53<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD300 | 196664 |
| &nbsp;&nbsp;&nbsp; Series A, 3.76%, 06/01/33<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD300 | 224921 |
| &nbsp;&nbsp;&nbsp; Municipal Finance Authority of <br> British Columbia<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 04/08/32 | &nbsp;&nbsp;&nbsp; CAD200 | 146635 |
| &nbsp;&nbsp;&nbsp; 3.35%, 06/01/27 | &nbsp;&nbsp;&nbsp; CAD500 | 371328 |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/03/34 | &nbsp;&nbsp;&nbsp; CAD200 | 147046 |
| &nbsp;&nbsp;&nbsp; 4.05%, 12/03/33 | &nbsp;&nbsp;&nbsp; CAD200 | 151554 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/03/28 | &nbsp;&nbsp;&nbsp; CAD1,000 | 768164 |
| &nbsp;&nbsp;&nbsp; Muskrat Falls/Labrador Transmission Assets <br> Funding Trust<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/01/57 | &nbsp;&nbsp;&nbsp; CAD200 | 119189 |
| &nbsp;&nbsp;&nbsp; Series A, 3.63%, 06/01/29<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; CAD300 | 225872 |
| OMERS Finance Trust |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 01/25/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 482610 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/28/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | 296653 |
| &nbsp;&nbsp;&nbsp; Ontario Electricity Financial Corp., 8.25%, <br> 06/22/26<br>| &nbsp;&nbsp;&nbsp; CAD300 | 225303 |
| Ontario Teachers' Finance Trust |  |  |
| &nbsp;&nbsp;&nbsp; 0.10%, 05/19/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | 507347 |
| &nbsp;&nbsp;&nbsp; 0.90%, 05/20/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR560 | 443736 |
| &nbsp;&nbsp;&nbsp; 1.85%, 05/03/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR850 | 944962 |
| &nbsp;&nbsp;&nbsp; 2.85%, 12/04/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 592374 |
| OPB Finance Trust, Series F 2.98%, 01/25/27 | &nbsp;&nbsp;&nbsp; CAD400 | 294756 |
| Province of Alberta Canada |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 06/01/31 | &nbsp;&nbsp;&nbsp; CAD2,000 | 1361444 |
| &nbsp;&nbsp;&nbsp; 2.05%, 06/01/30 | &nbsp;&nbsp;&nbsp; CAD1,600 | 1129492 |
| &nbsp;&nbsp;&nbsp; 2.20%, 06/01/26 | &nbsp;&nbsp;&nbsp; CAD300 | 220306 |
| &nbsp;&nbsp;&nbsp; 2.55%, 06/01/27 | &nbsp;&nbsp;&nbsp; CAD1,080 | 794183 |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/01/28 | &nbsp;&nbsp;&nbsp; CAD1,050 | 774319 |
| &nbsp;&nbsp;&nbsp; 2.90%, 09/20/29 | &nbsp;&nbsp;&nbsp; CAD300 | 220522 |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/01/52 | &nbsp;&nbsp;&nbsp; CAD770 | 425193 |
| &nbsp;&nbsp;&nbsp; 3.05%, 12/01/48 | &nbsp;&nbsp;&nbsp; CAD2,230 | 1282209 |
| &nbsp;&nbsp;&nbsp; 3.10%, 06/01/50 | &nbsp;&nbsp;&nbsp; CAD2,140 | 1228705 |
| &nbsp;&nbsp;&nbsp; 3.13%, 10/16/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | 1300873 |
| &nbsp;&nbsp;&nbsp; 3.15%, 06/01/32 | &nbsp;&nbsp;&nbsp; CAD300 | 218528 |
| &nbsp;&nbsp;&nbsp; 3.30%, 12/01/46 | &nbsp;&nbsp;&nbsp; CAD1,390 | 848663 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/02/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 839525 |
| &nbsp;&nbsp;&nbsp; 3.45%, 12/01/43 | &nbsp;&nbsp;&nbsp; CAD125 | 80547 |
| &nbsp;&nbsp;&nbsp; 3.90%, 12/01/33 | &nbsp;&nbsp;&nbsp; CAD200 | 150542 |
| &nbsp;&nbsp;&nbsp; 3.95%, 06/01/35 | &nbsp;&nbsp;&nbsp; CAD1,500 | 1120012 |
| &nbsp;&nbsp;&nbsp; 4.10%, 06/01/29 | &nbsp;&nbsp;&nbsp; CAD1,000 | 763740 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/01/33 | &nbsp;&nbsp;&nbsp; CAD900 | 690573 |
| &nbsp;&nbsp;&nbsp; 4.45%, 12/01/54 | &nbsp;&nbsp;&nbsp; CAD1,550 | 1114075 |
| Province of British Columbia Canada |  |  |
| &nbsp;&nbsp;&nbsp; 1.55%, 06/18/31 | &nbsp;&nbsp;&nbsp; CAD2,200 | 1487502 |
| &nbsp;&nbsp;&nbsp; 2.20%, 06/18/30 | &nbsp;&nbsp;&nbsp; CAD1,540 | 1093040 |
| &nbsp;&nbsp;&nbsp; 2.30%, 06/18/26 | &nbsp;&nbsp;&nbsp; CAD200 | 146925 |
| &nbsp;&nbsp;&nbsp; 2.55%, 06/18/27 | &nbsp;&nbsp;&nbsp; CAD300 | 220610 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/18/52 | &nbsp;&nbsp;&nbsp; CAD1,450 | 765964 |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/18/48 | &nbsp;&nbsp;&nbsp; CAD2,170 | 1194371 |
| &nbsp;&nbsp;&nbsp; 2.95%, 12/18/28 | &nbsp;&nbsp;&nbsp; CAD200 | 147703 |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/18/50 | &nbsp;&nbsp;&nbsp; CAD920 | 512232 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/24/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 469970 |
| &nbsp;&nbsp;&nbsp; 3.20%, 06/18/32 | &nbsp;&nbsp;&nbsp; CAD500 | 364828 |
| &nbsp;&nbsp;&nbsp; 3.20%, 06/18/44 | &nbsp;&nbsp;&nbsp; CAD1,400 | 861680 |
| &nbsp;&nbsp;&nbsp; 3.40%, 05/24/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 814911 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/29/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | $583905 |
| &nbsp;&nbsp;&nbsp; 3.55%, 06/18/33 | &nbsp;&nbsp;&nbsp; CAD800 | 590246 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/18/36 | &nbsp;&nbsp;&nbsp; CAD1,100 | 806863 |
| &nbsp;&nbsp;&nbsp; 3.90%, 10/10/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1179885 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/18/35 | &nbsp;&nbsp;&nbsp; CAD3,000 | 2241915 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/18/34 | &nbsp;&nbsp;&nbsp; CAD2,000 | 1524188 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/18/53 | &nbsp;&nbsp;&nbsp; CAD1,000 | 693650 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/18/42 | &nbsp;&nbsp;&nbsp; CAD1,510 | 1097718 |
| &nbsp;&nbsp;&nbsp; 4.45%, 12/18/55 | &nbsp;&nbsp;&nbsp; CAD2,740 | 1963068 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/18/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP900 | 1247018 |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/18/57 | &nbsp;&nbsp;&nbsp; CAD1,110 | 816636 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/16/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD300 | 207243 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/18/40 | &nbsp;&nbsp;&nbsp; CAD170 | 133962 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/18/31 | &nbsp;&nbsp;&nbsp; CAD120 | 96034 |
| &nbsp;&nbsp;&nbsp; 5.70%, 06/18/29 | &nbsp;&nbsp;&nbsp; CAD1,000 | 801461 |
| &nbsp;&nbsp;&nbsp; 6.35%, 06/18/31 | &nbsp;&nbsp;&nbsp; CAD40 | 33964 |
| Province of Manitoba Canada |  |  |
| &nbsp;&nbsp;&nbsp; 2.05%, 06/02/30 | &nbsp;&nbsp;&nbsp; CAD500 | 352716 |
| &nbsp;&nbsp;&nbsp; 2.05%, 06/02/31 | &nbsp;&nbsp;&nbsp; CAD600 | 416248 |
| &nbsp;&nbsp;&nbsp; 2.05%, 09/05/52 | &nbsp;&nbsp;&nbsp; CAD870 | 386886 |
| &nbsp;&nbsp;&nbsp; 2.55%, 06/02/26 | &nbsp;&nbsp;&nbsp; CAD200 | 147034 |
| &nbsp;&nbsp;&nbsp; 2.60%, 06/02/27 | &nbsp;&nbsp;&nbsp; CAD200 | 147141 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/02/29 | &nbsp;&nbsp;&nbsp; CAD300 | 219603 |
| &nbsp;&nbsp;&nbsp; 2.85%, 09/05/46 | &nbsp;&nbsp;&nbsp; CAD590 | 331826 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/02/28 | &nbsp;&nbsp;&nbsp; CAD300 | 221912 |
| &nbsp;&nbsp;&nbsp; 3.20%, 03/05/50 | &nbsp;&nbsp;&nbsp; CAD1,330 | 770978 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/05/29 | &nbsp;&nbsp;&nbsp; CAD600 | 445729 |
| &nbsp;&nbsp;&nbsp; 3.40%, 09/05/48 | &nbsp;&nbsp;&nbsp; CAD690 | 418151 |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/02/35 | &nbsp;&nbsp;&nbsp; CAD1,500 | 1093966 |
| &nbsp;&nbsp;&nbsp; 3.80%, 06/02/33 | &nbsp;&nbsp;&nbsp; CAD100 | 74852 |
| &nbsp;&nbsp;&nbsp; 3.80%, 09/05/53 | &nbsp;&nbsp;&nbsp; CAD500 | 318481 |
| &nbsp;&nbsp;&nbsp; 3.90%, 12/02/32 | &nbsp;&nbsp;&nbsp; CAD600 | 454022 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/05/41 | &nbsp;&nbsp;&nbsp; CAD400 | 284552 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/02/34 | &nbsp;&nbsp;&nbsp; CAD1,000 | 766062 |
| &nbsp;&nbsp;&nbsp; 4.40%, 09/05/55 | &nbsp;&nbsp;&nbsp; CAD900 | 634113 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/05/38 | &nbsp;&nbsp;&nbsp; CAD70 | 53660 |
| &nbsp;&nbsp;&nbsp; 4.60%, 09/05/57 | &nbsp;&nbsp;&nbsp; CAD800 | 583430 |
| &nbsp;&nbsp;&nbsp; 4.85%, 08/28/34 | &nbsp;&nbsp;&nbsp; AUD200 | 132587 |
| &nbsp;&nbsp;&nbsp; 6.30%, 03/05/31 | &nbsp;&nbsp;&nbsp; CAD300 | 252262 |
| Province of New Brunswick Canada |  |  |
| &nbsp;&nbsp;&nbsp; 2.35%, 08/14/27 | &nbsp;&nbsp;&nbsp; CAD570 | 417825 |
| &nbsp;&nbsp;&nbsp; 2.60%, 08/14/26 | &nbsp;&nbsp;&nbsp; CAD200 | 147123 |
| &nbsp;&nbsp;&nbsp; 3.05%, 08/14/50 | &nbsp;&nbsp;&nbsp; CAD850 | 477918 |
| &nbsp;&nbsp;&nbsp; 3.10%, 08/14/28 | &nbsp;&nbsp;&nbsp; CAD200 | 148304 |
| &nbsp;&nbsp;&nbsp; 3.10%, 08/14/48 | &nbsp;&nbsp;&nbsp; CAD300 | 172703 |
| &nbsp;&nbsp;&nbsp; 3.55%, 06/03/43 | &nbsp;&nbsp;&nbsp; CAD210 | 136489 |
| &nbsp;&nbsp;&nbsp; 3.80%, 08/14/45 | &nbsp;&nbsp;&nbsp; CAD1,700 | 1122933 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/14/32 | &nbsp;&nbsp;&nbsp; CAD500 | 379780 |
| &nbsp;&nbsp;&nbsp; 3.95%, 06/03/35 | &nbsp;&nbsp;&nbsp; CAD1,200 | 892878 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/26/37 | &nbsp;&nbsp;&nbsp; CAD60 | 45979 |
| &nbsp;&nbsp;&nbsp; 4.55%, 12/03/56 | &nbsp;&nbsp;&nbsp; CAD100 | 72306 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/26/35 | &nbsp;&nbsp;&nbsp; CAD400 | 313780 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/26/39 | &nbsp;&nbsp;&nbsp; CAD300 | 232710 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/14/54 | &nbsp;&nbsp;&nbsp; CAD200 | 154626 |
| Province of Nova Scotia Canada |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/01/30 | &nbsp;&nbsp;&nbsp; CAD500 | 350761 |
| &nbsp;&nbsp;&nbsp; 2.10%, 06/01/27 | &nbsp;&nbsp;&nbsp; CAD600 | 438561 |
| &nbsp;&nbsp;&nbsp; 3.15%, 12/01/51 | &nbsp;&nbsp;&nbsp; CAD960 | 546087 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/02/62 | &nbsp;&nbsp;&nbsp; CAD30 | 17646 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/01/35 | &nbsp;&nbsp;&nbsp; CAD500 | 369065 |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/01/42 | &nbsp;&nbsp;&nbsp; CAD220 | 160726 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| &nbsp;&nbsp;&nbsp; 4.60%, 12/01/55 | &nbsp;&nbsp;&nbsp; CAD500 | $363154 |
| &nbsp;&nbsp;&nbsp; 4.70%, 06/01/41 | &nbsp;&nbsp;&nbsp; CAD200 | 151794 |
| &nbsp;&nbsp;&nbsp; 4.75%, 12/01/54 | &nbsp;&nbsp;&nbsp; CAD800 | 594353 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/01/74 | &nbsp;&nbsp;&nbsp; CAD300 | 225163 |
| &nbsp;&nbsp;&nbsp; 5.80%, 06/01/33 | &nbsp;&nbsp;&nbsp; CAD300 | 252698 |
| Province of Ontario Canada |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 625360 |
| &nbsp;&nbsp;&nbsp; 0.25%, 12/15/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP320 | 425001 |
| &nbsp;&nbsp;&nbsp; 0.38%, 04/08/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 232229 |
| &nbsp;&nbsp;&nbsp; 1.05%, 09/08/27 | &nbsp;&nbsp;&nbsp; CAD300 | 215431 |
| &nbsp;&nbsp;&nbsp; 1.35%, 09/08/26 | &nbsp;&nbsp;&nbsp; CAD300 | 219127 |
| &nbsp;&nbsp;&nbsp; 1.35%, 12/02/30 | &nbsp;&nbsp;&nbsp; CAD1,500 | 1016057 |
| &nbsp;&nbsp;&nbsp; 1.55%, 11/01/29 | &nbsp;&nbsp;&nbsp; CAD2,830 | 1978601 |
| &nbsp;&nbsp;&nbsp; 1.85%, 02/01/27 | &nbsp;&nbsp;&nbsp; CAD800 | 584465 |
| &nbsp;&nbsp;&nbsp; 1.90%, 12/02/51 | &nbsp;&nbsp;&nbsp; CAD2,020 | 890885 |
| &nbsp;&nbsp;&nbsp; 2.05%, 06/02/30 | &nbsp;&nbsp;&nbsp; CAD4,050 | 2857563 |
| &nbsp;&nbsp;&nbsp; 2.15%, 06/02/31 | &nbsp;&nbsp;&nbsp; CAD1,900 | 1326553 |
| &nbsp;&nbsp;&nbsp; 2.25%, 12/02/31 | &nbsp;&nbsp;&nbsp; CAD1,000 | 695962 |
| &nbsp;&nbsp;&nbsp; 2.40%, 06/02/26 | &nbsp;&nbsp;&nbsp; CAD3,860 | 2836471 |
| &nbsp;&nbsp;&nbsp; 2.55%, 12/02/52 | &nbsp;&nbsp;&nbsp; CAD1,500 | 762302 |
| &nbsp;&nbsp;&nbsp; 2.60%, 06/02/27 | &nbsp;&nbsp;&nbsp; CAD2,360 | 1736477 |
| &nbsp;&nbsp;&nbsp; 2.65%, 12/02/50 | &nbsp;&nbsp;&nbsp; CAD4,300 | 2265634 |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/02/29 | &nbsp;&nbsp;&nbsp; CAD3,460 | 2529318 |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/02/48 | &nbsp;&nbsp;&nbsp; CAD2,840 | 1574840 |
| &nbsp;&nbsp;&nbsp; 2.90%, 06/02/28 | &nbsp;&nbsp;&nbsp; CAD2,500 | 1845603 |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/02/46 | &nbsp;&nbsp;&nbsp; CAD5,900 | 3387332 |
| &nbsp;&nbsp;&nbsp; 2.90%, 06/02/49 | &nbsp;&nbsp;&nbsp; CAD3,660 | 2047968 |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/08/30 | &nbsp;&nbsp;&nbsp; CAD2,500 | 1827504 |
| &nbsp;&nbsp;&nbsp; 3.10%, 01/31/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 948010 |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/03/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 832857 |
| &nbsp;&nbsp;&nbsp; 3.40%, 09/08/28 | &nbsp;&nbsp;&nbsp; CAD400 | 298635 |
| &nbsp;&nbsp;&nbsp; 3.45%, 06/02/45 | &nbsp;&nbsp;&nbsp; CAD5,610 | 3568765 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/02/43 | &nbsp;&nbsp;&nbsp; CAD1,620 | 1057902 |
| &nbsp;&nbsp;&nbsp; 3.60%, 03/08/28 | &nbsp;&nbsp;&nbsp; CAD1,000 | 748885 |
| &nbsp;&nbsp;&nbsp; 3.60%, 06/02/35 | &nbsp;&nbsp;&nbsp; CAD2,500 | 1814738 |
| &nbsp;&nbsp;&nbsp; 3.65%, 06/02/33 | &nbsp;&nbsp;&nbsp; CAD2,000 | 1486362 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/02/32 | &nbsp;&nbsp;&nbsp; CAD3,900 | 2936021 |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/02/53 | &nbsp;&nbsp;&nbsp; CAD4,430 | 2841136 |
| &nbsp;&nbsp;&nbsp; 3.80%, 12/02/34 | &nbsp;&nbsp;&nbsp; CAD5,000 | 3704743 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/02/36 | &nbsp;&nbsp;&nbsp; CAD1,500 | 1102893 |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/02/35 | &nbsp;&nbsp;&nbsp; CAD2,000 | 1484033 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/04/33 | &nbsp;&nbsp;&nbsp; CAD700 | 536005 |
| &nbsp;&nbsp;&nbsp; 4.10%, 10/07/54 | &nbsp;&nbsp;&nbsp; CAD2,450 | 1668435 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/02/34 | &nbsp;&nbsp;&nbsp; CAD4,070 | 3105785 |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/02/54 | &nbsp;&nbsp;&nbsp; CAD4,700 | 3223564 |
| &nbsp;&nbsp;&nbsp; 4.45%, 12/02/56 | &nbsp;&nbsp;&nbsp; CAD2,100 | 1518322 |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/02/39 | &nbsp;&nbsp;&nbsp; CAD3,540 | 2712518 |
| &nbsp;&nbsp;&nbsp; 4.60%, 12/02/55 | &nbsp;&nbsp;&nbsp; CAD2,750 | 2034459 |
| &nbsp;&nbsp;&nbsp; 4.65%, 06/02/41 | &nbsp;&nbsp;&nbsp; CAD5,310 | 4049807 |
| &nbsp;&nbsp;&nbsp; 4.70%, 06/02/37 | &nbsp;&nbsp;&nbsp; CAD1,703 | 1328331 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/02/35 | &nbsp;&nbsp;&nbsp; CAD500 | 421190 |
| &nbsp;&nbsp;&nbsp; 5.85%, 03/08/33 | &nbsp;&nbsp;&nbsp; CAD290 | 244547 |
| &nbsp;&nbsp;&nbsp; 6.20%, 06/02/31 | &nbsp;&nbsp;&nbsp; CAD580 | 488861 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/08/29 | &nbsp;&nbsp;&nbsp; CAD50 | 40709 |
| Province of Prince Edward Island Canada |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 12/01/51 | &nbsp;&nbsp;&nbsp; CAD300 | 151873 |
| &nbsp;&nbsp;&nbsp; 3.95%, 06/15/35 | &nbsp;&nbsp;&nbsp; CAD200 | 148020 |
| Province of Quebec Canada |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/29/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | 1255857 |
| &nbsp;&nbsp;&nbsp; 0.25%, 05/05/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR850 | 885666 |
| &nbsp;&nbsp;&nbsp; 0.50%, 01/25/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1033068 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| &nbsp;&nbsp;&nbsp; 0.88%, 05/04/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | $642085 |
| &nbsp;&nbsp;&nbsp; 0.88%, 07/05/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR150 | 171923 |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/01/31 | &nbsp;&nbsp;&nbsp; CAD1,900 | 1273768 |
| &nbsp;&nbsp;&nbsp; 1.90%, 09/01/30 | &nbsp;&nbsp;&nbsp; CAD2,960 | 2066515 |
| &nbsp;&nbsp;&nbsp; 2.30%, 09/01/29 | &nbsp;&nbsp;&nbsp; CAD2,010 | 1445729 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/01/26 | &nbsp;&nbsp;&nbsp; CAD1,800 | 1323708 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/01/27 | &nbsp;&nbsp;&nbsp; CAD500 | 368678 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/01/28 | &nbsp;&nbsp;&nbsp; CAD1,590 | 1168410 |
| &nbsp;&nbsp;&nbsp; 2.85%, 12/01/53 | &nbsp;&nbsp;&nbsp; CAD2,420 | 1279172 |
| &nbsp;&nbsp;&nbsp; 3.10%, 12/01/51 | &nbsp;&nbsp;&nbsp; CAD4,690 | 2643886 |
| &nbsp;&nbsp;&nbsp; 3.13%, 03/27/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 356086 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/01/32 | &nbsp;&nbsp;&nbsp; CAD2,000 | 1457543 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/22/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1187973 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/45 | &nbsp;&nbsp;&nbsp; CAD2,780 | 1751524 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/48 | &nbsp;&nbsp;&nbsp; CAD4,080 | 2508931 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/01/33 | &nbsp;&nbsp;&nbsp; CAD5,600 | 4127692 |
| &nbsp;&nbsp;&nbsp; 3.65%, 05/20/32 | &nbsp;&nbsp;&nbsp; CAD200 | 149595 |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/22/32 | &nbsp;&nbsp;&nbsp; CAD1,000 | 756832 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/01/35 | &nbsp;&nbsp;&nbsp; CAD4,790 | 3561320 |
| &nbsp;&nbsp;&nbsp; 4.20%, 12/01/57 | &nbsp;&nbsp;&nbsp; CAD3,300 | 2246278 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/01/43 | &nbsp;&nbsp;&nbsp; CAD1,650 | 1169890 |
| &nbsp;&nbsp;&nbsp; 4.40%, 12/01/55 | &nbsp;&nbsp;&nbsp; CAD5,510 | 3880002 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/01/34 | &nbsp;&nbsp;&nbsp; CAD4,580 | 3546365 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/22/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP2,000 | 2796549 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/01/38 | &nbsp;&nbsp;&nbsp; CAD1,000 | 791341 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/01/41 | &nbsp;&nbsp;&nbsp; CAD2,500 | 1956450 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/04/35 | &nbsp;&nbsp;&nbsp; AUD2,140 | 1447197 |
| &nbsp;&nbsp;&nbsp; 5.75%, 12/01/36 | &nbsp;&nbsp;&nbsp; CAD1,520 | 1282768 |
| &nbsp;&nbsp;&nbsp; 6.25%, 06/01/32 | &nbsp;&nbsp;&nbsp; CAD110 | 93777 |
| Province of Saskatchewan Canada |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 06/02/31 | &nbsp;&nbsp;&nbsp; CAD500 | 349130 |
| &nbsp;&nbsp;&nbsp; 2.20%, 06/02/30 | &nbsp;&nbsp;&nbsp; CAD400 | 284154 |
| &nbsp;&nbsp;&nbsp; 2.65%, 06/02/27 | &nbsp;&nbsp;&nbsp; CAD450 | 331336 |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/02/46 | &nbsp;&nbsp;&nbsp; CAD300 | 167279 |
| &nbsp;&nbsp;&nbsp; 2.80%, 12/02/52 | &nbsp;&nbsp;&nbsp; CAD820 | 437603 |
| &nbsp;&nbsp;&nbsp; 3.05%, 12/02/28 | &nbsp;&nbsp;&nbsp; CAD700 | 518527 |
| &nbsp;&nbsp;&nbsp; 3.10%, 06/02/50 | &nbsp;&nbsp;&nbsp; CAD700 | 402077 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/24/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 711783 |
| &nbsp;&nbsp;&nbsp; 3.30%, 05/08/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 720980 |
| &nbsp;&nbsp;&nbsp; 3.30%, 06/02/48 | &nbsp;&nbsp;&nbsp; CAD1,000 | 603327 |
| &nbsp;&nbsp;&nbsp; 3.40%, 02/03/42 | &nbsp;&nbsp;&nbsp; CAD100 | 65424 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/05/54 | &nbsp;&nbsp;&nbsp; CAD400 | 254891 |
| &nbsp;&nbsp;&nbsp; 3.80%, 06/02/62 | &nbsp;&nbsp;&nbsp; CAD200 | 126960 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/02/33 | &nbsp;&nbsp;&nbsp; CAD2,930 | 2213065 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/02/45 | &nbsp;&nbsp;&nbsp; CAD150 | 101411 |
| &nbsp;&nbsp;&nbsp; 4.20%, 12/02/54 | &nbsp;&nbsp;&nbsp; CAD300 | 206622 |
| &nbsp;&nbsp;&nbsp; 4.40%, 12/02/56 | &nbsp;&nbsp;&nbsp; CAD600 | 428271 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/01/40 | &nbsp;&nbsp;&nbsp; CAD100 | 77492 |
| PSP Capital, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD450 | 322669 |
| &nbsp;&nbsp;&nbsp; 2.88%, 07/23/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR750 | 885737 |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/02/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 355621 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD500 | 377347 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/01/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD1,500 | 1147911 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/22/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP250 | 342833 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/01/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD970 | 672772 |
| &nbsp;&nbsp;&nbsp; 4.40%, 12/02/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CAD500 | 388077 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/27/35 | &nbsp;&nbsp;&nbsp; AUD800 | 551595 |
| Regional Municipality of Peel Ontario |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/02/35 | &nbsp;&nbsp;&nbsp; CAD200 | 147022 |
| &nbsp;&nbsp;&nbsp; 3.85%, 10/30/42 | &nbsp;&nbsp;&nbsp; CAD100 | 67448 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| Regional Municipality of York |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 06/22/31 | &nbsp;&nbsp;&nbsp; CAD500 | $347657 |
| &nbsp;&nbsp;&nbsp; 4.45%, 12/08/33 | &nbsp;&nbsp;&nbsp; CAD200 | 155132 |
| &nbsp;&nbsp;&nbsp; South Coast British Columbia <br> Transportation Authority<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/23/28 | &nbsp;&nbsp;&nbsp; CAD350 | 260600 |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/12/53 | &nbsp;&nbsp;&nbsp; CAD200 | 133324 |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/14/55 | &nbsp;&nbsp;&nbsp; CAD200 | 143433 |
|  |  | 525105834 |
| **Chile — 0.2%** | **Chile — 0.2%** | **Chile — 0.2%** |
| &nbsp;&nbsp;&nbsp; Bonos de la Tesoreria de la Republica <br> en pesos<br>|  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 05/06/27<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; CLP1,000,000 | 1087651 |
| &nbsp;&nbsp;&nbsp; 0.00%, 04/01/29<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; CLP475,000 | 475486 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/01/26 | &nbsp;&nbsp;&nbsp; CLP780,000 | 892889 |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/01/30<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; CLP1,395,000 | 1582712 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/01/28<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; CLP600,000 | 693610 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/35 | &nbsp;&nbsp;&nbsp; CLP600,000 | 672867 |
| &nbsp;&nbsp;&nbsp; 5.10%, 07/15/50 | &nbsp;&nbsp;&nbsp; CLP350,000 | 380624 |
| &nbsp;&nbsp;&nbsp; 5.30%, 11/01/37<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; CLP885,000 | 1013073 |
| &nbsp;&nbsp;&nbsp; 5.80%, 10/01/34<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; CLP800,000 | 947998 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/01/33<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; CLP1,900,000 | 2271042 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/01/43 | &nbsp;&nbsp;&nbsp; CLP315,000 | 388672 |
| &nbsp;&nbsp;&nbsp; 6.10%, 04/01/56 | &nbsp;&nbsp;&nbsp; CLP895,000 | 1115446 |
| &nbsp;&nbsp;&nbsp; 6.20%, 10/01/40<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; CLP2,240,000 | 2799451 |
| &nbsp;&nbsp;&nbsp; 7.00%, 05/01/34<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; CLP400,000 | 509918 |
| &nbsp;&nbsp;&nbsp; Chile Government International Bond, 3.88%, <br> 04/14/36<br>| &nbsp;&nbsp;&nbsp; EUR2,000 | 2368466 |
| Chile Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 0.10%, 01/26/27 | &nbsp;&nbsp;&nbsp; EUR200 | 231888 |
| &nbsp;&nbsp;&nbsp; 0.56%, 01/21/29 | &nbsp;&nbsp;&nbsp; EUR200 | 222122 |
| &nbsp;&nbsp;&nbsp; 0.83%, 07/02/31 | &nbsp;&nbsp;&nbsp; EUR300 | 314022 |
| &nbsp;&nbsp;&nbsp; 1.25%, 01/29/40 | &nbsp;&nbsp;&nbsp; EUR600 | 509029 |
| &nbsp;&nbsp;&nbsp; 1.25%, 01/22/51 | &nbsp;&nbsp;&nbsp; EUR300 | 193954 |
| &nbsp;&nbsp;&nbsp; 1.30%, 07/26/36 | &nbsp;&nbsp;&nbsp; EUR200 | 187183 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/14/32 | &nbsp;&nbsp;&nbsp; EUR600 | 728098 |
| &nbsp;&nbsp;&nbsp; 3.80%, 07/01/35 | &nbsp;&nbsp;&nbsp; EUR705 | 841338 |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/09/31 | &nbsp;&nbsp;&nbsp; EUR500 | 609714 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/05/34 | &nbsp;&nbsp;&nbsp; EUR300 | 368931 |
|  |  | 21406184 |
| **China — 16.5%** | **China — 16.5%** | **China — 16.5%** |
| Agricultural Development Bank of China |  |  |
| &nbsp;&nbsp;&nbsp; 2.22%, 04/09/29 | &nbsp;&nbsp;&nbsp; CNY119,890 | 17536099 |
| &nbsp;&nbsp;&nbsp; 2.47%, 04/02/34 | &nbsp;&nbsp;&nbsp; CNY128,250 | 19180074 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/24/27 | &nbsp;&nbsp;&nbsp; CNY207,450 | 30255246 |
| &nbsp;&nbsp;&nbsp; 2.57%, 09/13/28 | &nbsp;&nbsp;&nbsp; CNY163,380 | 24053733 |
| &nbsp;&nbsp;&nbsp; 2.63%, 06/07/28 | &nbsp;&nbsp;&nbsp; CNY76,600 | 11269549 |
| &nbsp;&nbsp;&nbsp; 2.83%, 08/11/29 | &nbsp;&nbsp;&nbsp; CNY50,600 | 7553351 |
| &nbsp;&nbsp;&nbsp; 2.83%, 06/16/33 | &nbsp;&nbsp;&nbsp; CNY72,900 | 11157533 |
| &nbsp;&nbsp;&nbsp; 2.85%, 10/20/33 | &nbsp;&nbsp;&nbsp; CNY72,900 | 11191604 |
| &nbsp;&nbsp;&nbsp; 2.87%, 05/14/27 | &nbsp;&nbsp;&nbsp; CNY5,000 | 731012 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/08/28 | &nbsp;&nbsp;&nbsp; CNY83,400 | 12311639 |
| &nbsp;&nbsp;&nbsp; 2.97%, 10/14/32 | &nbsp;&nbsp;&nbsp; CNY132,310 | 20352478 |
| &nbsp;&nbsp;&nbsp; 3.06%, 06/06/32 | &nbsp;&nbsp;&nbsp; CNY86,680 | 13363051 |
| &nbsp;&nbsp;&nbsp; 3.10%, 02/27/33 | &nbsp;&nbsp;&nbsp; CNY87,600 | 13606437 |
| &nbsp;&nbsp;&nbsp; 3.30%, 11/05/31 | &nbsp;&nbsp;&nbsp; CNY30,000 | 4664047 |
| &nbsp;&nbsp;&nbsp; 3.48%, 02/04/28 | &nbsp;&nbsp;&nbsp; CNY15,000 | 2236456 |
| &nbsp;&nbsp;&nbsp; 3.52%, 05/24/31 | &nbsp;&nbsp;&nbsp; CNY64,400 | 10080217 |
| &nbsp;&nbsp;&nbsp; 3.74%, 07/12/29 | &nbsp;&nbsp;&nbsp; CNY214,600 | 32953910 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/25/29 | &nbsp;&nbsp;&nbsp; CNY76,650 | 11692321 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **China (continued)** | **China (continued)** | **China (continued)** |
| &nbsp;&nbsp;&nbsp; 3.79%, 10/26/30 | &nbsp;&nbsp;&nbsp; CNY127,900 | $20098656 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/11/28 | &nbsp;&nbsp;&nbsp; CNY31,000 | 4756399 |
| China Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 2.26%, 07/19/34 | &nbsp;&nbsp;&nbsp; CNY18,200 | 2680133 |
| &nbsp;&nbsp;&nbsp; 2.35%, 05/06/34 | &nbsp;&nbsp;&nbsp; CNY172,340 | 25564494 |
| &nbsp;&nbsp;&nbsp; 2.64%, 01/08/31 | &nbsp;&nbsp;&nbsp; CNY70,150 | 10514805 |
| &nbsp;&nbsp;&nbsp; 2.69%, 09/11/33 | &nbsp;&nbsp;&nbsp; CNY80,000 | 12139267 |
| &nbsp;&nbsp;&nbsp; 2.77%, 10/24/32 | &nbsp;&nbsp;&nbsp; CNY78,000 | 11864451 |
| &nbsp;&nbsp;&nbsp; 2.98%, 04/22/32 | &nbsp;&nbsp;&nbsp; CNY64,000 | 9822695 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/17/32 | &nbsp;&nbsp;&nbsp; CNY123,300 | 18911913 |
| &nbsp;&nbsp;&nbsp; 3.02%, 03/06/33 | &nbsp;&nbsp;&nbsp; CNY112,050 | 17330685 |
| &nbsp;&nbsp;&nbsp; 3.09%, 06/18/30 | &nbsp;&nbsp;&nbsp; CNY46,450 | 7059493 |
| &nbsp;&nbsp;&nbsp; 3.12%, 09/13/31 | &nbsp;&nbsp;&nbsp; CNY39,000 | 6003976 |
| &nbsp;&nbsp;&nbsp; 3.45%, 09/20/29 | &nbsp;&nbsp;&nbsp; CNY17,000 | 2594971 |
| &nbsp;&nbsp;&nbsp; 3.48%, 01/08/29 | &nbsp;&nbsp;&nbsp; CNY289,390 | 43779597 |
| &nbsp;&nbsp;&nbsp; 3.65%, 05/21/29 | &nbsp;&nbsp;&nbsp; CNY377,700 | 57748807 |
| &nbsp;&nbsp;&nbsp; 3.66%, 03/01/31 | &nbsp;&nbsp;&nbsp; CNY347,350 | 54537624 |
| &nbsp;&nbsp;&nbsp; 3.70%, 10/20/30 | &nbsp;&nbsp;&nbsp; CNY95,050 | 14877350 |
| &nbsp;&nbsp;&nbsp; 3.80%, 01/25/36 | &nbsp;&nbsp;&nbsp; CNY171,900 | 28764532 |
| &nbsp;&nbsp;&nbsp; 4.04%, 04/10/27 | &nbsp;&nbsp;&nbsp; CNY87,000 | 12876093 |
| &nbsp;&nbsp;&nbsp; 4.04%, 07/06/28 | &nbsp;&nbsp;&nbsp; CNY73,000 | 11097515 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/09/28 | &nbsp;&nbsp;&nbsp; CNY34,900 | 5344758 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/24/28 | &nbsp;&nbsp;&nbsp; CNY10,000 | 1560286 |
| China Government Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 1.43%, 01/25/30 | &nbsp;&nbsp;&nbsp; CNY101,900 | 14622009 |
| &nbsp;&nbsp;&nbsp; 1.44%, 09/15/27 | &nbsp;&nbsp;&nbsp; CNY511,650 | 73710543 |
| &nbsp;&nbsp;&nbsp; 1.49%, 12/25/31 | &nbsp;&nbsp;&nbsp; CNY305,000 | 43536077 |
| &nbsp;&nbsp;&nbsp; 1.61%, 02/15/35 | &nbsp;&nbsp;&nbsp; CNY218,780 | 31045635 |
| &nbsp;&nbsp;&nbsp; 1.62%, 08/15/27 | &nbsp;&nbsp;&nbsp; CNY439,390 | 63507532 |
| &nbsp;&nbsp;&nbsp; 1.74%, 10/15/29 | &nbsp;&nbsp;&nbsp; CNY77,900 | 11317383 |
| &nbsp;&nbsp;&nbsp; 1.85%, 05/15/27 | &nbsp;&nbsp;&nbsp; CNY93,510 | 13545453 |
| &nbsp;&nbsp;&nbsp; 1.91%, 07/15/29 | &nbsp;&nbsp;&nbsp; CNY315,700 | 46114767 |
| &nbsp;&nbsp;&nbsp; 2.04%, 02/25/27 | &nbsp;&nbsp;&nbsp; CNY12,500 | 1813190 |
| &nbsp;&nbsp;&nbsp; 2.05%, 04/15/29 | &nbsp;&nbsp;&nbsp; CNY336,960 | 49440074 |
| &nbsp;&nbsp;&nbsp; 2.27%, 05/25/34 | &nbsp;&nbsp;&nbsp; CNY246,300 | 36909761 |
| &nbsp;&nbsp;&nbsp; 2.28%, 03/25/31 | &nbsp;&nbsp;&nbsp; CNY403,310 | 60031209 |
| &nbsp;&nbsp;&nbsp; 2.35%, 02/25/34 | &nbsp;&nbsp;&nbsp; CNY177,440 | 26732843 |
| &nbsp;&nbsp;&nbsp; 2.37%, 01/15/29 | &nbsp;&nbsp;&nbsp; CNY128,600 | 19036879 |
| &nbsp;&nbsp;&nbsp; 2.40%, 07/15/28 | &nbsp;&nbsp;&nbsp; CNY74,900 | 11049917 |
| &nbsp;&nbsp;&nbsp; 2.44%, 10/15/27 | &nbsp;&nbsp;&nbsp; CNY316,950 | 46497900 |
| &nbsp;&nbsp;&nbsp; 2.48%, 04/15/27 | &nbsp;&nbsp;&nbsp; CNY111,000 | 16206581 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/25/27 | &nbsp;&nbsp;&nbsp; CNY130,730 | 19143050 |
| &nbsp;&nbsp;&nbsp; 2.52%, 08/25/33 | &nbsp;&nbsp;&nbsp; CNY338,580 | 51546875 |
| &nbsp;&nbsp;&nbsp; 2.60%, 09/01/32 | &nbsp;&nbsp;&nbsp; CNY231,660 | 35325311 |
| &nbsp;&nbsp;&nbsp; 2.62%, 09/25/29 | &nbsp;&nbsp;&nbsp; CNY17,300 | 2594699 |
| &nbsp;&nbsp;&nbsp; 2.64%, 01/15/28 | &nbsp;&nbsp;&nbsp; CNY130,000 | 19198396 |
| &nbsp;&nbsp;&nbsp; 2.67%, 05/25/33 | &nbsp;&nbsp;&nbsp; CNY452,500 | 69526577 |
| &nbsp;&nbsp;&nbsp; 2.67%, 11/25/33 | &nbsp;&nbsp;&nbsp; CNY59,170 | 9116420 |
| &nbsp;&nbsp;&nbsp; 2.68%, 05/21/30 | &nbsp;&nbsp;&nbsp; CNY594,160 | 89772221 |
| &nbsp;&nbsp;&nbsp; 2.69%, 08/15/32 | &nbsp;&nbsp;&nbsp; CNY124,100 | 19019602 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/15/29 | &nbsp;&nbsp;&nbsp; CNY135,000 | 20297256 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/17/32 | &nbsp;&nbsp;&nbsp; CNY86,520 | 13277073 |
| &nbsp;&nbsp;&nbsp; 2.79%, 12/15/29 | &nbsp;&nbsp;&nbsp; CNY8,170 | 1236082 |
| &nbsp;&nbsp;&nbsp; 2.80%, 03/24/29 | &nbsp;&nbsp;&nbsp; CNY90,000 | 13528024 |
| &nbsp;&nbsp;&nbsp; 2.80%, 03/25/30 | &nbsp;&nbsp;&nbsp; CNY103,000 | 15630937 |
| &nbsp;&nbsp;&nbsp; 2.89%, 11/18/31 | &nbsp;&nbsp;&nbsp; CNY30,000 | 4638962 |
| &nbsp;&nbsp;&nbsp; 3.02%, 05/27/31 | &nbsp;&nbsp;&nbsp; CNY20,000 | 3108134 |
| &nbsp;&nbsp;&nbsp; 3.12%, 10/25/52 | &nbsp;&nbsp;&nbsp; CNY66,930 | 11149939 |
| &nbsp;&nbsp;&nbsp; 3.19%, 04/15/53 | &nbsp;&nbsp;&nbsp; CNY255,870 | 43150719 |
| &nbsp;&nbsp;&nbsp; 3.27%, 03/25/73 | &nbsp;&nbsp;&nbsp; CNY226,090 | 40466632 |
| &nbsp;&nbsp;&nbsp; 3.32%, 04/15/52 | &nbsp;&nbsp;&nbsp; CNY76,800 | 13182260 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **China (continued)** | **China (continued)** | **China (continued)** |
| &nbsp;&nbsp;&nbsp; 3.39%, 03/16/50 | &nbsp;&nbsp;&nbsp; CNY39,890 | $6848619 |
| &nbsp;&nbsp;&nbsp; 3.52%, 04/25/46 | &nbsp;&nbsp;&nbsp; CNY5,210 | 892394 |
| &nbsp;&nbsp;&nbsp; 3.72%, 04/12/51 | &nbsp;&nbsp;&nbsp; CNY49,360 | 8979619 |
| &nbsp;&nbsp;&nbsp; 3.73%, 05/25/70 | &nbsp;&nbsp;&nbsp; CNY17,290 | 3396447 |
| &nbsp;&nbsp;&nbsp; 3.74%, 09/22/35 | &nbsp;&nbsp;&nbsp; CNY139,620 | 23959648 |
| &nbsp;&nbsp;&nbsp; 3.81%, 09/14/50 | &nbsp;&nbsp;&nbsp; CNY222,420 | 40797707 |
| &nbsp;&nbsp;&nbsp; 3.86%, 07/22/49 | &nbsp;&nbsp;&nbsp; CNY67,070 | 12292915 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/24/69 | &nbsp;&nbsp;&nbsp; CNY27,250 | 5611131 |
| &nbsp;&nbsp;&nbsp; 4.05%, 07/24/47 | &nbsp;&nbsp;&nbsp; CNY18,400 | 3429217 |
| &nbsp;&nbsp;&nbsp; 4.08%, 10/22/48 | &nbsp;&nbsp;&nbsp; CNY10,940 | 2060029 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/23/41 | &nbsp;&nbsp;&nbsp; CNY10,850 | 2092583 |
| China Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 11/12/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 816478 |
| &nbsp;&nbsp;&nbsp; 0.50%, 11/12/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 314814 |
| &nbsp;&nbsp;&nbsp; 0.63%, 11/17/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 402187 |
| &nbsp;&nbsp;&nbsp; 2.38%, 11/25/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 710173 |
| &nbsp;&nbsp;&nbsp; 2.63%, 10/09/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | 1303106 |
| &nbsp;&nbsp;&nbsp; 2.63%, 11/25/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 708807 |
| Export-Import Bank of China(The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.44%, 04/12/34 | &nbsp;&nbsp;&nbsp; CNY130,060 | 19402584 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/04/28 | &nbsp;&nbsp;&nbsp; CNY47,000 | 6902637 |
| &nbsp;&nbsp;&nbsp; 2.74%, 09/05/29 | &nbsp;&nbsp;&nbsp; CNY13,000 | 1936419 |
| &nbsp;&nbsp;&nbsp; 2.82%, 06/17/27 | &nbsp;&nbsp;&nbsp; CNY4,800 | 702010 |
| &nbsp;&nbsp;&nbsp; 2.87%, 02/06/28 | &nbsp;&nbsp;&nbsp; CNY54,550 | 8040786 |
| &nbsp;&nbsp;&nbsp; 2.90%, 08/19/32 | &nbsp;&nbsp;&nbsp; CNY30,300 | 4636074 |
| &nbsp;&nbsp;&nbsp; 3.10%, 02/13/33 | &nbsp;&nbsp;&nbsp; CNY148,180 | 23011281 |
| &nbsp;&nbsp;&nbsp; 3.18%, 03/11/32 | &nbsp;&nbsp;&nbsp; CNY70,250 | 10879181 |
| &nbsp;&nbsp;&nbsp; 3.26%, 02/24/27 | &nbsp;&nbsp;&nbsp; CNY51,550 | 7548502 |
| &nbsp;&nbsp;&nbsp; 3.38%, 07/16/31 | &nbsp;&nbsp;&nbsp; CNY68,400 | 10658348 |
| &nbsp;&nbsp;&nbsp; 3.74%, 11/16/30 | &nbsp;&nbsp;&nbsp; CNY26,000 | 4081732 |
| &nbsp;&nbsp;&nbsp; 3.86%, 05/20/29 | &nbsp;&nbsp;&nbsp; CNY134,200 | 20643603 |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/12/36 | &nbsp;&nbsp;&nbsp; CNY5,700 | 958928 |
| &nbsp;&nbsp;&nbsp; 4.11%, 03/20/27 | &nbsp;&nbsp;&nbsp; CNY7,000 | 1035598 |
| &nbsp;&nbsp;&nbsp; 4.89%, 03/26/28 | &nbsp;&nbsp;&nbsp; CNY24,750 | 3803249 |
| &nbsp;&nbsp;&nbsp; Export-Import Bank of China.(The), 2.31%, <br> 03/15/29<br>| &nbsp;&nbsp;&nbsp; CNY98,650 | 14462616 |
|  |  | 1947463601 |
| **Croatia — 0.1%** | **Croatia — 0.1%** | **Croatia — 0.1%** |
| &nbsp;&nbsp;&nbsp; Croatia Government International Bond, <br> 1.13%, 06/19/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR552 | 626342 |
| Croatia Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 03/04/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 208482 |
| &nbsp;&nbsp;&nbsp; 1.50%, 06/17/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR790 | 875308 |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/04/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR180 | 165449 |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 358525 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/27/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | 537000 |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/22/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR880 | 1038780 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/20/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 358742 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/11/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,340 | 1543512 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/14/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,300 | 1643709 |
|  |  | 7355849 |
| **Cyprus — 0.0%** | **Cyprus — 0.0%** | **Cyprus — 0.0%** |
| &nbsp;&nbsp;&nbsp; Cyprus Government International Bond, <br> 3.25%, 01/28/36<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR815 | 966770 |
| Cyprus Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 0.95%, 01/20/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,430 | 1531171 |
| &nbsp;&nbsp;&nbsp; 1.25%, 01/21/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR472 | 416279 |
| &nbsp;&nbsp;&nbsp; 2.38%, 09/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR591 | 704422 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/03/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR140 | 138089 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Cyprus (continued)** | **Cyprus (continued)** | **Cyprus (continued)** |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/27/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR597 | $729298 |
|  |  | 4486029 |
| **Czech Republic — 0.3%** | **Czech Republic — 0.3%** | **Czech Republic — 0.3%** |
| Czech Republic Government Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 0.05%, 11/29/29 | &nbsp;&nbsp;&nbsp; CZK24,150 | 1029231 |
| &nbsp;&nbsp;&nbsp; 0.25%, 02/10/27 | &nbsp;&nbsp;&nbsp; CZK39,560 | 1868680 |
| &nbsp;&nbsp;&nbsp; 0.95%, 05/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CZK24,840 | 1082462 |
| &nbsp;&nbsp;&nbsp; 1.00%, 06/26/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CZK29,130 | 1405866 |
| &nbsp;&nbsp;&nbsp; 1.20%, 03/13/31 | &nbsp;&nbsp;&nbsp; CZK40,810 | 1751094 |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/24/40 | &nbsp;&nbsp;&nbsp; CZK53,050 | 1741376 |
| &nbsp;&nbsp;&nbsp; 1.75%, 06/23/32 | &nbsp;&nbsp;&nbsp; CZK31,000 | 1322564 |
| &nbsp;&nbsp;&nbsp; 1.95%, 07/30/37 | &nbsp;&nbsp;&nbsp; CZK10,620 | 398593 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/13/33 | &nbsp;&nbsp;&nbsp; CZK56,610 | 2360636 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CZK45,690 | 2175728 |
| &nbsp;&nbsp;&nbsp; 2.75%, 07/23/29 | &nbsp;&nbsp;&nbsp; CZK36,700 | 1741793 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/03/33 | &nbsp;&nbsp;&nbsp; CZK49,680 | 2254493 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/30/35 | &nbsp;&nbsp;&nbsp; CZK45,360 | 2073512 |
| &nbsp;&nbsp;&nbsp; 3.60%, 06/03/36 | &nbsp;&nbsp;&nbsp; CZK30,190 | 1370462 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/04/44 | &nbsp;&nbsp;&nbsp; CZK22,050 | 955757 |
| &nbsp;&nbsp;&nbsp; 4.20%, 12/04/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CZK29,900 | 1424711 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/24/34 | &nbsp;&nbsp;&nbsp; CZK24,570 | 1189997 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/14/34 | &nbsp;&nbsp;&nbsp; CZK61,440 | 3124838 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/30/30 | &nbsp;&nbsp;&nbsp; CZK25,150 | 1291548 |
| &nbsp;&nbsp;&nbsp; 5.30%, 09/19/35 | &nbsp;&nbsp;&nbsp; CZK15,000 | 782014 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/12/28 | &nbsp;&nbsp;&nbsp; CZK6,140 | 315455 |
| &nbsp;&nbsp;&nbsp; 6.20%, 06/16/31 | &nbsp;&nbsp;&nbsp; CZK108,580 | 5877502 |
|  |  | 37538312 |
| **Denmark — 0.3%** | **Denmark — 0.3%** | **Denmark — 0.3%** |
| &nbsp;&nbsp;&nbsp; Denmark Government Bond, 2.25%, <br> 11/15/35<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; DKK8,380 | 1281717 |
| Denmark Government Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/15/31<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; DKK23,025 | 3204859 |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/15/31 | &nbsp;&nbsp;&nbsp; DKK4,320 | 601679 |
| &nbsp;&nbsp;&nbsp; 0.25%, 11/15/52<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; DKK19,088 | 1455778 |
| &nbsp;&nbsp;&nbsp; 0.50%, 11/15/27 | &nbsp;&nbsp;&nbsp; DKK38,956 | 6048452 |
| &nbsp;&nbsp;&nbsp; 0.50%, 11/15/29 | &nbsp;&nbsp;&nbsp; DKK64,550 | 9661136 |
| &nbsp;&nbsp;&nbsp; 2.25%, 11/15/26<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; DKK2,940 | 468735 |
| &nbsp;&nbsp;&nbsp; 2.25%, 11/15/33 | &nbsp;&nbsp;&nbsp; DKK27,835 | 4341640 |
| &nbsp;&nbsp;&nbsp; 2.25%, 11/15/35 | &nbsp;&nbsp;&nbsp; DKK6,000 | 916824 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/39 | &nbsp;&nbsp;&nbsp; DKK31,027 | 5805564 |
| Kommunekredit |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/17/29 | &nbsp;&nbsp;&nbsp; EUR300 | 324104 |
| &nbsp;&nbsp;&nbsp; 0.00%, 03/03/31 | &nbsp;&nbsp;&nbsp; EUR300 | 311644 |
| &nbsp;&nbsp;&nbsp; 0.00%, 05/04/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | 417918 |
| &nbsp;&nbsp;&nbsp; 0.75%, 05/18/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR120 | 139860 |
| &nbsp;&nbsp;&nbsp; 0.88%, 11/03/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 467103 |
| &nbsp;&nbsp;&nbsp; 2.88%, 03/17/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 829762 |
| &nbsp;&nbsp;&nbsp; 2.88%, 01/19/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 465076 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/24/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 577489 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/19/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP2,000 | 2767064 |
|  |  | 40086404 |
| **Finland — 0.4%** | **Finland — 0.4%** | **Finland — 0.4%** |
| Finland Government Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 09/15/31<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,177 | 2245064 |
| &nbsp;&nbsp;&nbsp; 0.13%, 04/15/36<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,890 | 1647511 |
| &nbsp;&nbsp;&nbsp; 0.13%, 04/15/52<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,071 | 501031 |
| &nbsp;&nbsp;&nbsp; 0.25%, 09/15/40<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR920 | 686932 |
| &nbsp;&nbsp;&nbsp; 0.50%, 09/15/27<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR725 | 837946 |
| &nbsp;&nbsp;&nbsp; 0.50%, 09/15/28<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR869 | 985549 |
| &nbsp;&nbsp;&nbsp; 0.50%, 09/15/29<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,083 | 1201628 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Finland (continued)** | **Finland (continued)** | **Finland (continued)** |
| &nbsp;&nbsp;&nbsp; 0.50%, 04/15/43<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,411 | $2432675 |
| &nbsp;&nbsp;&nbsp; 0.75%, 04/15/31<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,600 | 1727640 |
| &nbsp;&nbsp;&nbsp; 1.13%, 04/15/34<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR896 | 922270 |
| &nbsp;&nbsp;&nbsp; 1.38%, 04/15/47<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,129 | 1657446 |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/15/32<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,561 | 3901778 |
| &nbsp;&nbsp;&nbsp; 2.63%, 04/15/32<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,560 | 6556273 |
| &nbsp;&nbsp;&nbsp; 2.63%, 07/04/42<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR883 | 925064 |
| &nbsp;&nbsp;&nbsp; 2.75%, 07/04/28<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,754 | 2109572 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/15/38<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,186 | 2438336 |
| &nbsp;&nbsp;&nbsp; 2.95%, 04/15/55<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,021 | 1016691 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/15/33<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,380 | 1649268 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/15/34<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,670 | 1980126 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/15/35<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,440 | 1693055 |
| &nbsp;&nbsp;&nbsp; 3.20%, 04/15/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 998213 |
| &nbsp;&nbsp;&nbsp; 3.55%, 04/15/41<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,290 | 1532187 |
| Finnvera Oyj, 2.38%, 10/29/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 586737 |
| Finnvera OYJ |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 04/09/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 333242 |
| &nbsp;&nbsp;&nbsp; 0.50%, 04/13/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 236378 |
| &nbsp;&nbsp;&nbsp; 0.75%, 08/07/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 228119 |
| &nbsp;&nbsp;&nbsp; 1.13%, 05/17/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 107040 |
| &nbsp;&nbsp;&nbsp; 2.88%, 08/30/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1200465 |
| Kuntarahoitus Oyj |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 04/21/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 564489 |
| &nbsp;&nbsp;&nbsp; 2.63%, 12/14/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 238295 |
| &nbsp;&nbsp;&nbsp; 2.63%, 06/14/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 467390 |
| Kuntarahoitus OYJ |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/02/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 582198 |
| &nbsp;&nbsp;&nbsp; 3.13%, 07/29/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1213667 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/09/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP1,000 | 1377189 |
|  |  | 46781464 |
| **France — 6.5%** | **France — 6.5%** | **France — 6.5%** |
| Action Logement Services |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 10/30/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 184337 |
| &nbsp;&nbsp;&nbsp; 0.75%, 07/19/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 220714 |
| &nbsp;&nbsp;&nbsp; 3.13%, 09/28/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 222176 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/25/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 341027 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/25/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 356925 |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/03/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 482207 |
| Agence Francaise de Developpement EPIC |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1104363 |
| &nbsp;&nbsp;&nbsp; 0.25%, 07/21/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 939689 |
| &nbsp;&nbsp;&nbsp; 0.25%, 06/29/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | 1201571 |
| &nbsp;&nbsp;&nbsp; 0.50%, 05/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 644407 |
| &nbsp;&nbsp;&nbsp; 1.00%, 01/31/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 346161 |
| &nbsp;&nbsp;&nbsp; 1.38%, 07/05/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,500 | 1591401 |
| &nbsp;&nbsp;&nbsp; 1.50%, 10/31/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 302839 |
| &nbsp;&nbsp;&nbsp; 1.63%, 05/25/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 540527 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/30/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | 1295275 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/17/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 805946 |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/25/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1186654 |
| &nbsp;&nbsp;&nbsp; 3.63%, 01/20/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 953360 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/28/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 595294 |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/03/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1167655 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP600 | 822015 |
| Agence France Locale |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/20/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 342693 |
| &nbsp;&nbsp;&nbsp; 0.00%, 03/20/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 306606 |
| &nbsp;&nbsp;&nbsp; 0.20%, 03/20/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 550436 |
| &nbsp;&nbsp;&nbsp; 3.13%, 03/20/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 351499 |
| &nbsp;&nbsp;&nbsp; 3.13%, 03/20/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 814354 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **France (continued)** | **France (continued)** | **France (continued)** |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/20/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | $274406 |
| Bpifrance SACA |  |  |
| &nbsp;&nbsp;&nbsp; 0.05%, 09/26/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 323647 |
| &nbsp;&nbsp;&nbsp; 0.13%, 11/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | 1330689 |
| &nbsp;&nbsp;&nbsp; 0.25%, 03/29/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 214180 |
| &nbsp;&nbsp;&nbsp; 0.88%, 09/26/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 568189 |
| &nbsp;&nbsp;&nbsp; 1.00%, 05/25/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1165648 |
| &nbsp;&nbsp;&nbsp; 1.88%, 05/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 342474 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1061813 |
| &nbsp;&nbsp;&nbsp; 2.88%, 11/25/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,800 | 2117598 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/25/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 824436 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/25/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 117695 |
| &nbsp;&nbsp;&nbsp; 3.13%, 07/01/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 469717 |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/25/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,700 | 2008747 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/27/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 965963 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | 548011 |
| Caisse d'Amortissement de la Dette Sociale |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 02/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,200 | 2489565 |
| &nbsp;&nbsp;&nbsp; 0.00%, 05/25/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,400 | 1530205 |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 833412 |
| &nbsp;&nbsp;&nbsp; 0.00%, 05/25/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1023218 |
| &nbsp;&nbsp;&nbsp; 0.13%, 09/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,600 | 1628917 |
| &nbsp;&nbsp;&nbsp; 0.45%, 01/19/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,400 | 1438969 |
| &nbsp;&nbsp;&nbsp; 0.60%, 11/25/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1101982 |
| &nbsp;&nbsp;&nbsp; 1.50%, 05/25/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1085975 |
| &nbsp;&nbsp;&nbsp; 2.38%, 09/24/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,100 | 2489616 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/24/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | 1434902 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/25/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1196257 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/25/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,900 | 2210819 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/25/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,300 | 1554901 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | 1316600 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,100 | 2527061 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/25/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 953372 |
| &nbsp;&nbsp;&nbsp; 3.13%, 03/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,400 | 2900579 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/25/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | 1312906 |
| &nbsp;&nbsp;&nbsp; 4.25%, 07/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP800 | 1088506 |
| Caisse des Depots et Consignations |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/16/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 592755 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/25/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 591012 |
| &nbsp;&nbsp;&nbsp; 3.38%, 11/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 608200 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/17/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | 409113 |
| Caisse Francaise de Financement Local SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 06/24/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 842495 |
| &nbsp;&nbsp;&nbsp; 0.00%, 03/18/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 409851 |
| &nbsp;&nbsp;&nbsp; 0.10%, 11/13/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 431392 |
| &nbsp;&nbsp;&nbsp; 0.13%, 02/15/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 257923 |
| &nbsp;&nbsp;&nbsp; 0.38%, 01/20/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 305202 |
| &nbsp;&nbsp;&nbsp; 0.38%, 02/13/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 150446 |
| &nbsp;&nbsp;&nbsp; 0.50%, 02/19/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 931401 |
| &nbsp;&nbsp;&nbsp; 0.63%, 04/13/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 354637 |
| &nbsp;&nbsp;&nbsp; 0.63%, 01/20/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 366651 |
| &nbsp;&nbsp;&nbsp; 0.75%, 01/11/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 116933 |
| &nbsp;&nbsp;&nbsp; 0.75%, 09/27/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 231197 |
| &nbsp;&nbsp;&nbsp; 1.13%, 12/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 320453 |
| &nbsp;&nbsp;&nbsp; 1.25%, 05/11/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 213091 |
| &nbsp;&nbsp;&nbsp; 1.45%, 01/16/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 415954 |
| &nbsp;&nbsp;&nbsp; 1.50%, 01/13/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1112707 |
| &nbsp;&nbsp;&nbsp; 1.50%, 06/28/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 467993 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/24/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 705569 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/19/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 229199 |
| &nbsp;&nbsp;&nbsp; 3.13%, 07/20/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1182519 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **France (continued)** | **France (continued)** | **France (continued)** |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/17/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | $780280 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/19/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 604482 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/17/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 471539 |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/22/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1170791 |
| &nbsp;&nbsp;&nbsp; Council of Europe Development Bank, 2.75%, <br> 06/19/35<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 462489 |
| French Republic Government Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/25/29<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR13,684 | 14767297 |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/25/30<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR25,473 | 26606278 |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/25/31<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR11,670 | 11759524 |
| &nbsp;&nbsp;&nbsp; 0.00%, 05/25/32<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR14,570 | 14401715 |
| &nbsp;&nbsp;&nbsp; 0.50%, 05/25/29<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR16,609 | 18501745 |
| &nbsp;&nbsp;&nbsp; 0.50%, 05/25/40<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR8,803 | 6622307 |
| &nbsp;&nbsp;&nbsp; 0.50%, 06/25/44<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR7,182 | 4644283 |
| &nbsp;&nbsp;&nbsp; 0.50%, 05/25/72<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,191 | 1279647 |
| &nbsp;&nbsp;&nbsp; 0.75%, 02/25/28<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR19,123 | 22008620 |
| &nbsp;&nbsp;&nbsp; 0.75%, 05/25/28<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR20,361 | 23332490 |
| &nbsp;&nbsp;&nbsp; 0.75%, 11/25/28<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR18,239 | 20700111 |
| &nbsp;&nbsp;&nbsp; 0.75%, 05/25/52<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR7,960 | 4209545 |
| &nbsp;&nbsp;&nbsp; 0.75%, 05/25/53<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR8,588 | 4402285 |
| &nbsp;&nbsp;&nbsp; 1.00%, 05/25/27<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR18,061 | 21105420 |
| &nbsp;&nbsp;&nbsp; 1.25%, 05/25/34<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR24,311 | 24689520 |
| &nbsp;&nbsp;&nbsp; 1.25%, 05/25/36<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR16,990 | 16263523 |
| &nbsp;&nbsp;&nbsp; 1.25%, 05/25/38<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR12,262 | 11048059 |
| &nbsp;&nbsp;&nbsp; 1.50%, 05/25/31<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR12,393 | 13794217 |
| &nbsp;&nbsp;&nbsp; 1.50%, 05/25/50<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR12,025 | 8360370 |
| &nbsp;&nbsp;&nbsp; 1.75%, 06/25/39<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR12,069 | 11322800 |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/25/66<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR6,585 | 3950244 |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/25/32<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR23,180 | 25808732 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/25/48<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR10,115 | 8214819 |
| &nbsp;&nbsp;&nbsp; 2.40%, 09/24/28<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR18,930 | 22489631 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/24/27<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR15,870 | 18918297 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/25/30<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR21,757 | 25710835 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/25/43<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR10,823 | 10431348 |
| &nbsp;&nbsp;&nbsp; 2.70%, 02/25/31<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR9,861 | 11679248 |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/25/27<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR17,715 | 21206488 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/25/29<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR16,587 | 19874855 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/25/30<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR24,168 | 28865292 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/25/33<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR17,310 | 20413611 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/25/34<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR12,600 | 14602140 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/25/49<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,740 | 4621025 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/25/54<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR6,150 | 5699628 |
| &nbsp;&nbsp;&nbsp; 3.20%, 05/25/35<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR14,010 | 16397971 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/25/45<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR7,961 | 8413831 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/25/55<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR11,880 | 11505088 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/25/33<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR14,503 | 17597550 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/25/35<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR8,416 | 10036835 |
| &nbsp;&nbsp;&nbsp; 3.60%, 05/25/42<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,850 | 5499793 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/25/56<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR7,910 | 8377928 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/25/38<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR9,896 | 12090547 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/25/55<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,454 | 6099425 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/25/60<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,470 | 3821292 |
| &nbsp;&nbsp;&nbsp; 4.10%, 05/25/46<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,260 | 2670880 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/25/41<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR12,868 | 16353423 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/25/35<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR9,595 | 12635569 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/25/29<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,118 | 2749485 |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/25/32<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,822 | 2523228 |
| Gestion Securite de Stocks Securite SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 10/20/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 450946 |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/29/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 728512 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **France (continued)** | **France (continued)** | **France (continued)** |
| Ile-de-France Mobilites |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 05/25/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | $214539 |
| &nbsp;&nbsp;&nbsp; 3.80%, 05/25/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 674667 |
| Ile-De-France Mobilites |  |  |
| &nbsp;&nbsp;&nbsp; 0.95%, 02/16/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 523717 |
| &nbsp;&nbsp;&nbsp; 3.45%, 06/25/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 412432 |
| &nbsp;&nbsp;&nbsp; Regie Autonome des Transports <br> Parisiens EPIC<br>|  |  |
| &nbsp;&nbsp;&nbsp; 1.88%, 05/25/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 109917 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/25/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 233738 |
| Region of Ile de France |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 04/20/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 337785 |
| &nbsp;&nbsp;&nbsp; 2.90%, 04/30/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 712089 |
| &nbsp;&nbsp;&nbsp; 3.20%, 05/25/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 584806 |
| &nbsp;&nbsp;&nbsp; 3.65%, 05/25/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 360811 |
| SFIL SA |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 12/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 303287 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/05/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 216079 |
| &nbsp;&nbsp;&nbsp; 2.88%, 01/22/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 592103 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/24/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 478073 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/23/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 352322 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1204820 |
| SNCF Reseau, 5.00%, 03/11/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | 484017 |
| Societe Des Grands Projets EPIC |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,900 | 1973156 |
| &nbsp;&nbsp;&nbsp; 0.30%, 11/25/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 713304 |
| &nbsp;&nbsp;&nbsp; 0.70%, 10/15/60<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 323913 |
| &nbsp;&nbsp;&nbsp; 0.88%, 05/10/46<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 461204 |
| &nbsp;&nbsp;&nbsp; 1.00%, 11/26/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 287905 |
| &nbsp;&nbsp;&nbsp; 1.00%, 02/18/70<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | 447965 |
| &nbsp;&nbsp;&nbsp; 1.13%, 05/25/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 398742 |
| &nbsp;&nbsp;&nbsp; 1.63%, 04/08/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 682026 |
| &nbsp;&nbsp;&nbsp; 1.70%, 05/25/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 648601 |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/25/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 318523 |
| &nbsp;&nbsp;&nbsp; 3.70%, 05/25/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 523972 |
| Societe Nationale SNCF SACA |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 04/17/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1085861 |
| &nbsp;&nbsp;&nbsp; 0.88%, 02/28/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 485209 |
| &nbsp;&nbsp;&nbsp; 1.00%, 05/25/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 79700 |
| &nbsp;&nbsp;&nbsp; 1.00%, 01/19/61<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 172777 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/03/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 239234 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/29/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP500 | 681791 |
| Unedic Asseo |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 11/25/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,400 | 2608549 |
| &nbsp;&nbsp;&nbsp; 0.25%, 07/16/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,400 | 1243616 |
| &nbsp;&nbsp;&nbsp; 0.50%, 03/20/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,600 | 1786182 |
| &nbsp;&nbsp;&nbsp; 0.88%, 05/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 114716 |
| &nbsp;&nbsp;&nbsp; 1.25%, 10/21/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,800 | 2098615 |
| &nbsp;&nbsp;&nbsp; 1.25%, 05/25/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 417157 |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/20/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 326407 |
| &nbsp;&nbsp;&nbsp; 1.75%, 11/25/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 546588 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/25/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 701800 |
| UNEDIC ASSEO |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/25/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | 1400401 |
| &nbsp;&nbsp;&nbsp; 3.38%, 11/25/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,500 | 2996923 |
| Ville de Paris |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 01/12/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 214027 |
| &nbsp;&nbsp;&nbsp; 1.38%, 11/20/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 99618 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/05/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 117706 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/02/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 215552 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/25/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 230573 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **France (continued)** | **France (continued)** | **France (continued)** |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/22/48<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | $324699 |
|  |  | 767877846 |
| **Georgia — 0.1%** | **Georgia — 0.1%** | **Georgia — 0.1%** |
| Free State of Bavaria, 2.38%, 02/21/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 234415 |
| &nbsp;&nbsp;&nbsp; Gemeinsame Deutsche Bundeslaender, <br> 2.50%, 10/24/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 467424 |
| &nbsp;&nbsp;&nbsp; Land Baden-Wuerttemberg, 2.63%, <br> 10/30/34<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,800 | 2075502 |
| Land Berlin, 2.88%, 10/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1048258 |
| State of Brandenburg |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/03/30 | &nbsp;&nbsp;&nbsp; EUR200 | 235808 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/24/31 | &nbsp;&nbsp;&nbsp; EUR200 | 234695 |
| State of Hesse, 2.50%, 08/28/30 | &nbsp;&nbsp;&nbsp; EUR700 | 826758 |
| State of Lower Saxony, 2.63%, 10/29/32 | &nbsp;&nbsp;&nbsp; EUR1,000 | 1171107 |
| State of North Rhine-Westphalia |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | 533727 |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/08/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 708190 |
| &nbsp;&nbsp;&nbsp; State of North Rhine-Westphalia Germany, <br> 2.70%, 09/05/34<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,100 | 1275274 |
| State of Saxony-Anhalt, 0.35%, 02/09/32 | &nbsp;&nbsp;&nbsp; EUR200 | 205462 |
|  |  | 9016620 |
| **Germany — 4.7%** | **Germany — 4.7%** | **Germany — 4.7%** |
| Bundesobligation |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 04/10/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR150 | 177170 |
| &nbsp;&nbsp;&nbsp; 0.00%, 04/16/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,650 | 1910044 |
| &nbsp;&nbsp;&nbsp; 1.30%, 10/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR7,431 | 8703173 |
| &nbsp;&nbsp;&nbsp; 2.10%, 04/12/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR3,000 | 3545081 |
| &nbsp;&nbsp;&nbsp; 2.20%, 04/13/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR8,480 | 10076656 |
| &nbsp;&nbsp;&nbsp; 2.20%, 10/10/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,200 | 4941353 |
| &nbsp;&nbsp;&nbsp; 2.40%, 10/19/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR6,434 | 7678235 |
| &nbsp;&nbsp;&nbsp; 2.40%, 04/18/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,100 | 4875489 |
| Bundesrepublik Deutschland Bundesanleihe |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,257 | 4870129 |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR22,958 | 25676048 |
| &nbsp;&nbsp;&nbsp; 0.00%, 08/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR18,600 | 20406066 |
| &nbsp;&nbsp;&nbsp; 0.00%, 02/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR7,750 | 8389174 |
| &nbsp;&nbsp;&nbsp; 0.00%, 08/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR12,730 | 13601903 |
| &nbsp;&nbsp;&nbsp; 0.00%, 02/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR3,180 | 3349917 |
| &nbsp;&nbsp;&nbsp; 0.00%, 08/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,999 | 3113594 |
| &nbsp;&nbsp;&nbsp; 0.00%, 02/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,751 | 2811798 |
| &nbsp;&nbsp;&nbsp; 0.00%, 05/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,591 | 4206857 |
| &nbsp;&nbsp;&nbsp; 0.00%, 05/15/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR10,680 | 9436409 |
| &nbsp;&nbsp;&nbsp; 0.00%, 08/15/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR10,332 | 5270911 |
| &nbsp;&nbsp;&nbsp; 0.00%, 08/15/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR5,962 | 2833545 |
| &nbsp;&nbsp;&nbsp; 0.25%, 08/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR3,268 | 3699771 |
| &nbsp;&nbsp;&nbsp; 0.25%, 02/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR12,621 | 14131292 |
| &nbsp;&nbsp;&nbsp; 0.50%, 08/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR9,760 | 11306395 |
| &nbsp;&nbsp;&nbsp; 0.50%, 02/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR32,421 | 37262031 |
| &nbsp;&nbsp;&nbsp; 1.00%, 05/15/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR9,673 | 9076969 |
| &nbsp;&nbsp;&nbsp; 1.25%, 08/15/48<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR10,063 | 7871230 |
| &nbsp;&nbsp;&nbsp; 1.70%, 08/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR8,619 | 9712554 |
| &nbsp;&nbsp;&nbsp; 1.80%, 08/15/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR8,708 | 7278268 |
| &nbsp;&nbsp;&nbsp; 2.10%, 11/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,120 | 4854642 |
| &nbsp;&nbsp;&nbsp; 2.20%, 02/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR5,202 | 5949371 |
| &nbsp;&nbsp;&nbsp; 2.30%, 02/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR14,270 | 16598844 |
| &nbsp;&nbsp;&nbsp; 2.40%, 11/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR8,700 | 10324143 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,800 | 5661759 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR12,750 | 14796702 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/04/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR9,817 | 10321325 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/15/46<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR11,733 | 12114309 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Germany (continued)** | **Germany (continued)** | **Germany (continued)** |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/15/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR7,811 | $7626688 |
| &nbsp;&nbsp;&nbsp; 2.60%, 08/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR6,950 | 8214126 |
| &nbsp;&nbsp;&nbsp; 2.60%, 08/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR7,997 | 9386258 |
| &nbsp;&nbsp;&nbsp; 2.60%, 08/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR8,370 | 9753785 |
| &nbsp;&nbsp;&nbsp; 2.60%, 05/15/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR12,240 | 13431655 |
| &nbsp;&nbsp;&nbsp; 2.90%, 08/15/56<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR7,131 | 7517692 |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/04/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR5,167 | 6121106 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/04/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,340 | 5658569 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/04/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,759 | 3473660 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/04/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,157 | 5684826 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/04/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR8,629 | 12114624 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/04/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR3,405 | 4612153 |
| &nbsp;&nbsp;&nbsp; 5.63%, 01/04/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,555 | 1965771 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/04/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,903 | 3949999 |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/04/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,253 | 1577130 |
| &nbsp;&nbsp;&nbsp; Series G, 0.00%, 08/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR10,010 | 10699765 |
| &nbsp;&nbsp;&nbsp; Series G, 0.00%, 08/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,500 | 2595677 |
| &nbsp;&nbsp;&nbsp; Series G, 0.00%, 08/15/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR5,040 | 2584472 |
| Bundesschatzanweisungen |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 06/10/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR5,150 | 6078050 |
| &nbsp;&nbsp;&nbsp; 2.20%, 03/11/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,170 | 1389612 |
| Free and Hanseatic City of Hamburg |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/29/31 | &nbsp;&nbsp;&nbsp; EUR300 | 305505 |
| &nbsp;&nbsp;&nbsp; 0.25%, 02/18/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 146972 |
| &nbsp;&nbsp;&nbsp; 0.40%, 11/23/51 | &nbsp;&nbsp;&nbsp; EUR350 | 182341 |
| &nbsp;&nbsp;&nbsp; 1.45%, 11/05/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 94472 |
| &nbsp;&nbsp;&nbsp; 2.38%, 09/25/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 354608 |
| &nbsp;&nbsp;&nbsp; 2.38%, 10/02/29 | &nbsp;&nbsp;&nbsp; EUR440 | 520071 |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/26/30 | &nbsp;&nbsp;&nbsp; EUR300 | 358719 |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/30/32 | &nbsp;&nbsp;&nbsp; EUR1,100 | 1308378 |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/26/35 | &nbsp;&nbsp;&nbsp; EUR700 | 814662 |
| Free State of Bavaria |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 05/07/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 808148 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/19/55 | &nbsp;&nbsp;&nbsp; EUR300 | 310341 |
| Free State of Saxony |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/05/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 432320 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/17/32 | &nbsp;&nbsp;&nbsp; EUR700 | 815756 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/07/35 | &nbsp;&nbsp;&nbsp; EUR300 | 350376 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/21/33 | &nbsp;&nbsp;&nbsp; EUR100 | 119437 |
| Gemeinsame Deutsche Bundeslaender |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/08/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 456848 |
| &nbsp;&nbsp;&nbsp; 0.00%, 08/26/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 736095 |
| &nbsp;&nbsp;&nbsp; 0.63%, 10/25/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 461127 |
| &nbsp;&nbsp;&nbsp; 0.63%, 02/13/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 336857 |
| &nbsp;&nbsp;&nbsp; 1.25%, 05/04/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 797920 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/26/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 240884 |
| &nbsp;&nbsp;&nbsp; Hannoversche Beteiligungsgesellschaft <br> Niedersachsen mbH, 0.25%, 07/16/35<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | 546547 |
| &nbsp;&nbsp;&nbsp; Investitionsbank Schleswig-Holstein, 2.75%, <br> 02/19/35<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,000 | 1146730 |
| Land Baden-Wuerttemberg |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 07/09/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 198564 |
| &nbsp;&nbsp;&nbsp; 0.80%, 04/05/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 344746 |
| &nbsp;&nbsp;&nbsp; 2.63%, 03/12/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 357184 |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/12/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 344370 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/16/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1197962 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/26/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 826373 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/27/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 477763 |
| Land Berlin |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 05/18/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 576499 |
| &nbsp;&nbsp;&nbsp; 0.00%, 07/02/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 423986 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Germany (continued)** | **Germany (continued)** | **Germany (continued)** |
| &nbsp;&nbsp;&nbsp; 0.05%, 08/06/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | $254409 |
| &nbsp;&nbsp;&nbsp; 0.10%, 01/18/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 539534 |
| &nbsp;&nbsp;&nbsp; 0.10%, 01/18/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR280 | 200445 |
| &nbsp;&nbsp;&nbsp; 0.15%, 02/22/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 175947 |
| &nbsp;&nbsp;&nbsp; 0.63%, 03/20/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 118332 |
| &nbsp;&nbsp;&nbsp; 0.63%, 02/08/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | 408399 |
| &nbsp;&nbsp;&nbsp; 0.63%, 02/05/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,350 | 1518148 |
| &nbsp;&nbsp;&nbsp; 0.63%, 01/26/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 114139 |
| &nbsp;&nbsp;&nbsp; 0.75%, 04/03/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR475 | 472020 |
| &nbsp;&nbsp;&nbsp; 1.00%, 05/19/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 319143 |
| &nbsp;&nbsp;&nbsp; 1.25%, 06/01/28 | &nbsp;&nbsp;&nbsp; EUR400 | 462760 |
| &nbsp;&nbsp;&nbsp; 1.38%, 06/05/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR720 | 700056 |
| &nbsp;&nbsp;&nbsp; 1.38%, 08/27/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 94318 |
| &nbsp;&nbsp;&nbsp; 2.38%, 06/04/30 | &nbsp;&nbsp;&nbsp; EUR600 | 706363 |
| &nbsp;&nbsp;&nbsp; 2.63%, 01/24/31 | &nbsp;&nbsp;&nbsp; EUR1,000 | 1185266 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/16/32 | &nbsp;&nbsp;&nbsp; EUR550 | 652763 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/14/33 | &nbsp;&nbsp;&nbsp; EUR500 | 587296 |
| &nbsp;&nbsp;&nbsp; 2.88%, 02/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1178196 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/04/28 | &nbsp;&nbsp;&nbsp; EUR400 | 481225 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | 422275 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/13/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 821455 |
| &nbsp;&nbsp;&nbsp; 3.13%, 03/19/35 | &nbsp;&nbsp;&nbsp; EUR200 | 238380 |
| Land Thueringen |  |  |
| &nbsp;&nbsp;&nbsp; 0.20%, 10/26/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR60 | 70133 |
| &nbsp;&nbsp;&nbsp; 0.38%, 12/01/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | 126067 |
| &nbsp;&nbsp;&nbsp; 0.50%, 03/02/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 116403 |
| &nbsp;&nbsp;&nbsp; 0.50%, 03/02/29 | &nbsp;&nbsp;&nbsp; EUR500 | 558980 |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/02/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 357275 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,340 | 1614843 |
| State of Brandenburg |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 06/26/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 560897 |
| &nbsp;&nbsp;&nbsp; 0.25%, 10/19/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 584800 |
| &nbsp;&nbsp;&nbsp; 0.60%, 10/13/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 111489 |
| &nbsp;&nbsp;&nbsp; 1.13%, 07/04/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 939501 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/25/29 | &nbsp;&nbsp;&nbsp; EUR400 | 474886 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/11/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 467522 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/23/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1053391 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/20/33 | &nbsp;&nbsp;&nbsp; EUR100 | 119000 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/28/35 | &nbsp;&nbsp;&nbsp; EUR300 | 353548 |
| State of Bremen |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/06/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1112187 |
| &nbsp;&nbsp;&nbsp; 0.15%, 09/14/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 220235 |
| &nbsp;&nbsp;&nbsp; 0.45%, 03/15/29 | &nbsp;&nbsp;&nbsp; EUR200 | 223110 |
| &nbsp;&nbsp;&nbsp; 0.55%, 02/04/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 173666 |
| &nbsp;&nbsp;&nbsp; 1.20%, 01/30/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 207201 |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/25/27 | &nbsp;&nbsp;&nbsp; EUR1,000 | 1187782 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/30/32 | &nbsp;&nbsp;&nbsp; EUR1,200 | 1421718 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/28/33 | &nbsp;&nbsp;&nbsp; EUR1,590 | 1869202 |
| State of Hesse |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 10/10/31 | &nbsp;&nbsp;&nbsp; EUR100 | 102480 |
| &nbsp;&nbsp;&nbsp; 0.38%, 07/06/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR725 | 853143 |
| &nbsp;&nbsp;&nbsp; 0.63%, 08/02/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 681552 |
| &nbsp;&nbsp;&nbsp; 0.75%, 08/04/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 185231 |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/10/27 | &nbsp;&nbsp;&nbsp; EUR700 | 834872 |
| &nbsp;&nbsp;&nbsp; 2.63%, 08/25/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 115030 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/12/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,550 | 1839022 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/10/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,280 | 1495251 |
| &nbsp;&nbsp;&nbsp; 2.88%, 01/10/33 | &nbsp;&nbsp;&nbsp; EUR1,250 | 1482427 |
| &nbsp;&nbsp;&nbsp; 2.88%, 07/04/33 | &nbsp;&nbsp;&nbsp; EUR150 | 177429 |
| &nbsp;&nbsp;&nbsp; 2.90%, 06/18/35 | &nbsp;&nbsp;&nbsp; EUR500 | 584605 |
| &nbsp;&nbsp;&nbsp; 3.05%, 01/10/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,000 | 2359833 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Germany (continued)** | **Germany (continued)** | **Germany (continued)** |
| &nbsp;&nbsp;&nbsp; 3.13%, 03/12/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | $357855 |
| &nbsp;&nbsp;&nbsp; 3.13%, 03/10/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 114892 |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/05/28 | &nbsp;&nbsp;&nbsp; EUR474 | 574567 |
| State of Lower Saxony |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 07/10/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 587323 |
| &nbsp;&nbsp;&nbsp; 0.00%, 02/11/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 463815 |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/25/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 569511 |
| &nbsp;&nbsp;&nbsp; 0.00%, 05/26/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR680 | 764581 |
| &nbsp;&nbsp;&nbsp; 0.00%, 08/13/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR950 | 1004850 |
| &nbsp;&nbsp;&nbsp; 0.13%, 01/09/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 711871 |
| &nbsp;&nbsp;&nbsp; 0.25%, 04/15/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 88534 |
| &nbsp;&nbsp;&nbsp; 0.38%, 05/14/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,600 | 1774788 |
| &nbsp;&nbsp;&nbsp; 0.50%, 06/08/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | 530587 |
| &nbsp;&nbsp;&nbsp; 0.88%, 10/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1139043 |
| &nbsp;&nbsp;&nbsp; 1.13%, 09/12/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 208188 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/09/30 | &nbsp;&nbsp;&nbsp; EUR500 | 592159 |
| &nbsp;&nbsp;&nbsp; 2.63%, 03/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,240 | 1479153 |
| &nbsp;&nbsp;&nbsp; 2.63%, 03/18/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | 294056 |
| &nbsp;&nbsp;&nbsp; 2.63%, 01/09/34 | &nbsp;&nbsp;&nbsp; EUR500 | 579198 |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/25/30 | &nbsp;&nbsp;&nbsp; EUR500 | 598223 |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/04/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 234546 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/24/34 | &nbsp;&nbsp;&nbsp; EUR100 | 116804 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/09/35 | &nbsp;&nbsp;&nbsp; EUR700 | 811865 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/16/35 | &nbsp;&nbsp;&nbsp; EUR300 | 354041 |
| &nbsp;&nbsp;&nbsp; 3.13%, 01/10/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,421 | 1687271 |
| State of Mecklenburg-Western Pomerania |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 01/12/32 | &nbsp;&nbsp;&nbsp; EUR470 | 550945 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/17/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 353967 |
| State of North Rhine-Westphalia Germany |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | 718433 |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/12/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR975 | 861147 |
| &nbsp;&nbsp;&nbsp; 0.13%, 06/04/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR925 | 958333 |
| &nbsp;&nbsp;&nbsp; 0.20%, 03/31/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1159875 |
| &nbsp;&nbsp;&nbsp; 0.20%, 04/09/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,400 | 1507259 |
| &nbsp;&nbsp;&nbsp; 0.20%, 01/27/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | 127826 |
| &nbsp;&nbsp;&nbsp; 0.38%, 09/02/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 110705 |
| &nbsp;&nbsp;&nbsp; 0.50%, 04/16/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR65 | 76807 |
| &nbsp;&nbsp;&nbsp; 0.50%, 02/16/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 815973 |
| &nbsp;&nbsp;&nbsp; 0.50%, 01/15/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR630 | 349431 |
| &nbsp;&nbsp;&nbsp; 0.63%, 07/21/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR460 | 488324 |
| &nbsp;&nbsp;&nbsp; 0.75%, 08/16/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR75 | 60195 |
| &nbsp;&nbsp;&nbsp; 0.80%, 07/30/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR630 | 411356 |
| &nbsp;&nbsp;&nbsp; 0.90%, 11/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 683242 |
| &nbsp;&nbsp;&nbsp; 0.95%, 01/10/2121<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR390 | 143114 |
| &nbsp;&nbsp;&nbsp; 1.00%, 10/16/46<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR570 | 423196 |
| &nbsp;&nbsp;&nbsp; 1.10%, 03/13/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR780 | 801517 |
| &nbsp;&nbsp;&nbsp; 1.25%, 05/12/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | 640624 |
| &nbsp;&nbsp;&nbsp; 1.38%, 01/15/2120<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR835 | 391161 |
| &nbsp;&nbsp;&nbsp; 1.45%, 02/16/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | 219202 |
| &nbsp;&nbsp;&nbsp; 1.45%, 01/19/2122<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 97135 |
| &nbsp;&nbsp;&nbsp; 1.50%, 06/12/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | 507927 |
| &nbsp;&nbsp;&nbsp; 1.55%, 06/16/48<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,000 | 1621920 |
| &nbsp;&nbsp;&nbsp; 1.63%, 10/24/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR320 | 363332 |
| &nbsp;&nbsp;&nbsp; 1.65%, 02/22/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,130 | 1121578 |
| &nbsp;&nbsp;&nbsp; 1.65%, 05/16/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR470 | 395872 |
| &nbsp;&nbsp;&nbsp; 1.75%, 10/26/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR480 | 357725 |
| &nbsp;&nbsp;&nbsp; 1.75%, 07/11/68<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 270002 |
| &nbsp;&nbsp;&nbsp; 1.95%, 09/26/78<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR565 | 394505 |
| &nbsp;&nbsp;&nbsp; 2.15%, 03/21/2119<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR845 | 588581 |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/14/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 267118 |
| &nbsp;&nbsp;&nbsp; 2.35%, 07/10/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 234992 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Germany (continued)** | **Germany (continued)** | **Germany (continued)** |
| &nbsp;&nbsp;&nbsp; 2.65%, 01/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | $595380 |
| &nbsp;&nbsp;&nbsp; 2.90%, 01/15/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | 1126024 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/06/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 603150 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/20/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 825806 |
| &nbsp;&nbsp;&nbsp; 3.15%, 11/20/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR680 | 812530 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/07/73<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,140 | 2281146 |
| &nbsp;&nbsp;&nbsp; 3.80%, 01/14/56<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR583 | 696323 |
| State of Rhineland-Palatinate |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/21/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 936965 |
| &nbsp;&nbsp;&nbsp; 0.05%, 01/23/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR425 | 457062 |
| &nbsp;&nbsp;&nbsp; 0.38%, 01/26/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 349462 |
| &nbsp;&nbsp;&nbsp; 0.38%, 03/10/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 105205 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/23/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,490 | 1782414 |
| &nbsp;&nbsp;&nbsp; 2.75%, 07/25/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 118759 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/02/34 | &nbsp;&nbsp;&nbsp; EUR200 | 237669 |
| State of Saarland, 3.00%, 01/19/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 235974 |
| State of Saxony-Anhalt |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 03/10/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 311207 |
| &nbsp;&nbsp;&nbsp; 0.50%, 06/25/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | 521305 |
| &nbsp;&nbsp;&nbsp; 0.75%, 01/29/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 225868 |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/13/30 | &nbsp;&nbsp;&nbsp; EUR1,300 | 1536744 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/19/32 | &nbsp;&nbsp;&nbsp; EUR400 | 473264 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/23/34 | &nbsp;&nbsp;&nbsp; EUR200 | 233442 |
| &nbsp;&nbsp;&nbsp; 2.85%, 01/29/35 | &nbsp;&nbsp;&nbsp; EUR200 | 233588 |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/20/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | 297199 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/04/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1186969 |
| &nbsp;&nbsp;&nbsp; 3.15%, 02/06/54 | &nbsp;&nbsp;&nbsp; EUR190 | 199565 |
| State of Schleswig-Holstein Germany |  |  |
| &nbsp;&nbsp;&nbsp; 0.05%, 07/08/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 513895 |
| &nbsp;&nbsp;&nbsp; 0.13%, 06/12/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | 603515 |
| &nbsp;&nbsp;&nbsp; 0.20%, 08/15/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | 190513 |
| &nbsp;&nbsp;&nbsp; 0.38%, 02/08/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 232785 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/13/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 352368 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/10/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | 539763 |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/25/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1201491 |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/10/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 350352 |
| &nbsp;&nbsp;&nbsp; 2.88%, 08/20/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 232868 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/16/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 951868 |
|  |  | 559210394 |
| **Greece — 0.2%** | **Greece — 0.2%** | **Greece — 0.2%** |
| &nbsp;&nbsp;&nbsp; Hellenic Republic Government Bond, 1.50%, <br> 06/18/30<sup>(a)(e)</sup><br>| &nbsp;&nbsp;&nbsp; EUR2,562 | 2906566 |
| Hellenic Republic Government Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 1.88%, 01/24/52<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,400 | 1070829 |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/15/34<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,926 | 2310813 |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/16/36<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,280 | 1507572 |
| &nbsp;&nbsp;&nbsp; 3.63%, 06/15/35<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,360 | 1649602 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/15/28<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,620 | 4450283 |
| &nbsp;&nbsp;&nbsp; 3.90%, 01/30/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR5,000 | 6243913 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/30/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,750 | 3409602 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/15/54<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR884 | 1029611 |
| &nbsp;&nbsp;&nbsp; 4.20%, 01/30/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,590 | 1966078 |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/18/38<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,550 | 1973258 |
|  |  | 28518127 |
| **Guernsey — 0.0%** | **Guernsey — 0.0%** | **Guernsey — 0.0%** |
| States of Guernsey Bond, 3.38%, 12/12/46<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 99076 |
| **Hong Kong — 0.0%** | **Hong Kong — 0.0%** | **Hong Kong — 0.0%** |
| &nbsp;&nbsp;&nbsp; Hong Kong Government Bond Programme, <br> 2.13%, 07/16/30<br>| &nbsp;&nbsp;&nbsp; HKD1,250 | 156972 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Hong Kong (continued)** | **Hong Kong (continued)** | **Hong Kong (continued)** |
| &nbsp;&nbsp;&nbsp; Hong Kong Government Infrastructure Bond <br> Programme, 3.17%, 07/24/35<br>| &nbsp;&nbsp;&nbsp; HKD8,800 | $1127978 |
| Hong Kong Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/11/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 354527 |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/10/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 600936 |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/07/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR382 | 459732 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/07/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 249931 |
|  |  | 2950076 |
| **Hungary — 0.2%** | **Hungary — 0.2%** | **Hungary — 0.2%** |
| Hungary Government Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 04/20/33 | &nbsp;&nbsp;&nbsp; HUF1,078,920 | 2569111 |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/22/34 | &nbsp;&nbsp;&nbsp; HUF260,990 | 595351 |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/22/26 | &nbsp;&nbsp;&nbsp; HUF411,470 | 1242709 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/27/27 | &nbsp;&nbsp;&nbsp; HUF467,180 | 1380578 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/21/30 | &nbsp;&nbsp;&nbsp; HUF367,180 | 1002269 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/27/38 | &nbsp;&nbsp;&nbsp; HUF348,710 | 739524 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/25/41 | &nbsp;&nbsp;&nbsp; HUF700,000 | 1385155 |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/22/31 | &nbsp;&nbsp;&nbsp; HUF255,650 | 682617 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/24/32 | &nbsp;&nbsp;&nbsp; HUF324,240 | 921096 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/28/29 | &nbsp;&nbsp;&nbsp; HUF121,780 | 376269 |
| &nbsp;&nbsp;&nbsp; 6.75%, 10/22/28 | &nbsp;&nbsp;&nbsp; HUF424,590 | 1339794 |
| &nbsp;&nbsp;&nbsp; 7.00%, 10/24/35 | &nbsp;&nbsp;&nbsp; HUF446,670 | 1429331 |
| Hungary Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 04/28/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR423 | 441268 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/25/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,050 | 1282291 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/16/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 489481 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/26/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 714947 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/16/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | 542170 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/25/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR175 | 208993 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/22/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1185562 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | 304968 |
| &nbsp;&nbsp;&nbsp; 5.38%, 09/12/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 382078 |
| &nbsp;&nbsp;&nbsp; Magyar Export-Import Bank Zrt, 6.00%, <br> 05/16/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR750 | 951587 |
| &nbsp;&nbsp;&nbsp; MFB Magyar Fejlesztesi Bank Zrt, 4.38%, <br> 06/27/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 242584 |
|  |  | 20409733 |
| **Iceland — 0.0%** | **Iceland — 0.0%** | **Iceland — 0.0%** |
| Iceland Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 04/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 783691 |
| &nbsp;&nbsp;&nbsp; 2.63%, 05/27/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 706986 |
|  |  | 1490677 |
| **Indonesia — 0.8%** | **Indonesia — 0.8%** | **Indonesia — 0.8%** |
| Indonesia Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 0.90%, 02/14/27 | &nbsp;&nbsp;&nbsp; EUR100 | 116471 |
| &nbsp;&nbsp;&nbsp; 1.10%, 03/12/33 | &nbsp;&nbsp;&nbsp; EUR200 | 196816 |
| &nbsp;&nbsp;&nbsp; 1.30%, 03/23/34 | &nbsp;&nbsp;&nbsp; EUR300 | 290283 |
| &nbsp;&nbsp;&nbsp; 1.40%, 10/30/31 | &nbsp;&nbsp;&nbsp; EUR300 | 317099 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/10/32 | &nbsp;&nbsp;&nbsp; EUR200 | 237070 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/14/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 606107 |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/16/33 | &nbsp;&nbsp;&nbsp; EUR300 | 352180 |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/15/33 | &nbsp;&nbsp;&nbsp; EUR400 | 476557 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/15/37 | &nbsp;&nbsp;&nbsp; EUR300 | 354300 |
| Indonesia Treasury Bond |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 07/15/54 | &nbsp;&nbsp;&nbsp; IDR44,700,000 | 2710836 |
| &nbsp;&nbsp;&nbsp; 8.75%, 02/15/44 | &nbsp;&nbsp;&nbsp; IDR12,320,000 | 895603 |
| Indonesia Treasury Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 04/15/27 | &nbsp;&nbsp;&nbsp; IDR39,000,000 | 2330899 |
| &nbsp;&nbsp;&nbsp; 6.25%, 06/15/36 | &nbsp;&nbsp;&nbsp; IDR17,555,000 | 1042945 |
| &nbsp;&nbsp;&nbsp; 6.38%, 08/15/28 | &nbsp;&nbsp;&nbsp; IDR104,364,000 | 6400723 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Indonesia (continued)** | **Indonesia (continued)** | **Indonesia (continued)** |
| &nbsp;&nbsp;&nbsp; 6.38%, 04/15/32 | &nbsp;&nbsp;&nbsp; IDR43,000,000 | $2608237 |
| &nbsp;&nbsp;&nbsp; 6.38%, 07/15/37 | &nbsp;&nbsp;&nbsp; IDR20,485,000 | 1224454 |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/15/30 | &nbsp;&nbsp;&nbsp; IDR65,251,000 | 4003050 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/15/31 | &nbsp;&nbsp;&nbsp; IDR60,396,000 | 3709757 |
| &nbsp;&nbsp;&nbsp; 6.50%, 04/15/36 | &nbsp;&nbsp;&nbsp; IDR36,752,000 | 2218255 |
| &nbsp;&nbsp;&nbsp; 6.63%, 02/15/34 | &nbsp;&nbsp;&nbsp; IDR93,000,000 | 5657016 |
| &nbsp;&nbsp;&nbsp; 6.75%, 07/15/35 | &nbsp;&nbsp;&nbsp; IDR88,431,000 | 5436669 |
| &nbsp;&nbsp;&nbsp; 6.88%, 04/15/29 | &nbsp;&nbsp;&nbsp; IDR40,000,000 | 2487173 |
| &nbsp;&nbsp;&nbsp; 6.88%, 08/15/51 | &nbsp;&nbsp;&nbsp; IDR38,116,000 | 2310825 |
| &nbsp;&nbsp;&nbsp; 7.00%, 05/15/27 | &nbsp;&nbsp;&nbsp; IDR55,000,000 | 3360898 |
| &nbsp;&nbsp;&nbsp; 7.00%, 09/15/30 | &nbsp;&nbsp;&nbsp; IDR40,048,000 | 2503461 |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/15/33 | &nbsp;&nbsp;&nbsp; IDR44,413,000 | 2755062 |
| &nbsp;&nbsp;&nbsp; 7.13%, 06/15/38 | &nbsp;&nbsp;&nbsp; IDR33,419,000 | 2091615 |
| &nbsp;&nbsp;&nbsp; 7.13%, 08/15/40 | &nbsp;&nbsp;&nbsp; IDR33,986,000 | 2134525 |
| &nbsp;&nbsp;&nbsp; 7.13%, 06/15/42 | &nbsp;&nbsp;&nbsp; IDR38,660,000 | 2419421 |
| &nbsp;&nbsp;&nbsp; 7.13%, 06/15/43 | &nbsp;&nbsp;&nbsp; IDR63,069,000 | 3965169 |
| &nbsp;&nbsp;&nbsp; 7.13%, 08/15/45 | &nbsp;&nbsp;&nbsp; IDR54,056,000 | 3407087 |
| &nbsp;&nbsp;&nbsp; 7.38%, 05/15/48 | &nbsp;&nbsp;&nbsp; IDR27,269,000 | 1742935 |
| &nbsp;&nbsp;&nbsp; 7.50%, 08/15/32 | &nbsp;&nbsp;&nbsp; IDR41,912,000 | 2674245 |
| &nbsp;&nbsp;&nbsp; 7.50%, 06/15/35 | &nbsp;&nbsp;&nbsp; IDR45,000,000 | 2894447 |
| &nbsp;&nbsp;&nbsp; 7.50%, 04/15/40 | &nbsp;&nbsp;&nbsp; IDR50,166,000 | 3254530 |
| &nbsp;&nbsp;&nbsp; 8.25%, 05/15/29 | &nbsp;&nbsp;&nbsp; IDR58,031,000 | 3746164 |
| &nbsp;&nbsp;&nbsp; 8.25%, 05/15/36 | &nbsp;&nbsp;&nbsp; IDR18,000,000 | 1219569 |
| &nbsp;&nbsp;&nbsp; 8.38%, 09/15/26 | &nbsp;&nbsp;&nbsp; IDR9,000,000 | 548028 |
| &nbsp;&nbsp;&nbsp; 8.38%, 03/15/34 | &nbsp;&nbsp;&nbsp; IDR38,000,000 | 2556194 |
| &nbsp;&nbsp;&nbsp; 8.38%, 04/15/39 | &nbsp;&nbsp;&nbsp; IDR19,760,000 | 1366129 |
| &nbsp;&nbsp;&nbsp; 8.75%, 05/15/31 | &nbsp;&nbsp;&nbsp; IDR60,142,000 | 4056240 |
| &nbsp;&nbsp;&nbsp; Perusahaan Penerbit SBSN Indonesia, <br> 8.88%, 11/15/31<br>| &nbsp;&nbsp;&nbsp; IDR7,600,000 | 517788 |
|  |  | 93196832 |
| **Ireland — 0.3%** | **Ireland — 0.3%** | **Ireland — 0.3%** |
| Ireland Government Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/18/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,955 | 3030296 |
| &nbsp;&nbsp;&nbsp; 0.20%, 05/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR5,204 | 6031138 |
| &nbsp;&nbsp;&nbsp; 0.20%, 10/18/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,387 | 1481544 |
| &nbsp;&nbsp;&nbsp; 0.35%, 10/18/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,021 | 1036844 |
| &nbsp;&nbsp;&nbsp; 0.40%, 05/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,955 | 4637945 |
| &nbsp;&nbsp;&nbsp; 0.55%, 04/22/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,098 | 863745 |
| &nbsp;&nbsp;&nbsp; 0.90%, 05/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR681 | 785914 |
| &nbsp;&nbsp;&nbsp; 1.10%, 05/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,263 | 2584799 |
| &nbsp;&nbsp;&nbsp; 1.30%, 05/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR565 | 606624 |
| &nbsp;&nbsp;&nbsp; 1.35%, 03/18/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR694 | 779376 |
| &nbsp;&nbsp;&nbsp; 1.50%, 05/15/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR3,522 | 2749999 |
| &nbsp;&nbsp;&nbsp; 1.70%, 05/15/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR717 | 733268 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/18/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,423 | 2272744 |
| &nbsp;&nbsp;&nbsp; 2.40%, 05/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,290 | 1528488 |
| &nbsp;&nbsp;&nbsp; 2.60%, 10/18/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,230 | 1420193 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/18/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,570 | 1747960 |
| &nbsp;&nbsp;&nbsp; 3.10%, 06/18/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,020 | 1208246 |
| &nbsp;&nbsp;&nbsp; 3.15%, 10/18/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,350 | 1427665 |
|  |  | 34926788 |
| **Israel — 0.4%** | **Israel — 0.4%** | **Israel — 0.4%** |
| Israel Government Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 02/27/26 | &nbsp;&nbsp;&nbsp; ILS2,650 | 852692 |
| &nbsp;&nbsp;&nbsp; 1.00%, 03/31/30 | &nbsp;&nbsp;&nbsp; ILS8,576 | 2498226 |
| &nbsp;&nbsp;&nbsp; 1.30%, 04/30/32 | &nbsp;&nbsp;&nbsp; ILS6,733 | 1891067 |
| &nbsp;&nbsp;&nbsp; 1.50%, 05/31/37 | &nbsp;&nbsp;&nbsp; ILS7,977 | 2003814 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/31/27 | &nbsp;&nbsp;&nbsp; ILS1,750 | 554974 |
| &nbsp;&nbsp;&nbsp; 2.25%, 09/28/28 | &nbsp;&nbsp;&nbsp; ILS4,828 | 1508629 |
| &nbsp;&nbsp;&nbsp; 2.80%, 11/29/52 | &nbsp;&nbsp;&nbsp; ILS12,410 | 2998658 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Israel (continued)** | **Israel (continued)** | **Israel (continued)** |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/30/27 | &nbsp;&nbsp;&nbsp; ILS15,690 | $5080247 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/28/29 | &nbsp;&nbsp;&nbsp; ILS5,568 | 1807805 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/31/47 | &nbsp;&nbsp;&nbsp; ILS7,492 | 2247102 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/30/35 | &nbsp;&nbsp;&nbsp; ILS17,966 | 5881011 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/31/35 | &nbsp;&nbsp;&nbsp; ILS1,790 | 592051 |
| &nbsp;&nbsp;&nbsp; 4.60%, 08/31/29 | &nbsp;&nbsp;&nbsp; ILS22,450 | 7496531 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/31/42 | &nbsp;&nbsp;&nbsp; ILS6,926 | 2597047 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/30/26 | &nbsp;&nbsp;&nbsp; ILS3,643 | 1197778 |
| Israel Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 01/18/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 603775 |
| &nbsp;&nbsp;&nbsp; 1.50%, 01/18/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 351238 |
| &nbsp;&nbsp;&nbsp; 1.50%, 01/16/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1022639 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/16/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR850 | 703317 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/30/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 240949 |
|  |  | 42129550 |
| **Italy — 4.7%** | **Italy — 4.7%** | **Italy — 4.7%** |
| Cassa Depositi e Prestiti SpA |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 09/21/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 341561 |
| &nbsp;&nbsp;&nbsp; 1.00%, 02/11/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 110444 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/17/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 236485 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/27/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 938006 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/18/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 765656 |
| City of Milan Italy, 4.02%, 06/29/35 | &nbsp;&nbsp;&nbsp; EUR200 | 242012 |
| &nbsp;&nbsp;&nbsp; Istituto Per Il Credito Sportivo E Culturale <br> SpA, 3.50%, 01/29/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 483722 |
| Italy Buoni Poliennali Del Tesoro |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 03/15/28<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,033 | 4591798 |
| &nbsp;&nbsp;&nbsp; 0.45%, 02/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,558 | 2864306 |
| &nbsp;&nbsp;&nbsp; 0.50%, 07/15/28<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR7,507 | 8531979 |
| &nbsp;&nbsp;&nbsp; 0.60%, 08/01/31<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,553 | 5855432 |
| &nbsp;&nbsp;&nbsp; 0.90%, 04/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR9,930 | 10743856 |
| &nbsp;&nbsp;&nbsp; 0.95%, 09/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR5,060 | 5891114 |
| &nbsp;&nbsp;&nbsp; 0.95%, 08/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,218 | 4650202 |
| &nbsp;&nbsp;&nbsp; 0.95%, 12/01/31<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR10,684 | 11387546 |
| &nbsp;&nbsp;&nbsp; 0.95%, 06/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR6,810 | 7163782 |
| &nbsp;&nbsp;&nbsp; 0.95%, 03/01/37<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,128 | 1929114 |
| &nbsp;&nbsp;&nbsp; 1.35%, 04/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,873 | 5505131 |
| &nbsp;&nbsp;&nbsp; 1.45%, 03/01/36<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,700 | 4638656 |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/30/45<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,136 | 3253761 |
| &nbsp;&nbsp;&nbsp; 1.65%, 12/01/30<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,248 | 2542722 |
| &nbsp;&nbsp;&nbsp; 1.65%, 03/01/32<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,753 | 6356337 |
| &nbsp;&nbsp;&nbsp; 1.70%, 09/01/51<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR6,390 | 4617690 |
| &nbsp;&nbsp;&nbsp; 1.80%, 03/01/41<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,020 | 3646541 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR7,292 | 8618133 |
| &nbsp;&nbsp;&nbsp; 2.05%, 08/01/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,559 | 5402019 |
| &nbsp;&nbsp;&nbsp; 2.15%, 09/01/52<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,220 | 1761659 |
| &nbsp;&nbsp;&nbsp; 2.15%, 03/01/72<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,371 | 1674897 |
| &nbsp;&nbsp;&nbsp; 2.20%, 06/01/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR12,940 | 15371879 |
| &nbsp;&nbsp;&nbsp; 2.25%, 09/01/36<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,180 | 3368737 |
| &nbsp;&nbsp;&nbsp; 2.45%, 09/01/33<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,872 | 5526795 |
| &nbsp;&nbsp;&nbsp; 2.45%, 09/01/50<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,123 | 4455594 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR6,360 | 7313908 |
| &nbsp;&nbsp;&nbsp; 2.55%, 02/25/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,950 | 5895885 |
| &nbsp;&nbsp;&nbsp; 2.65%, 12/01/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR14,389 | 17209319 |
| &nbsp;&nbsp;&nbsp; 2.65%, 06/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,033 | 1235231 |
| &nbsp;&nbsp;&nbsp; 2.70%, 10/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR8,570 | 10251610 |
| &nbsp;&nbsp;&nbsp; 2.70%, 03/01/47<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,824 | 3642836 |
| &nbsp;&nbsp;&nbsp; 2.80%, 12/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR5,610 | 6741291 |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR3,603 | 4322425 |
| &nbsp;&nbsp;&nbsp; 2.80%, 03/01/67<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,952 | 5072882 |
| &nbsp;&nbsp;&nbsp; 2.95%, 07/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,550 | 3064103 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Italy (continued)** | **Italy (continued)** | **Italy (continued)** |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/01/38<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,854 | $3147860 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR5,468 | 6605382 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,280 | 5162934 |
| &nbsp;&nbsp;&nbsp; 3.10%, 03/01/40<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR6,114 | 6721990 |
| &nbsp;&nbsp;&nbsp; 3.15%, 11/15/31<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR13,630 | 16418473 |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/15/32<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR10,960 | 13214811 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/01/38<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,409 | 6184323 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/01/46<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR6,602 | 6920790 |
| &nbsp;&nbsp;&nbsp; 3.35%, 07/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR3,735 | 4557331 |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/01/35<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR13,599 | 16206191 |
| &nbsp;&nbsp;&nbsp; 3.40%, 04/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR3,964 | 4815065 |
| &nbsp;&nbsp;&nbsp; 3.45%, 07/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR10,380 | 12711766 |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/01/48<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,737 | 4000357 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/30<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR14,097 | 17330754 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/31<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,400 | 2947864 |
| &nbsp;&nbsp;&nbsp; 3.60%, 10/01/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,410 | 2906633 |
| &nbsp;&nbsp;&nbsp; 3.65%, 08/01/35<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,483 | 5436735 |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR12,930 | 16012054 |
| &nbsp;&nbsp;&nbsp; 3.80%, 08/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,991 | 3675759 |
| &nbsp;&nbsp;&nbsp; 3.85%, 12/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR8,123 | 10096816 |
| &nbsp;&nbsp;&nbsp; 3.85%, 07/01/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR5,222 | 6469620 |
| &nbsp;&nbsp;&nbsp; 3.85%, 02/01/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR5,771 | 7129163 |
| &nbsp;&nbsp;&nbsp; 3.85%, 10/01/40<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,530 | 3006235 |
| &nbsp;&nbsp;&nbsp; 3.85%, 09/01/49<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR10,627 | 12043439 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,110 | 5157796 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/30/31<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,200 | 2772356 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/30/35<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,129 | 3915591 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/37<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR6,717 | 8337637 |
| &nbsp;&nbsp;&nbsp; 4.05%, 10/30/37<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR6,460 | 8002513 |
| &nbsp;&nbsp;&nbsp; 4.10%, 02/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR5,960 | 7415375 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/01/39<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR6,374 | 7874592 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/01/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR5,160 | 6555539 |
| &nbsp;&nbsp;&nbsp; 4.30%, 10/01/54<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR7,160 | 8498684 |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/01/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR5,950 | 7638050 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/01/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,972 | 6404267 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/01/43<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR9,040 | 11348072 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/53<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,131 | 3847863 |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/01/55<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,210 | 4008233 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/01/28<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,108 | 5168312 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/01/44<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,631 | 7345943 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/01/34<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR8,751 | 11734969 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/01/39<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,573 | 7506714 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/01/40<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR6,361 | 8566772 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR872 | 1135727 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/01/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,535 | 6295087 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,905 | 3991152 |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/01/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,764 | 3518594 |
| Region of Lazio Italy, 3.09%, 03/31/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR77 | 86170 |
| &nbsp;&nbsp;&nbsp; Republic of Italy Government International <br> Bonds, 5.20%, 07/31/34<br>| &nbsp;&nbsp;&nbsp; EUR950 | 1256363 |
|  |  | 550321772 |
| **Japan — 10.5%** | **Japan — 10.5%** | **Japan — 10.5%** |
| Development Bank of Japan, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/04/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 590077 |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/11/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 594631 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/13/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 241712 |
| &nbsp;&nbsp;&nbsp; Japan Bank for International Cooperation, <br> 2.63%, 10/17/30<br>| &nbsp;&nbsp;&nbsp; EUR1,000 | 1177049 |
| Japan Government Five Year Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 03/20/27 | &nbsp;&nbsp;&nbsp; JPY700,000 | 4470903 |
| &nbsp;&nbsp;&nbsp; 0.00%, 06/20/27 | &nbsp;&nbsp;&nbsp; JPY2,812,700 | 17904540 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Japan (continued)** | **Japan (continued)** | **Japan (continued)** |
| &nbsp;&nbsp;&nbsp; 0.10%, 03/20/27 | &nbsp;&nbsp;&nbsp; JPY600,000 | $3836497 |
| &nbsp;&nbsp;&nbsp; 0.10%, 09/20/27 | &nbsp;&nbsp;&nbsp; JPY1,132,600 | 7192799 |
| &nbsp;&nbsp;&nbsp; 0.10%, 03/20/28 | &nbsp;&nbsp;&nbsp; JPY1,106,550 | 6977987 |
| &nbsp;&nbsp;&nbsp; 0.10%, 06/20/28 | &nbsp;&nbsp;&nbsp; JPY2,772,500 | 17420504 |
| &nbsp;&nbsp;&nbsp; 0.20%, 12/20/27 | &nbsp;&nbsp;&nbsp; JPY2,317,350 | 14692108 |
| &nbsp;&nbsp;&nbsp; 0.20%, 03/20/28 | &nbsp;&nbsp;&nbsp; JPY1,820,000 | 11502099 |
| &nbsp;&nbsp;&nbsp; 0.20%, 12/20/28 | &nbsp;&nbsp;&nbsp; JPY720,000 | 4500363 |
| &nbsp;&nbsp;&nbsp; 0.30%, 12/20/27 | &nbsp;&nbsp;&nbsp; JPY455,350 | 2892436 |
| &nbsp;&nbsp;&nbsp; 0.30%, 06/20/28 | &nbsp;&nbsp;&nbsp; JPY300,000 | 1894192 |
| &nbsp;&nbsp;&nbsp; 0.30%, 09/20/28 | &nbsp;&nbsp;&nbsp; JPY2,325,600 | 14631271 |
| &nbsp;&nbsp;&nbsp; 0.30%, 12/20/28 | &nbsp;&nbsp;&nbsp; JPY800,300 | 5015413 |
| &nbsp;&nbsp;&nbsp; 0.40%, 09/20/28 | &nbsp;&nbsp;&nbsp; JPY628,400 | 3965146 |
| &nbsp;&nbsp;&nbsp; 0.40%, 12/20/28 | &nbsp;&nbsp;&nbsp; JPY2,010,450 | 12638123 |
| &nbsp;&nbsp;&nbsp; 0.40%, 06/20/29 | &nbsp;&nbsp;&nbsp; JPY897,700 | 5600260 |
| &nbsp;&nbsp;&nbsp; 0.50%, 03/20/29 | &nbsp;&nbsp;&nbsp; JPY752,200 | 4725520 |
| &nbsp;&nbsp;&nbsp; 0.50%, 06/20/29 | &nbsp;&nbsp;&nbsp; JPY1,402,650 | 8778855 |
| &nbsp;&nbsp;&nbsp; 0.60%, 03/20/29 | &nbsp;&nbsp;&nbsp; JPY401,300 | 2529117 |
| &nbsp;&nbsp;&nbsp; 0.60%, 06/20/29 | &nbsp;&nbsp;&nbsp; JPY1,040,600 | 6536254 |
| &nbsp;&nbsp;&nbsp; 0.70%, 09/20/29 | &nbsp;&nbsp;&nbsp; JPY1,362,250 | 8557500 |
| &nbsp;&nbsp;&nbsp; 0.90%, 12/20/29 | &nbsp;&nbsp;&nbsp; JPY833,850 | 5260708 |
| &nbsp;&nbsp;&nbsp; 1.00%, 03/20/30 | &nbsp;&nbsp;&nbsp; JPY1,271,300 | 8031675 |
| &nbsp;&nbsp;&nbsp; 1.00%, 06/20/30 | &nbsp;&nbsp;&nbsp; JPY1,614,200 | 10169645 |
| &nbsp;&nbsp;&nbsp; 1.10%, 06/20/30 | &nbsp;&nbsp;&nbsp; JPY420,000 | 2657670 |
| &nbsp;&nbsp;&nbsp; 1.30%, 09/20/30 | &nbsp;&nbsp;&nbsp; JPY1,346,700 | 8577579 |
| &nbsp;&nbsp;&nbsp; 1.40%, 09/20/30 | &nbsp;&nbsp;&nbsp; JPY1,020,350 | 6527848 |
| &nbsp;&nbsp;&nbsp; 1.60%, 12/20/30 | &nbsp;&nbsp;&nbsp; JPY795,150 | 5124953 |
| Japan Government Forty Year Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 0.40%, 03/20/56 | &nbsp;&nbsp;&nbsp; JPY948,700 | 2615075 |
| &nbsp;&nbsp;&nbsp; 0.50%, 03/20/59 | &nbsp;&nbsp;&nbsp; JPY1,231,650 | 3342259 |
| &nbsp;&nbsp;&nbsp; 0.50%, 03/20/60 | &nbsp;&nbsp;&nbsp; JPY1,092,200 | 2922697 |
| &nbsp;&nbsp;&nbsp; 0.70%, 03/20/61 | &nbsp;&nbsp;&nbsp; JPY533,800 | 1519069 |
| &nbsp;&nbsp;&nbsp; 0.80%, 03/20/58 | &nbsp;&nbsp;&nbsp; JPY515,700 | 1622613 |
| &nbsp;&nbsp;&nbsp; 0.90%, 03/20/57 | &nbsp;&nbsp;&nbsp; JPY364,550 | 1206666 |
| &nbsp;&nbsp;&nbsp; 1.00%, 03/20/62 | &nbsp;&nbsp;&nbsp; JPY458,600 | 1429668 |
| &nbsp;&nbsp;&nbsp; 1.30%, 03/20/63 | &nbsp;&nbsp;&nbsp; JPY534,600 | 1817059 |
| &nbsp;&nbsp;&nbsp; 1.40%, 03/20/55 | &nbsp;&nbsp;&nbsp; JPY510,150 | 2020149 |
| &nbsp;&nbsp;&nbsp; 1.70%, 03/20/54 | &nbsp;&nbsp;&nbsp; JPY718,950 | 3122635 |
| &nbsp;&nbsp;&nbsp; 1.90%, 03/20/53 | &nbsp;&nbsp;&nbsp; JPY1,140,700 | 5185788 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/20/52 | &nbsp;&nbsp;&nbsp; JPY389,350 | 1831200 |
| &nbsp;&nbsp;&nbsp; 2.20%, 03/20/49 | &nbsp;&nbsp;&nbsp; JPY804,300 | 4204137 |
| &nbsp;&nbsp;&nbsp; 2.20%, 03/20/50 | &nbsp;&nbsp;&nbsp; JPY116,250 | 595936 |
| &nbsp;&nbsp;&nbsp; 2.20%, 03/20/51 | &nbsp;&nbsp;&nbsp; JPY295,250 | 1481369 |
| &nbsp;&nbsp;&nbsp; 2.20%, 03/20/64 | &nbsp;&nbsp;&nbsp; JPY1,222,150 | 5479818 |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/20/48 | &nbsp;&nbsp;&nbsp; JPY136,450 | 753844 |
| &nbsp;&nbsp;&nbsp; 3.10%, 03/20/65 | &nbsp;&nbsp;&nbsp; JPY789,550 | 4484465 |
| Japan Government Ten Year Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 0.10%, 03/20/27 | &nbsp;&nbsp;&nbsp; JPY1,914,150 | 12239416 |
| &nbsp;&nbsp;&nbsp; 0.10%, 06/20/27 | &nbsp;&nbsp;&nbsp; JPY990,700 | 6314408 |
| &nbsp;&nbsp;&nbsp; 0.10%, 09/20/27 | &nbsp;&nbsp;&nbsp; JPY1,108,500 | 7040356 |
| &nbsp;&nbsp;&nbsp; 0.10%, 12/20/27 | &nbsp;&nbsp;&nbsp; JPY2,234,500 | 14141402 |
| &nbsp;&nbsp;&nbsp; 0.10%, 03/20/28 | &nbsp;&nbsp;&nbsp; JPY1,854,250 | 11694819 |
| &nbsp;&nbsp;&nbsp; 0.10%, 06/20/28 | &nbsp;&nbsp;&nbsp; JPY1,931,450 | 12138732 |
| &nbsp;&nbsp;&nbsp; 0.10%, 09/20/28 | &nbsp;&nbsp;&nbsp; JPY1,565,250 | 9798978 |
| &nbsp;&nbsp;&nbsp; 0.10%, 12/20/28 | &nbsp;&nbsp;&nbsp; JPY1,086,750 | 6772160 |
| &nbsp;&nbsp;&nbsp; 0.10%, 03/20/29 | &nbsp;&nbsp;&nbsp; JPY1,170,000 | 7260217 |
| &nbsp;&nbsp;&nbsp; 0.10%, 06/20/29 | &nbsp;&nbsp;&nbsp; JPY1,370,450 | 8463407 |
| &nbsp;&nbsp;&nbsp; 0.10%, 09/20/29 | &nbsp;&nbsp;&nbsp; JPY2,198,550 | 13509870 |
| &nbsp;&nbsp;&nbsp; 0.10%, 12/20/29 | &nbsp;&nbsp;&nbsp; JPY2,161,650 | 13221956 |
| &nbsp;&nbsp;&nbsp; 0.10%, 03/20/30 | &nbsp;&nbsp;&nbsp; JPY3,525,800 | 21461552 |
| &nbsp;&nbsp;&nbsp; 0.10%, 06/20/30 | &nbsp;&nbsp;&nbsp; JPY3,084,850 | 18677662 |
| &nbsp;&nbsp;&nbsp; 0.10%, 09/20/30 | &nbsp;&nbsp;&nbsp; JPY2,179,200 | 13131458 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Japan (continued)** | **Japan (continued)** | **Japan (continued)** |
| &nbsp;&nbsp;&nbsp; 0.10%, 12/20/30 | &nbsp;&nbsp;&nbsp; JPY4,053,500 | $24290122 |
| &nbsp;&nbsp;&nbsp; 0.10%, 03/20/31 | &nbsp;&nbsp;&nbsp; JPY1,316,600 | 7850129 |
| &nbsp;&nbsp;&nbsp; 0.10%, 06/20/31 | &nbsp;&nbsp;&nbsp; JPY1,185,700 | 7032670 |
| &nbsp;&nbsp;&nbsp; 0.10%, 09/20/31 | &nbsp;&nbsp;&nbsp; JPY2,765,100 | 16303094 |
| &nbsp;&nbsp;&nbsp; 0.10%, 12/20/31 | &nbsp;&nbsp;&nbsp; JPY1,576,250 | 9239589 |
| &nbsp;&nbsp;&nbsp; 0.20%, 03/20/32 | &nbsp;&nbsp;&nbsp; JPY2,356,900 | 13829830 |
| &nbsp;&nbsp;&nbsp; 0.20%, 06/20/32 | &nbsp;&nbsp;&nbsp; JPY1,551,150 | 9051058 |
| &nbsp;&nbsp;&nbsp; 0.20%, 09/20/32 | &nbsp;&nbsp;&nbsp; JPY1,764,200 | 10230700 |
| &nbsp;&nbsp;&nbsp; 0.40%, 06/20/33 | &nbsp;&nbsp;&nbsp; JPY2,290,350 | 13248450 |
| &nbsp;&nbsp;&nbsp; 0.50%, 12/20/32 | &nbsp;&nbsp;&nbsp; JPY1,613,500 | 9505013 |
| &nbsp;&nbsp;&nbsp; 0.50%, 03/20/33 | &nbsp;&nbsp;&nbsp; JPY1,426,550 | 8362890 |
| &nbsp;&nbsp;&nbsp; 0.60%, 12/20/33 | &nbsp;&nbsp;&nbsp; JPY3,979,300 | 23115521 |
| &nbsp;&nbsp;&nbsp; 0.70%, 12/20/33 | &nbsp;&nbsp;&nbsp; JPY1,080,350 | 6310531 |
| &nbsp;&nbsp;&nbsp; 0.80%, 09/20/33 | &nbsp;&nbsp;&nbsp; JPY1,652,550 | 9805365 |
| &nbsp;&nbsp;&nbsp; 0.80%, 03/20/34 | &nbsp;&nbsp;&nbsp; JPY2,142,250 | 12578782 |
| &nbsp;&nbsp;&nbsp; 0.90%, 09/20/34 | &nbsp;&nbsp;&nbsp; JPY1,625,050 | 9524467 |
| &nbsp;&nbsp;&nbsp; 1.10%, 06/20/34 | &nbsp;&nbsp;&nbsp; JPY1,612,750 | 9661589 |
| &nbsp;&nbsp;&nbsp; 1.20%, 12/20/34 | &nbsp;&nbsp;&nbsp; JPY2,091,950 | 12523195 |
| &nbsp;&nbsp;&nbsp; 1.40%, 03/20/35 | &nbsp;&nbsp;&nbsp; JPY1,592,450 | 9658773 |
| &nbsp;&nbsp;&nbsp; 1.50%, 06/20/35 | &nbsp;&nbsp;&nbsp; JPY1,803,150 | 10992197 |
| &nbsp;&nbsp;&nbsp; 1.70%, 09/20/35 | &nbsp;&nbsp;&nbsp; JPY1,364,350 | 8435387 |
| &nbsp;&nbsp;&nbsp; 2.10%, 12/20/35 | &nbsp;&nbsp;&nbsp; JPY498,650 | 3182909 |
| Japan Government Thirty Year Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 0.30%, 06/20/46 | &nbsp;&nbsp;&nbsp; JPY1,066,750 | 3911663 |
| &nbsp;&nbsp;&nbsp; 0.40%, 06/20/49 | &nbsp;&nbsp;&nbsp; JPY1,294,500 | 4322497 |
| &nbsp;&nbsp;&nbsp; 0.40%, 09/20/49 | &nbsp;&nbsp;&nbsp; JPY395,350 | 1306265 |
| &nbsp;&nbsp;&nbsp; 0.40%, 12/20/49 | &nbsp;&nbsp;&nbsp; JPY996,600 | 3258169 |
| &nbsp;&nbsp;&nbsp; 0.40%, 03/20/50 | &nbsp;&nbsp;&nbsp; JPY437,500 | 1415528 |
| &nbsp;&nbsp;&nbsp; 0.50%, 09/20/46 | &nbsp;&nbsp;&nbsp; JPY385,650 | 1475106 |
| &nbsp;&nbsp;&nbsp; 0.50%, 03/20/49 | &nbsp;&nbsp;&nbsp; JPY250,350 | 871095 |
| &nbsp;&nbsp;&nbsp; 0.60%, 12/20/46 | &nbsp;&nbsp;&nbsp; JPY575,100 | 2234991 |
| &nbsp;&nbsp;&nbsp; 0.60%, 06/20/50 | &nbsp;&nbsp;&nbsp; JPY823,150 | 2808885 |
| &nbsp;&nbsp;&nbsp; 0.60%, 09/20/50 | &nbsp;&nbsp;&nbsp; JPY581,950 | 1964042 |
| &nbsp;&nbsp;&nbsp; 0.70%, 06/20/48 | &nbsp;&nbsp;&nbsp; JPY308,100 | 1164606 |
| &nbsp;&nbsp;&nbsp; 0.70%, 12/20/48 | &nbsp;&nbsp;&nbsp; JPY196,900 | 731537 |
| &nbsp;&nbsp;&nbsp; 0.70%, 12/20/50 | &nbsp;&nbsp;&nbsp; JPY649,650 | 2239042 |
| &nbsp;&nbsp;&nbsp; 0.70%, 03/20/51 | &nbsp;&nbsp;&nbsp; JPY506,150 | 1727581 |
| &nbsp;&nbsp;&nbsp; 0.70%, 06/20/51 | &nbsp;&nbsp;&nbsp; JPY592,250 | 1999509 |
| &nbsp;&nbsp;&nbsp; 0.70%, 09/20/51 | &nbsp;&nbsp;&nbsp; JPY410,700 | 1374524 |
| &nbsp;&nbsp;&nbsp; 0.70%, 12/20/51 | &nbsp;&nbsp;&nbsp; JPY353,050 | 1169009 |
| &nbsp;&nbsp;&nbsp; 0.80%, 03/20/46 | &nbsp;&nbsp;&nbsp; JPY520,250 | 2174513 |
| &nbsp;&nbsp;&nbsp; 0.80%, 03/20/47 | &nbsp;&nbsp;&nbsp; JPY416,650 | 1686575 |
| &nbsp;&nbsp;&nbsp; 0.80%, 06/20/47 | &nbsp;&nbsp;&nbsp; JPY647,000 | 2597888 |
| &nbsp;&nbsp;&nbsp; 0.80%, 09/20/47 | &nbsp;&nbsp;&nbsp; JPY1,788,350 | 7126198 |
| &nbsp;&nbsp;&nbsp; 0.80%, 12/20/47 | &nbsp;&nbsp;&nbsp; JPY472,650 | 1865570 |
| &nbsp;&nbsp;&nbsp; 0.80%, 03/20/48 | &nbsp;&nbsp;&nbsp; JPY600,600 | 2351958 |
| &nbsp;&nbsp;&nbsp; 0.90%, 09/20/48 | &nbsp;&nbsp;&nbsp; JPY632,250 | 2500202 |
| &nbsp;&nbsp;&nbsp; 1.00%, 03/20/52 | &nbsp;&nbsp;&nbsp; JPY532,350 | 1925179 |
| &nbsp;&nbsp;&nbsp; 1.20%, 06/20/53 | &nbsp;&nbsp;&nbsp; JPY264,650 | 994175 |
| &nbsp;&nbsp;&nbsp; 1.30%, 06/20/52 | &nbsp;&nbsp;&nbsp; JPY255,350 | 1001733 |
| &nbsp;&nbsp;&nbsp; 1.40%, 09/20/45 | &nbsp;&nbsp;&nbsp; JPY682,000 | 3274300 |
| &nbsp;&nbsp;&nbsp; 1.40%, 12/20/45 | &nbsp;&nbsp;&nbsp; JPY1,204,500 | 5755206 |
| &nbsp;&nbsp;&nbsp; 1.40%, 09/20/52 | &nbsp;&nbsp;&nbsp; JPY374,200 | 1504990 |
| &nbsp;&nbsp;&nbsp; 1.40%, 03/20/53 | &nbsp;&nbsp;&nbsp; JPY376,550 | 1503443 |
| &nbsp;&nbsp;&nbsp; 1.50%, 12/20/44 | &nbsp;&nbsp;&nbsp; JPY217,150 | 1079482 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/20/45 | &nbsp;&nbsp;&nbsp; JPY462,250 | 2286128 |
| &nbsp;&nbsp;&nbsp; 1.60%, 06/20/45 | &nbsp;&nbsp;&nbsp; JPY281,000 | 1409053 |
| &nbsp;&nbsp;&nbsp; 1.60%, 12/20/52 | &nbsp;&nbsp;&nbsp; JPY432,300 | 1825566 |
| &nbsp;&nbsp;&nbsp; 1.60%, 12/20/53 | &nbsp;&nbsp;&nbsp; JPY350,750 | 1467174 |
| &nbsp;&nbsp;&nbsp; 1.70%, 12/20/43 | &nbsp;&nbsp;&nbsp; JPY407,550 | 2141216 |
| &nbsp;&nbsp;&nbsp; 1.70%, 03/20/44 | &nbsp;&nbsp;&nbsp; JPY130,000 | 679588 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Japan (continued)** | **Japan (continued)** | **Japan (continued)** |
| &nbsp;&nbsp;&nbsp; 1.70%, 06/20/44 | &nbsp;&nbsp;&nbsp; JPY62,050 | $322774 |
| &nbsp;&nbsp;&nbsp; 1.70%, 09/20/44 | &nbsp;&nbsp;&nbsp; JPY216,850 | 1122883 |
| &nbsp;&nbsp;&nbsp; 1.80%, 03/20/43 | &nbsp;&nbsp;&nbsp; JPY969,250 | 5252984 |
| &nbsp;&nbsp;&nbsp; 1.80%, 09/20/43 | &nbsp;&nbsp;&nbsp; JPY189,800 | 1018999 |
| &nbsp;&nbsp;&nbsp; 1.80%, 09/20/53 | &nbsp;&nbsp;&nbsp; JPY252,300 | 1113684 |
| &nbsp;&nbsp;&nbsp; 1.80%, 03/20/54 | &nbsp;&nbsp;&nbsp; JPY480,050 | 2112809 |
| &nbsp;&nbsp;&nbsp; 1.90%, 09/20/42 | &nbsp;&nbsp;&nbsp; JPY519,350 | 2883701 |
| &nbsp;&nbsp;&nbsp; 1.90%, 06/20/43 | &nbsp;&nbsp;&nbsp; JPY236,950 | 1298471 |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/20/40 | &nbsp;&nbsp;&nbsp; JPY952,750 | 5561336 |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/20/41 | &nbsp;&nbsp;&nbsp; JPY595,450 | 3409960 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/20/42 | &nbsp;&nbsp;&nbsp; JPY1,148,000 | 6524445 |
| &nbsp;&nbsp;&nbsp; 2.10%, 09/20/54 | &nbsp;&nbsp;&nbsp; JPY369,400 | 1748052 |
| &nbsp;&nbsp;&nbsp; 2.20%, 09/20/39 | &nbsp;&nbsp;&nbsp; JPY544,650 | 3317822 |
| &nbsp;&nbsp;&nbsp; 2.20%, 03/20/41 | &nbsp;&nbsp;&nbsp; JPY446,300 | 2650457 |
| &nbsp;&nbsp;&nbsp; 2.20%, 06/20/54 | &nbsp;&nbsp;&nbsp; JPY585,350 | 2841073 |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/20/35 | &nbsp;&nbsp;&nbsp; JPY34,550 | 226086 |
| &nbsp;&nbsp;&nbsp; 2.30%, 06/20/35 | &nbsp;&nbsp;&nbsp; JPY53,250 | 347800 |
| &nbsp;&nbsp;&nbsp; 2.30%, 12/20/35 | &nbsp;&nbsp;&nbsp; JPY155,000 | 1007301 |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/20/39 | &nbsp;&nbsp;&nbsp; JPY1,492,450 | 9272544 |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/20/40 | &nbsp;&nbsp;&nbsp; JPY1,097,500 | 6707493 |
| &nbsp;&nbsp;&nbsp; 2.30%, 12/20/54 | &nbsp;&nbsp;&nbsp; JPY1,137,150 | 5641776 |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/20/34 | &nbsp;&nbsp;&nbsp; JPY31,250 | 207584 |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/20/37 | &nbsp;&nbsp;&nbsp; JPY168,400 | 1088370 |
| &nbsp;&nbsp;&nbsp; 2.40%, 09/20/38 | &nbsp;&nbsp;&nbsp; JPY332,450 | 2104626 |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/20/55 | &nbsp;&nbsp;&nbsp; JPY695,150 | 3529040 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/20/34 | &nbsp;&nbsp;&nbsp; JPY32,050 | 214149 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/20/34 | &nbsp;&nbsp;&nbsp; JPY450,150 | 3003670 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/20/36 | &nbsp;&nbsp;&nbsp; JPY798,600 | 5259060 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/20/37 | &nbsp;&nbsp;&nbsp; JPY49,000 | 317637 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/20/38 | &nbsp;&nbsp;&nbsp; JPY411,100 | 2650636 |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/20/55 | &nbsp;&nbsp;&nbsp; JPY858,800 | 4763360 |
| &nbsp;&nbsp;&nbsp; 3.20%, 09/20/55 | &nbsp;&nbsp;&nbsp; JPY624,700 | 3757240 |
| Japan Government Twenty Year Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 0.20%, 06/20/36 | &nbsp;&nbsp;&nbsp; JPY1,701,250 | 8871162 |
| &nbsp;&nbsp;&nbsp; 0.30%, 06/20/39 | &nbsp;&nbsp;&nbsp; JPY1,146,550 | 5438272 |
| &nbsp;&nbsp;&nbsp; 0.30%, 09/20/39 | &nbsp;&nbsp;&nbsp; JPY363,100 | 1706592 |
| &nbsp;&nbsp;&nbsp; 0.30%, 12/20/39 | &nbsp;&nbsp;&nbsp; JPY1,138,500 | 5300753 |
| &nbsp;&nbsp;&nbsp; 0.40%, 03/20/36 | &nbsp;&nbsp;&nbsp; JPY2,029,200 | 10917724 |
| &nbsp;&nbsp;&nbsp; 0.40%, 03/20/39 | &nbsp;&nbsp;&nbsp; JPY1,622,550 | 7883809 |
| &nbsp;&nbsp;&nbsp; 0.40%, 03/20/40 | &nbsp;&nbsp;&nbsp; JPY730,550 | 3423953 |
| &nbsp;&nbsp;&nbsp; 0.40%, 06/20/40 | &nbsp;&nbsp;&nbsp; JPY1,066,550 | 4953150 |
| &nbsp;&nbsp;&nbsp; 0.40%, 09/20/40 | &nbsp;&nbsp;&nbsp; JPY1,586,750 | 7301417 |
| &nbsp;&nbsp;&nbsp; 0.40%, 06/20/41 | &nbsp;&nbsp;&nbsp; JPY966,000 | 4324137 |
| &nbsp;&nbsp;&nbsp; 0.50%, 09/20/36 | &nbsp;&nbsp;&nbsp; JPY1,747,050 | 9354047 |
| &nbsp;&nbsp;&nbsp; 0.50%, 03/20/38 | &nbsp;&nbsp;&nbsp; JPY708,300 | 3614022 |
| &nbsp;&nbsp;&nbsp; 0.50%, 06/20/38 | &nbsp;&nbsp;&nbsp; JPY674,900 | 3415196 |
| &nbsp;&nbsp;&nbsp; 0.50%, 12/20/38 | &nbsp;&nbsp;&nbsp; JPY495,400 | 2463330 |
| &nbsp;&nbsp;&nbsp; 0.50%, 12/20/40 | &nbsp;&nbsp;&nbsp; JPY1,283,050 | 5951686 |
| &nbsp;&nbsp;&nbsp; 0.50%, 03/20/41 | &nbsp;&nbsp;&nbsp; JPY428,200 | 1969485 |
| &nbsp;&nbsp;&nbsp; 0.50%, 09/20/41 | &nbsp;&nbsp;&nbsp; JPY857,300 | 3872030 |
| &nbsp;&nbsp;&nbsp; 0.50%, 12/20/41 | &nbsp;&nbsp;&nbsp; JPY614,100 | 2749957 |
| &nbsp;&nbsp;&nbsp; 0.60%, 12/20/36 | &nbsp;&nbsp;&nbsp; JPY604,250 | 3248114 |
| &nbsp;&nbsp;&nbsp; 0.60%, 06/20/37 | &nbsp;&nbsp;&nbsp; JPY705,900 | 3739554 |
| &nbsp;&nbsp;&nbsp; 0.60%, 09/20/37 | &nbsp;&nbsp;&nbsp; JPY592,600 | 3112639 |
| &nbsp;&nbsp;&nbsp; 0.60%, 12/20/37 | &nbsp;&nbsp;&nbsp; JPY592,750 | 3087999 |
| &nbsp;&nbsp;&nbsp; 0.70%, 03/20/37 | &nbsp;&nbsp;&nbsp; JPY445,950 | 2406304 |
| &nbsp;&nbsp;&nbsp; 0.70%, 09/20/38 | &nbsp;&nbsp;&nbsp; JPY839,350 | 4328352 |
| &nbsp;&nbsp;&nbsp; 0.80%, 03/20/42 | &nbsp;&nbsp;&nbsp; JPY509,950 | 2391816 |
| &nbsp;&nbsp;&nbsp; 0.90%, 06/20/42 | &nbsp;&nbsp;&nbsp; JPY795,300 | 3769499 |
| &nbsp;&nbsp;&nbsp; 1.00%, 12/20/35 | &nbsp;&nbsp;&nbsp; JPY835,750 | 4815013 |
| &nbsp;&nbsp;&nbsp; 1.10%, 09/20/42 | &nbsp;&nbsp;&nbsp; JPY681,100 | 3320146 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Japan (continued)** | **Japan (continued)** | **Japan (continued)** |
| &nbsp;&nbsp;&nbsp; 1.10%, 03/20/43 | &nbsp;&nbsp;&nbsp; JPY435,000 | $2094999 |
| &nbsp;&nbsp;&nbsp; 1.10%, 06/20/43 | &nbsp;&nbsp;&nbsp; JPY639,950 | 3061511 |
| &nbsp;&nbsp;&nbsp; 1.20%, 12/20/34 | &nbsp;&nbsp;&nbsp; JPY838,550 | 5019331 |
| &nbsp;&nbsp;&nbsp; 1.20%, 03/20/35 | &nbsp;&nbsp;&nbsp; JPY858,100 | 5112445 |
| &nbsp;&nbsp;&nbsp; 1.20%, 09/20/35 | &nbsp;&nbsp;&nbsp; JPY567,500 | 3348606 |
| &nbsp;&nbsp;&nbsp; 1.30%, 06/20/35 | &nbsp;&nbsp;&nbsp; JPY1,172,800 | 7018017 |
| &nbsp;&nbsp;&nbsp; 1.30%, 12/20/43 | &nbsp;&nbsp;&nbsp; JPY654,350 | 3208662 |
| &nbsp;&nbsp;&nbsp; 1.40%, 09/20/34 | &nbsp;&nbsp;&nbsp; JPY741,200 | 4531569 |
| &nbsp;&nbsp;&nbsp; 1.40%, 12/20/42 | &nbsp;&nbsp;&nbsp; JPY664,050 | 3386954 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/20/33 | &nbsp;&nbsp;&nbsp; JPY460,600 | 2897944 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/20/34 | &nbsp;&nbsp;&nbsp; JPY738,950 | 4588009 |
| &nbsp;&nbsp;&nbsp; 1.50%, 06/20/34 | &nbsp;&nbsp;&nbsp; JPY779,100 | 4820754 |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/20/43 | &nbsp;&nbsp;&nbsp; JPY351,000 | 1790950 |
| &nbsp;&nbsp;&nbsp; 1.60%, 06/20/30 | &nbsp;&nbsp;&nbsp; JPY896,950 | 5796303 |
| &nbsp;&nbsp;&nbsp; 1.60%, 03/20/32 | &nbsp;&nbsp;&nbsp; JPY23,850 | 152432 |
| &nbsp;&nbsp;&nbsp; 1.60%, 03/20/33 | &nbsp;&nbsp;&nbsp; JPY770,950 | 4882651 |
| &nbsp;&nbsp;&nbsp; 1.60%, 12/20/33 | &nbsp;&nbsp;&nbsp; JPY762,650 | 4787080 |
| &nbsp;&nbsp;&nbsp; 1.60%, 03/20/44 | &nbsp;&nbsp;&nbsp; JPY323,800 | 1662921 |
| &nbsp;&nbsp;&nbsp; 1.70%, 12/20/31 | &nbsp;&nbsp;&nbsp; JPY121,950 | 785445 |
| &nbsp;&nbsp;&nbsp; 1.70%, 03/20/32 | &nbsp;&nbsp;&nbsp; JPY402,100 | 2584978 |
| &nbsp;&nbsp;&nbsp; 1.70%, 06/20/32 | &nbsp;&nbsp;&nbsp; JPY118,500 | 760101 |
| &nbsp;&nbsp;&nbsp; 1.70%, 09/20/32 | &nbsp;&nbsp;&nbsp; JPY1,069,550 | 6848701 |
| &nbsp;&nbsp;&nbsp; 1.70%, 12/20/32 | &nbsp;&nbsp;&nbsp; JPY1,704,100 | 10885618 |
| &nbsp;&nbsp;&nbsp; 1.70%, 06/20/33 | &nbsp;&nbsp;&nbsp; JPY942,950 | 5996940 |
| &nbsp;&nbsp;&nbsp; 1.70%, 09/20/33 | &nbsp;&nbsp;&nbsp; JPY1,262,050 | 8005993 |
| &nbsp;&nbsp;&nbsp; 1.80%, 09/20/31 | &nbsp;&nbsp;&nbsp; JPY535,100 | 3469125 |
| &nbsp;&nbsp;&nbsp; 1.80%, 12/20/31 | &nbsp;&nbsp;&nbsp; JPY1,297,950 | 8406058 |
| &nbsp;&nbsp;&nbsp; 1.80%, 03/20/32 | &nbsp;&nbsp;&nbsp; JPY600,000 | 3879858 |
| &nbsp;&nbsp;&nbsp; 1.80%, 12/20/32 | &nbsp;&nbsp;&nbsp; JPY490,100 | 3151109 |
| &nbsp;&nbsp;&nbsp; 1.80%, 09/20/44 | &nbsp;&nbsp;&nbsp; JPY494,300 | 2602023 |
| &nbsp;&nbsp;&nbsp; 1.90%, 03/20/29 | &nbsp;&nbsp;&nbsp; JPY430,900 | 2825805 |
| &nbsp;&nbsp;&nbsp; 1.90%, 09/20/30 | &nbsp;&nbsp;&nbsp; JPY183,850 | 1202332 |
| &nbsp;&nbsp;&nbsp; 1.90%, 06/20/31 | &nbsp;&nbsp;&nbsp; JPY330,000 | 2153637 |
| &nbsp;&nbsp;&nbsp; 1.90%, 06/20/44 | &nbsp;&nbsp;&nbsp; JPY328,700 | 1769284 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/20/27 | &nbsp;&nbsp;&nbsp; JPY203,900 | 1331768 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/20/30 | &nbsp;&nbsp;&nbsp; JPY60,800 | 399514 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/20/44 | &nbsp;&nbsp;&nbsp; JPY2,061,050 | 11194407 |
| &nbsp;&nbsp;&nbsp; 2.10%, 12/20/27 | &nbsp;&nbsp;&nbsp; JPY702,300 | 4613132 |
| &nbsp;&nbsp;&nbsp; 2.10%, 03/20/29 | &nbsp;&nbsp;&nbsp; JPY517,700 | 3414755 |
| &nbsp;&nbsp;&nbsp; 2.10%, 06/20/29 | &nbsp;&nbsp;&nbsp; JPY161,850 | 1068175 |
| &nbsp;&nbsp;&nbsp; 2.10%, 09/20/29 | &nbsp;&nbsp;&nbsp; JPY460,300 | 3038545 |
| &nbsp;&nbsp;&nbsp; 2.10%, 12/20/29 | &nbsp;&nbsp;&nbsp; JPY1,929,500 | 12734978 |
| &nbsp;&nbsp;&nbsp; 2.10%, 03/20/30 | &nbsp;&nbsp;&nbsp; JPY853,400 | 5634495 |
| &nbsp;&nbsp;&nbsp; 2.10%, 12/20/30 | &nbsp;&nbsp;&nbsp; JPY205,000 | 1352569 |
| &nbsp;&nbsp;&nbsp; 2.20%, 03/20/28 | &nbsp;&nbsp;&nbsp; JPY180,150 | 1187373 |
| &nbsp;&nbsp;&nbsp; 2.20%, 03/20/30 | &nbsp;&nbsp;&nbsp; JPY355,000 | 2352597 |
| &nbsp;&nbsp;&nbsp; 2.30%, 06/20/27 | &nbsp;&nbsp;&nbsp; JPY1,199,500 | 7878038 |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/20/45 | &nbsp;&nbsp;&nbsp; JPY1,475,300 | 8516308 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/20/45 | &nbsp;&nbsp;&nbsp; JPY420,650 | 2464044 |
| Japan Government Two Year Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 0.70%, 02/01/27 | &nbsp;&nbsp;&nbsp; JPY494,750 | 3187020 |
| &nbsp;&nbsp;&nbsp; 0.70%, 05/01/27 | &nbsp;&nbsp;&nbsp; JPY1,242,050 | 7990001 |
| &nbsp;&nbsp;&nbsp; 0.80%, 03/01/27 | &nbsp;&nbsp;&nbsp; JPY415,700 | 2679422 |
| &nbsp;&nbsp;&nbsp; 0.90%, 04/01/27 | &nbsp;&nbsp;&nbsp; JPY1,883,550 | 12150243 |
| &nbsp;&nbsp;&nbsp; 0.90%, 08/01/27 | &nbsp;&nbsp;&nbsp; JPY467,600 | 3011106 |
| &nbsp;&nbsp;&nbsp; 1.00%, 11/01/27 | &nbsp;&nbsp;&nbsp; JPY1,171,250 | 7543078 |
| &nbsp;&nbsp;&nbsp; 1.00%, 12/01/27 | &nbsp;&nbsp;&nbsp; JPY355,050 | 2285802 |
| &nbsp;&nbsp;&nbsp; 1.10%, 01/01/28 | &nbsp;&nbsp;&nbsp; JPY2,000,000 | 12891837 |
| &nbsp;&nbsp;&nbsp; Tokyo Metropolitan Government, 2.63%, <br> 10/28/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR700 | 822158 |
|  |  | 1234810211 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Jersey — 0.0%** | **Jersey — 0.0%** | **Jersey — 0.0%** |
| &nbsp;&nbsp;&nbsp; Jersey International Bonds, 3.75%, <br> 06/09/54<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | $99213 |
| **Kazakhstan — 0.0%** | **Kazakhstan — 0.0%** | **Kazakhstan — 0.0%** |
| Kazakhstan Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 0.60%, 09/30/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 350353 |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/30/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 98924 |
| &nbsp;&nbsp;&nbsp; 2.38%, 11/09/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 117383 |
|  |  | 566660 |
| **Latvia — 0.0%** | **Latvia — 0.0%** | **Latvia — 0.0%** |
| &nbsp;&nbsp;&nbsp; Latvia Government International Bond, 3.50%, <br> 10/02/35<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,183 | 1384305 |
| Latvia Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/24/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,500 | 1642979 |
| &nbsp;&nbsp;&nbsp; 1.88%, 02/19/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR340 | 266423 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/21/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR675 | 799565 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/24/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR575 | 677454 |
|  |  | 4770726 |
| **Lithuania — 0.1%** | **Lithuania — 0.1%** | **Lithuania — 0.1%** |
| Lithuania Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 05/06/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR730 | 794181 |
| &nbsp;&nbsp;&nbsp; 0.95%, 05/26/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR418 | 487285 |
| &nbsp;&nbsp;&nbsp; 1.63%, 06/19/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR370 | 264864 |
| &nbsp;&nbsp;&nbsp; 2.13%, 10/22/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR428 | 446464 |
| &nbsp;&nbsp;&nbsp; 2.88%, 01/28/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 714674 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/13/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,580 | 1887791 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/10/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1061407 |
| &nbsp;&nbsp;&nbsp; 3.63%, 01/28/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | 393453 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/10/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR825 | 962917 |
|  |  | 7013036 |
| **Luxembourg — 0.1%** | **Luxembourg — 0.1%** | **Luxembourg — 0.1%** |
| Banque et Caisse d'Epargne de l'Etat |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 03/19/31, (3-mo. EURIBOR + <br> 0.80%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 239391 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/20/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 356841 |
| &nbsp;&nbsp;&nbsp; European Financial Stability Facility, 3.13%, <br> 02/01/36<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,782 | 2109256 |
| State of the Grand-Duchy of Luxembourg |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 03/24/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,305 | 1356356 |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/14/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR765 | 761176 |
| &nbsp;&nbsp;&nbsp; 0.63%, 02/01/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR853 | 997128 |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/19/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR190 | 226239 |
| &nbsp;&nbsp;&nbsp; 2.90%, 09/17/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,490 | 2928436 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/02/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR533 | 642376 |
|  |  | 9617199 |
| **Malaysia — 0.8%** | **Malaysia — 0.8%** | **Malaysia — 0.8%** |
| Malaysia Government Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 04/15/31 | &nbsp;&nbsp;&nbsp; MYR37,430 | 9172251 |
| &nbsp;&nbsp;&nbsp; 3.52%, 04/20/28 | &nbsp;&nbsp;&nbsp; MYR7,720 | 1979294 |
| &nbsp;&nbsp;&nbsp; 3.76%, 05/22/40 | &nbsp;&nbsp;&nbsp; MYR11,200 | 2825956 |
| &nbsp;&nbsp;&nbsp; 3.83%, 07/05/34 | &nbsp;&nbsp;&nbsp; MYR9,380 | 2430582 |
| &nbsp;&nbsp;&nbsp; 3.84%, 04/15/33 | &nbsp;&nbsp;&nbsp; MYR3,000 | 778036 |
| &nbsp;&nbsp;&nbsp; 3.89%, 08/15/29 | &nbsp;&nbsp;&nbsp; MYR13,000 | 3374925 |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/30/26 | &nbsp;&nbsp;&nbsp; MYR1,900 | 486095 |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/16/27 | &nbsp;&nbsp;&nbsp; MYR7,400 | 1909528 |
| &nbsp;&nbsp;&nbsp; 3.91%, 07/15/26 | &nbsp;&nbsp;&nbsp; MYR3,700 | 943546 |
| &nbsp;&nbsp;&nbsp; 3.92%, 07/15/55 | &nbsp;&nbsp;&nbsp; MYR3,220 | 801331 |
| &nbsp;&nbsp;&nbsp; 4.05%, 04/18/39 | &nbsp;&nbsp;&nbsp; MYR17,910 | 4670908 |
| &nbsp;&nbsp;&nbsp; 4.07%, 06/15/50 | &nbsp;&nbsp;&nbsp; MYR9,570 | 2452489 |
| &nbsp;&nbsp;&nbsp; 4.18%, 05/16/44 | &nbsp;&nbsp;&nbsp; MYR14,840 | 3892380 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Malaysia (continued)** | **Malaysia (continued)** | **Malaysia (continued)** |
| &nbsp;&nbsp;&nbsp; 4.23%, 06/30/31 | &nbsp;&nbsp;&nbsp; MYR6,710 | $1777533 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/31/35 | &nbsp;&nbsp;&nbsp; MYR800 | 214286 |
| &nbsp;&nbsp;&nbsp; 4.46%, 03/31/53 | &nbsp;&nbsp;&nbsp; MYR14,050 | 3821470 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/30 | &nbsp;&nbsp;&nbsp; MYR850 | 225768 |
| &nbsp;&nbsp;&nbsp; 4.64%, 11/07/33 | &nbsp;&nbsp;&nbsp; MYR17,660 | 4820366 |
| &nbsp;&nbsp;&nbsp; 4.70%, 10/15/42 | &nbsp;&nbsp;&nbsp; MYR6,840 | 1911439 |
| &nbsp;&nbsp;&nbsp; 4.74%, 03/15/46 | &nbsp;&nbsp;&nbsp; MYR2,170 | 610062 |
| &nbsp;&nbsp;&nbsp; 4.76%, 04/07/37 | &nbsp;&nbsp;&nbsp; MYR8,495 | 2369465 |
| &nbsp;&nbsp;&nbsp; 4.89%, 06/08/38 | &nbsp;&nbsp;&nbsp; MYR4,240 | 1197572 |
| &nbsp;&nbsp;&nbsp; 4.92%, 07/06/48 | &nbsp;&nbsp;&nbsp; MYR8,440 | 2439721 |
| &nbsp;&nbsp;&nbsp; 4.94%, 09/30/43 | &nbsp;&nbsp;&nbsp; MYR450 | 129167 |
| Malaysia Government Investment Issue |  |  |
| &nbsp;&nbsp;&nbsp; 3.42%, 09/30/27 | &nbsp;&nbsp;&nbsp; MYR21,330 | 5448396 |
| &nbsp;&nbsp;&nbsp; 3.45%, 07/15/36 | &nbsp;&nbsp;&nbsp; MYR7,770 | 1949033 |
| &nbsp;&nbsp;&nbsp; 3.47%, 10/15/30 | &nbsp;&nbsp;&nbsp; MYR4,000 | 1022060 |
| &nbsp;&nbsp;&nbsp; 3.60%, 07/31/28 | &nbsp;&nbsp;&nbsp; MYR11,000 | 2823114 |
| &nbsp;&nbsp;&nbsp; 3.61%, 04/30/35 | &nbsp;&nbsp;&nbsp; MYR12,070 | 3082063 |
| &nbsp;&nbsp;&nbsp; 3.80%, 10/08/31 | &nbsp;&nbsp;&nbsp; MYR9,750 | 2530610 |
| &nbsp;&nbsp;&nbsp; 3.97%, 07/16/40 | &nbsp;&nbsp;&nbsp; MYR6,840 | 1767729 |
| &nbsp;&nbsp;&nbsp; 4.07%, 09/30/26 | &nbsp;&nbsp;&nbsp; MYR5,000 | 1278373 |
| &nbsp;&nbsp;&nbsp; 4.12%, 11/30/34 | &nbsp;&nbsp;&nbsp; MYR8,300 | 2200311 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/09/29 | &nbsp;&nbsp;&nbsp; MYR11,091 | 2900874 |
| &nbsp;&nbsp;&nbsp; 4.19%, 10/07/32 | &nbsp;&nbsp;&nbsp; MYR15,740 | 4171881 |
| &nbsp;&nbsp;&nbsp; 4.28%, 03/23/54 | &nbsp;&nbsp;&nbsp; MYR2,610 | 688064 |
| &nbsp;&nbsp;&nbsp; 4.29%, 08/14/43 | &nbsp;&nbsp;&nbsp; MYR6,400 | 1704097 |
| &nbsp;&nbsp;&nbsp; 4.37%, 10/31/28 | &nbsp;&nbsp;&nbsp; MYR7,080 | 1853972 |
| &nbsp;&nbsp;&nbsp; 4.42%, 09/30/41 | &nbsp;&nbsp;&nbsp; MYR4,380 | 1188024 |
| &nbsp;&nbsp;&nbsp; 4.47%, 09/15/39 | &nbsp;&nbsp;&nbsp; MYR2,930 | 796202 |
| &nbsp;&nbsp;&nbsp; 4.58%, 08/30/33 | &nbsp;&nbsp;&nbsp; MYR1,600 | 434390 |
| &nbsp;&nbsp;&nbsp; 4.64%, 11/15/49 | &nbsp;&nbsp;&nbsp; MYR3,300 | 920220 |
| &nbsp;&nbsp;&nbsp; 5.36%, 05/15/52 | &nbsp;&nbsp;&nbsp; MYR6,990 | 2151130 |
|  |  | 94144713 |
| **Mexico — 0.8%** | **Mexico — 0.8%** | **Mexico — 0.8%** |
| Mexican Bonos |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 09/03/26 | &nbsp;&nbsp;&nbsp; MXN14,000 | 801004 |
| &nbsp;&nbsp;&nbsp; 7.50%, 05/26/33 | &nbsp;&nbsp;&nbsp; MXN105,000 | 5665085 |
| &nbsp;&nbsp;&nbsp; 8.00%, 04/15/32 | &nbsp;&nbsp;&nbsp; MXN16,000 | 891836 |
| &nbsp;&nbsp;&nbsp; 8.00%, 05/24/35 | &nbsp;&nbsp;&nbsp; MXN31,000 | 1666501 |
| &nbsp;&nbsp;&nbsp; 8.00%, 02/21/36 | &nbsp;&nbsp;&nbsp; MXN72,000 | 3883784 |
| &nbsp;&nbsp;&nbsp; 8.00%, 07/31/53 | &nbsp;&nbsp;&nbsp; MXN114,530 | 6298962 |
| &nbsp;&nbsp;&nbsp; 8.00%, 04/29/55 | &nbsp;&nbsp;&nbsp; MXN15,000 | 744175 |
| &nbsp;&nbsp;&nbsp; 8.50%, 03/02/28 | &nbsp;&nbsp;&nbsp; MXN87,000 | 5068413 |
| &nbsp;&nbsp;&nbsp; 8.50%, 03/01/29 | &nbsp;&nbsp;&nbsp; MXN281,000 | 16345948 |
| &nbsp;&nbsp;&nbsp; 8.50%, 02/28/30 | &nbsp;&nbsp;&nbsp; MXN129,600 | 7501122 |
| &nbsp;&nbsp;&nbsp; Series M, 7.75%, 05/29/31 | &nbsp;&nbsp;&nbsp; MXN137,006 | 7644139 |
| &nbsp;&nbsp;&nbsp; Series M, 7.75%, 11/23/34 | &nbsp;&nbsp;&nbsp; MXN106,000 | 5714543 |
| &nbsp;&nbsp;&nbsp; Series M, 7.75%, 11/13/42 | &nbsp;&nbsp;&nbsp; MXN129,574 | 6454199 |
| &nbsp;&nbsp;&nbsp; Series M, 8.00%, 11/07/47 | &nbsp;&nbsp;&nbsp; MXN90,662 | 4567157 |
| &nbsp;&nbsp;&nbsp; Series M 20, 7.50%, 06/03/27 | &nbsp;&nbsp;&nbsp; MXN74,228 | 4263406 |
| &nbsp;&nbsp;&nbsp; Series M 20, 8.50%, 05/31/29 | &nbsp;&nbsp;&nbsp; MXN64,108 | 3726078 |
| &nbsp;&nbsp;&nbsp; Series M 30, 8.50%, 11/18/38 | &nbsp;&nbsp;&nbsp; MXN53,797 | 2945001 |
| &nbsp;&nbsp;&nbsp; Series M 30, 10.00%, 11/20/36 | &nbsp;&nbsp;&nbsp; MXN22,000 | 1361097 |
| Mexico Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 01/17/30 | &nbsp;&nbsp;&nbsp; EUR500 | 541660 |
| &nbsp;&nbsp;&nbsp; 1.35%, 09/18/27 | &nbsp;&nbsp;&nbsp; EUR400 | 464162 |
| &nbsp;&nbsp;&nbsp; 1.45%, 10/25/33 | &nbsp;&nbsp;&nbsp; EUR900 | 865679 |
| &nbsp;&nbsp;&nbsp; 1.75%, 04/17/28 | &nbsp;&nbsp;&nbsp; EUR350 | 403586 |
| &nbsp;&nbsp;&nbsp; 2.13%, 10/25/51 | &nbsp;&nbsp;&nbsp; EUR600 | 384396 |
| &nbsp;&nbsp;&nbsp; 2.25%, 08/12/36 | &nbsp;&nbsp;&nbsp; EUR200 | 189900 |
| &nbsp;&nbsp;&nbsp; 2.38%, 02/11/30 | &nbsp;&nbsp;&nbsp; EUR200 | 227284 |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/08/39 | &nbsp;&nbsp;&nbsp; EUR800 | 754441 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mexico (continued)** | **Mexico (continued)** | **Mexico (continued)** |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/06/45 | &nbsp;&nbsp;&nbsp; EUR200 | $175412 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/19/29 | &nbsp;&nbsp;&nbsp; EUR500 | 592724 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/2115 | &nbsp;&nbsp;&nbsp; EUR300 | 249034 |
| &nbsp;&nbsp;&nbsp; 4.49%, 05/25/32 | &nbsp;&nbsp;&nbsp; EUR843 | 1022792 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/19/34 | &nbsp;&nbsp;&nbsp; EUR500 | 591847 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/04/33 | &nbsp;&nbsp;&nbsp; EUR500 | 604263 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/04/37 | &nbsp;&nbsp;&nbsp; EUR300 | 359257 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/19/38 | &nbsp;&nbsp;&nbsp; EUR500 | 592683 |
| &nbsp;&nbsp;&nbsp; 5.38%, 05/16/40 | &nbsp;&nbsp;&nbsp; EUR1,225 | 1444770 |
| &nbsp;&nbsp;&nbsp; 5.63%, 03/19/2114 | &nbsp;&nbsp;&nbsp; GBP100 | 107447 |
|  |  | 95113787 |
| **Namibia — 0.0%** | **Namibia — 0.0%** | **Namibia — 0.0%** |
| &nbsp;&nbsp;&nbsp; European Investment Bank, 2.50%, <br> 02/17/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR2,279 | 2694301 |
| **Netherlands — 1.0%** | **Netherlands — 1.0%** | **Netherlands — 1.0%** |
| BNG Bank NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.10%, 01/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 971588 |
| &nbsp;&nbsp;&nbsp; 1.25%, 03/30/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,550 | 1494472 |
| &nbsp;&nbsp;&nbsp; 1.88%, 07/13/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | 1344067 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/21/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 828374 |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/04/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1196525 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/05/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 599069 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/11/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR590 | 690143 |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/11/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 359086 |
| &nbsp;&nbsp;&nbsp; 2.88%, 02/26/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 698980 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/29/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,200 | 1454981 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/02/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 696421 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | 551342 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/31/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP1,000 | 1386244 |
| &nbsp;&nbsp;&nbsp; Nederlandse Financierings-Maatschappij voor <br> Ontwikkelingslanden NV, 3.00%, <br> 10/25/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR200 | 240243 |
| Nederlandse Waterschapsbank NV |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/16/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 233260 |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/08/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 714150 |
| &nbsp;&nbsp;&nbsp; 0.00%, 02/16/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 497192 |
| &nbsp;&nbsp;&nbsp; 0.13%, 09/03/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 268175 |
| &nbsp;&nbsp;&nbsp; 0.38%, 09/28/46<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 243467 |
| &nbsp;&nbsp;&nbsp; 0.75%, 10/04/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 310860 |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/27/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR280 | 270309 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/22/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,000 | 2364807 |
| &nbsp;&nbsp;&nbsp; 2.63%, 01/10/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1156533 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/05/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 721629 |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP1,000 | 1374419 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/31/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 139263 |
| Netherlands Government Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/15/29<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,215 | 3571554 |
| &nbsp;&nbsp;&nbsp; 0.00%, 07/15/30<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,737 | 3984462 |
| &nbsp;&nbsp;&nbsp; 0.00%, 07/15/31<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,084 | 4224267 |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/15/38<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,356 | 4371526 |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/15/52<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,780 | 2778299 |
| &nbsp;&nbsp;&nbsp; 0.25%, 07/15/29<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,620 | 2898228 |
| &nbsp;&nbsp;&nbsp; 0.50%, 07/15/26<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,479 | 2919578 |
| &nbsp;&nbsp;&nbsp; 0.50%, 07/15/32<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,690 | 2788825 |
| &nbsp;&nbsp;&nbsp; 0.50%, 01/15/40<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,780 | 3109707 |
| &nbsp;&nbsp;&nbsp; 0.75%, 07/15/27<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,956 | 6933271 |
| &nbsp;&nbsp;&nbsp; 0.75%, 07/15/28<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR9,093 | 10426613 |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/15/54<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,530 | 4770063 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/15/30<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,770 | 3301241 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/15/33<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,455 | 5224725 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Netherlands (continued)** | **Netherlands (continued)** | **Netherlands (continued)** |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/15/33<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,999 | $3499592 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/15/34<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,090 | 3574417 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/15/35<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,590 | 4112211 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/15/47<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR6,120 | 6504573 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/44<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,980 | 3473248 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/15/56<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,498 | 1754597 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/15/42<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR6,564 | 8190645 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/37<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR6,103 | 7879406 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/28<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,170 | 1476691 |
|  |  | 122573338 |
| **New Zealand — 0.4%** | **New Zealand — 0.4%** | **New Zealand — 0.4%** |
| Auckland Council |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 09/26/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 324230 |
| &nbsp;&nbsp;&nbsp; 0.25%, 11/17/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 409231 |
| &nbsp;&nbsp;&nbsp; Housing New Zealand Ltd., 3.42%, <br> 10/18/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; NZD500 | 299351 |
| New Zealand Government Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 05/15/28 | &nbsp;&nbsp;&nbsp; NZD6,185 | 3472452 |
| &nbsp;&nbsp;&nbsp; 0.50%, 05/15/26 | &nbsp;&nbsp;&nbsp; NZD2,705 | 1620056 |
| &nbsp;&nbsp;&nbsp; 1.50%, 05/15/31 | &nbsp;&nbsp;&nbsp; NZD1,862 | 985383 |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/15/41 | &nbsp;&nbsp;&nbsp; NZD3,420 | 1354532 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/15/32 | &nbsp;&nbsp;&nbsp; NZD7,269 | 3844847 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/15/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; NZD2,530 | 1264881 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/15/51 | &nbsp;&nbsp;&nbsp; NZD3,080 | 1217687 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/20/29 | &nbsp;&nbsp;&nbsp; NZD11,582 | 6845404 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/14/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; NZD1,699 | 971052 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/34 | &nbsp;&nbsp;&nbsp; NZD2,910 | 1729375 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/36 | &nbsp;&nbsp;&nbsp; NZD4,200 | 2453496 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; NZD7,787 | 4781086 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/30 | &nbsp;&nbsp;&nbsp; NZD4,710 | 2906970 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/35 | &nbsp;&nbsp;&nbsp; NZD4,400 | 2641499 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/54 | &nbsp;&nbsp;&nbsp; NZD2,400 | 1399944 |
| &nbsp;&nbsp;&nbsp; New Zealand Local Government Funding <br> Agency Bond<br>|  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/15/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; NZD200 | 120161 |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/20/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; NZD2,345 | 1317444 |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; NZD1,000 | 546343 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/14/33 | &nbsp;&nbsp;&nbsp; NZD200 | 112537 |
| &nbsp;&nbsp;&nbsp; 4.40%, 09/08/27 | &nbsp;&nbsp;&nbsp; AUD1,200 | 835469 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; NZD600 | 368472 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/08/34 | &nbsp;&nbsp;&nbsp; AUD650 | 445286 |
|  |  | 42267188 |
| **Niger — 0.0%** | **Niger — 0.0%** | **Niger — 0.0%** |
| Nederlandse Waterschapsbank NV |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 10/30/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 707634 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/13/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | 1310692 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/24/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 707605 |
|  |  | 2725931 |
| **Norway — 0.2%** | **Norway — 0.2%** | **Norway — 0.2%** |
| City of Oslo Norway, 4.37%, 10/23/35 | &nbsp;&nbsp;&nbsp; NOK25,000 | 2585541 |
| Kommunalbanken AS |  |  |
| &nbsp;&nbsp;&nbsp; 0.05%, 10/24/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 324283 |
| &nbsp;&nbsp;&nbsp; 0.60%, 06/01/26 | &nbsp;&nbsp;&nbsp; AUD286 | 196927 |
| &nbsp;&nbsp;&nbsp; 2.63%, 11/05/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 587298 |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/12/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 699278 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/29/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 718178 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/24/30 | &nbsp;&nbsp;&nbsp; AUD2,058 | 1383589 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/23/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | 414663 |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/17/26 | &nbsp;&nbsp;&nbsp; AUD200 | 139286 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/18/34 | &nbsp;&nbsp;&nbsp; AUD200 | 138750 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Norway (continued)** | **Norway (continued)** | **Norway (continued)** |
| Norway Government Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 09/17/31<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; NOK14,929 | $1338061 |
| &nbsp;&nbsp;&nbsp; 1.38%, 08/19/30<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; NOK19,038 | 1766831 |
| &nbsp;&nbsp;&nbsp; 1.50%, 02/19/26<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; NOK9,892 | 1026027 |
| &nbsp;&nbsp;&nbsp; 1.75%, 02/17/27<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; NOK14,007 | 1422354 |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/06/29<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; NOK7,378 | 711162 |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/26/28<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; NOK8,820 | 879526 |
| &nbsp;&nbsp;&nbsp; 2.13%, 05/18/32<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; NOK14,621 | 1359337 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/15/33<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; NOK11,500 | 1110790 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/06/42<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; NOK8,450 | 802516 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/13/34<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; NOK18,770 | 1881625 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/31/39<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; NOK5,700 | 554538 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/12/35<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; NOK30,830 | 3094473 |
|  |  | 23135033 |
| **Peru — 0.1%** | **Peru — 0.1%** | **Peru — 0.1%** |
| Peru Government Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 08/12/40 | &nbsp;&nbsp;&nbsp; PEN6,760 | 1796777 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/12/34<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; PEN10,540 | 3130912 |
| &nbsp;&nbsp;&nbsp; 5.94%, 02/12/29<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; PEN6,610 | 2064973 |
| &nbsp;&nbsp;&nbsp; 6.15%, 08/12/32<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; PEN4,289 | 1385989 |
| &nbsp;&nbsp;&nbsp; 6.35%, 08/12/28 | &nbsp;&nbsp;&nbsp; PEN2,865 | 898088 |
| &nbsp;&nbsp;&nbsp; 6.85%, 08/12/35<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; PEN11,180 | 3574083 |
| &nbsp;&nbsp;&nbsp; 7.30%, 08/12/33<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; PEN5,430 | 1848331 |
| &nbsp;&nbsp;&nbsp; 7.60%, 08/12/39<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; PEN7,380 | 2411455 |
| &nbsp;&nbsp;&nbsp; Peru Government International Bonds, 1.95%, <br> 11/17/36<br>| &nbsp;&nbsp;&nbsp; EUR600 | 582287 |
|  |  | 17692895 |
| **Philippines — 0.0%** | **Philippines — 0.0%** | **Philippines — 0.0%** |
| Philippines Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 0.70%, 02/03/29 | &nbsp;&nbsp;&nbsp; EUR100 | 110774 |
| &nbsp;&nbsp;&nbsp; 0.88%, 05/17/27 | &nbsp;&nbsp;&nbsp; EUR200 | 231781 |
| &nbsp;&nbsp;&nbsp; 1.20%, 04/28/33 | &nbsp;&nbsp;&nbsp; EUR100 | 100458 |
| &nbsp;&nbsp;&nbsp; 1.75%, 04/28/41 | &nbsp;&nbsp;&nbsp; EUR200 | 170444 |
| &nbsp;&nbsp;&nbsp; 3.63%, 02/04/32 | &nbsp;&nbsp;&nbsp; EUR600 | 716788 |
|  |  | 1330245 |
| **Poland — 0.7%** | **Poland — 0.7%** | **Poland — 0.7%** |
| Bank Gospodarstwa Krajowego |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 07/08/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 515344 |
| &nbsp;&nbsp;&nbsp; 1.63%, 04/30/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 116264 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/13/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | 782281 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/08/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 243051 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/13/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 247043 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/18/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 728089 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/13/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | 780021 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/22/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 131255 |
| Republic of Poland Government Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/25/27<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; PLN16,490 | 4505392 |
| &nbsp;&nbsp;&nbsp; 0.25%, 10/25/26 | &nbsp;&nbsp;&nbsp; PLN20,597 | 5680423 |
| &nbsp;&nbsp;&nbsp; 1.25%, 10/25/30 | &nbsp;&nbsp;&nbsp; PLN87,521 | 21500757 |
| &nbsp;&nbsp;&nbsp; 1.75%, 04/25/32 | &nbsp;&nbsp;&nbsp; PLN19,598 | 4679594 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/25/26 | &nbsp;&nbsp;&nbsp; PLN10,390 | 2915144 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/25/27 | &nbsp;&nbsp;&nbsp; PLN5,088 | 1415358 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/25/28 | &nbsp;&nbsp;&nbsp; PLN14,100 | 3903110 |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/25/29 | &nbsp;&nbsp;&nbsp; PLN8,780 | 2366191 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/25/27 | &nbsp;&nbsp;&nbsp; PLN2,131 | 603709 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/25/47 | &nbsp;&nbsp;&nbsp; PLN2,250 | 537744 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/25/30 | &nbsp;&nbsp;&nbsp; PLN1,500 | 426447 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/25/29 | &nbsp;&nbsp;&nbsp; PLN5,690 | 1641232 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/25/34 | &nbsp;&nbsp;&nbsp; PLN19,820 | 5591150 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/25/35 | &nbsp;&nbsp;&nbsp; PLN21,460 | 6000853 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Poland (continued)** | **Poland (continued)** | **Poland (continued)** |
| &nbsp;&nbsp;&nbsp; 6.00%, 10/25/33 | &nbsp;&nbsp;&nbsp; PLN10,600 | $3207485 |
| &nbsp;&nbsp;&nbsp; 7.50%, 07/25/28 | &nbsp;&nbsp;&nbsp; PLN17,960 | 5508321 |
| &nbsp;&nbsp;&nbsp; Republic of Poland Government <br> International Bonds<br>|  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 05/10/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | 407884 |
| &nbsp;&nbsp;&nbsp; 1.00%, 10/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | 628917 |
| &nbsp;&nbsp;&nbsp; 1.00%, 03/07/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 453617 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/08/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | 198137 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/25/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | 289452 |
| &nbsp;&nbsp;&nbsp; 2.88%, 01/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,000 | 2361843 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/16/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 120101 |
| &nbsp;&nbsp;&nbsp; 3.13%, 10/22/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,050 | 1248304 |
| &nbsp;&nbsp;&nbsp; 3.13%, 07/07/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,500 | 1777397 |
| &nbsp;&nbsp;&nbsp; 3.63%, 11/29/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 980884 |
| &nbsp;&nbsp;&nbsp; 3.63%, 01/16/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 599839 |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/07/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 476278 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/22/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 1053478 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/11/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR380 | 441435 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/14/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | 533179 |
|  |  | 85597003 |
| **Portugal — 0.5%** | **Portugal — 0.5%** | **Portugal — 0.5%** |
| Portugal Obrigacoes do Tesouro OT |  |  |
| &nbsp;&nbsp;&nbsp; 0.30%, 10/17/31<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,229 | 2325150 |
| &nbsp;&nbsp;&nbsp; 0.48%, 10/18/30<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,949 | 2111677 |
| &nbsp;&nbsp;&nbsp; 0.70%, 10/15/27<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,307 | 2675459 |
| &nbsp;&nbsp;&nbsp; 0.90%, 10/12/35<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,981 | 1920273 |
| &nbsp;&nbsp;&nbsp; 1.00%, 04/12/52<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,403 | 1519702 |
| &nbsp;&nbsp;&nbsp; 1.15%, 04/11/42<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,004 | 1658803 |
| &nbsp;&nbsp;&nbsp; 1.65%, 07/16/32<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,075 | 1195505 |
| &nbsp;&nbsp;&nbsp; 1.95%, 06/15/29<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,417 | 2840354 |
| &nbsp;&nbsp;&nbsp; 2.13%, 10/17/28<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,071 | 2456434 |
| &nbsp;&nbsp;&nbsp; 2.25%, 04/18/34<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,650 | 2986188 |
| &nbsp;&nbsp;&nbsp; 2.88%, 07/21/26<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR529 | 629662 |
| &nbsp;&nbsp;&nbsp; 2.88%, 10/14/33<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,590 | 1883015 |
| &nbsp;&nbsp;&nbsp; 2.88%, 10/20/34<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,370 | 2784178 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/15/35<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,436 | 2869994 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/13/36<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,290 | 2726940 |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/15/40<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,450 | 1687382 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/18/38<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR941 | 1128386 |
| &nbsp;&nbsp;&nbsp; 3.63%, 06/12/54<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,459 | 1634766 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/15/30<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR7,559 | 9486995 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/15/37<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,854 | 4924454 |
| &nbsp;&nbsp;&nbsp; 4.10%, 02/15/45<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR1,606 | 2001900 |
|  |  | 53447217 |
| **Romania — 0.4%** | **Romania — 0.4%** | **Romania — 0.4%** |
| Romania Government Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/24/31 | &nbsp;&nbsp;&nbsp; RON3,500 | 713728 |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/26/28 | &nbsp;&nbsp;&nbsp; RON5,755 | 1293567 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/24/30 | &nbsp;&nbsp;&nbsp; RON4,735 | 1010151 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/28/36 | &nbsp;&nbsp;&nbsp; RON4,000 | 769489 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/11/34 | &nbsp;&nbsp;&nbsp; RON2,120 | 433731 |
| &nbsp;&nbsp;&nbsp; 4.85%, 04/22/26 | &nbsp;&nbsp;&nbsp; RON9,145 | 2122693 |
| &nbsp;&nbsp;&nbsp; 4.85%, 07/25/29 | &nbsp;&nbsp;&nbsp; RON13,630 | 3042756 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/12/29 | &nbsp;&nbsp;&nbsp; RON6,165 | 1391870 |
| &nbsp;&nbsp;&nbsp; 6.30%, 04/26/28 | &nbsp;&nbsp;&nbsp; RON15,000 | 3504455 |
| &nbsp;&nbsp;&nbsp; 6.70%, 02/25/32 | &nbsp;&nbsp;&nbsp; RON5,000 | 1176673 |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/25/35 | &nbsp;&nbsp;&nbsp; RON8,000 | 1874320 |
| &nbsp;&nbsp;&nbsp; 7.10%, 07/31/34 | &nbsp;&nbsp;&nbsp; RON6,860 | 1646937 |
| &nbsp;&nbsp;&nbsp; 7.20%, 10/30/33 | &nbsp;&nbsp;&nbsp; RON2,000 | 481567 |
| &nbsp;&nbsp;&nbsp; 7.35%, 04/28/31 | &nbsp;&nbsp;&nbsp; RON8,420 | 2050035 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Romania (continued)** | **Romania (continued)** | **Romania (continued)** |
| &nbsp;&nbsp;&nbsp; 7.50%, 07/27/33 | &nbsp;&nbsp;&nbsp; RON5,680 | $1390346 |
| &nbsp;&nbsp;&nbsp; 7.90%, 02/24/38 | &nbsp;&nbsp;&nbsp; RON4,800 | 1225911 |
| &nbsp;&nbsp;&nbsp; 8.00%, 04/29/30 | &nbsp;&nbsp;&nbsp; RON2,700 | 668765 |
| &nbsp;&nbsp;&nbsp; 8.25%, 09/29/32 | &nbsp;&nbsp;&nbsp; RON3,450 | 876969 |
| Romanian Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 12/02/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 438609 |
| &nbsp;&nbsp;&nbsp; 1.75%, 07/13/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 543277 |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/28/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | 259406 |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/14/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 296053 |
| &nbsp;&nbsp;&nbsp; 2.12%, 07/16/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | 265914 |
| &nbsp;&nbsp;&nbsp; 2.13%, 03/07/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 233556 |
| &nbsp;&nbsp;&nbsp; 2.38%, 04/19/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR492 | 582906 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/08/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 226976 |
| &nbsp;&nbsp;&nbsp; 2.63%, 12/02/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | 287044 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/14/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | 205673 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/26/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR294 | 348105 |
| &nbsp;&nbsp;&nbsp; 2.88%, 03/11/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR397 | 464307 |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/13/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 245377 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/08/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR450 | 432725 |
| &nbsp;&nbsp;&nbsp; 3.38%, 01/28/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 482644 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/03/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 215027 |
| &nbsp;&nbsp;&nbsp; 3.62%, 05/26/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 592135 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/07/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 763358 |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/03/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR620 | 609558 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/27/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR293 | 352941 |
| &nbsp;&nbsp;&nbsp; 5.13%, 09/24/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 986958 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/10/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 502255 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/30/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR435 | 537709 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/22/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR634 | 793834 |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/07/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 978854 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/18/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 879943 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/22/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | 665078 |
| &nbsp;&nbsp;&nbsp; 5.63%, 05/30/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 596823 |
| &nbsp;&nbsp;&nbsp; 5.88%, 07/11/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,300 | 1646683 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/24/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR250 | 297695 |
| &nbsp;&nbsp;&nbsp; 6.13%, 10/07/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 615475 |
| &nbsp;&nbsp;&nbsp; 6.25%, 09/10/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 765791 |
| &nbsp;&nbsp;&nbsp; 6.38%, 09/18/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 647754 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/07/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 370924 |
| &nbsp;&nbsp;&nbsp; 6.63%, 09/27/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,050 | 1369408 |
| &nbsp;&nbsp;&nbsp; 6.75%, 07/11/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 895359 |
|  |  | 46070097 |
| **Saudi Arabia — 0.0%** | **Saudi Arabia — 0.0%** | **Saudi Arabia — 0.0%** |
| Saudi Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 03/03/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 216689 |
| &nbsp;&nbsp;&nbsp; 2.00%, 07/09/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | 605821 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/05/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 714088 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/05/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 349428 |
|  |  | 1886026 |
| **Senegal — 0.3%** | **Senegal — 0.3%** | **Senegal — 0.3%** |
| Council of Europe Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 01/19/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 204505 |
| &nbsp;&nbsp;&nbsp; 2.88%, 03/25/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,300 | 1548851 |
| European Financial Stability Facility |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/11/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,850 | 2186030 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/27/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR3,000 | 3542484 |
| European Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/14/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,500 | 1772263 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/12/54 | &nbsp;&nbsp;&nbsp; GBP300 | 370255 |
| &nbsp;&nbsp;&nbsp; Series EARN, 0.20%, 03/17/36 | &nbsp;&nbsp;&nbsp; EUR900 | 804641 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Senegal (continued)** | **Senegal (continued)** | **Senegal (continued)** |
| &nbsp;&nbsp;&nbsp; Series EARN, 2.38%, 05/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,705 | $2016730 |
| &nbsp;&nbsp;&nbsp; European Stability Mechanism, 2.75%, <br> 02/26/35<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,000 | 1165518 |
| European Union |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/14/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR6,200 | 7337020 |
| &nbsp;&nbsp;&nbsp; 3.63%, 12/12/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | 1305667 |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/12/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR3,700 | 4341571 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/12/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR3,277 | 3851274 |
| &nbsp;&nbsp;&nbsp; Inter-American Investment Corp., 2.75%, <br> 07/14/32<br>| &nbsp;&nbsp;&nbsp; EUR700 | 820174 |
| &nbsp;&nbsp;&nbsp; International Bank for Reconstruction & <br> Development<br>|  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 09/23/27 | &nbsp;&nbsp;&nbsp; GBP300 | 387992 |
| &nbsp;&nbsp;&nbsp; 2.90%, 09/05/28 | &nbsp;&nbsp;&nbsp; CAD400 | 295000 |
| &nbsp;&nbsp;&nbsp; International Development Association, <br> 4.13%, 10/22/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP1,000 | 1369687 |
|  |  | 33319662 |
| **Singapore — 0.4%** | **Singapore — 0.4%** | **Singapore — 0.4%** |
| Singapore Government Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 11/01/26 | &nbsp;&nbsp;&nbsp; SGD2,524 | 1982468 |
| &nbsp;&nbsp;&nbsp; 1.63%, 07/01/31 | &nbsp;&nbsp;&nbsp; SGD2,102 | 1638143 |
| &nbsp;&nbsp;&nbsp; 1.88%, 03/01/50 | &nbsp;&nbsp;&nbsp; SGD2,690 | 2012331 |
| &nbsp;&nbsp;&nbsp; 1.88%, 10/01/51 | &nbsp;&nbsp;&nbsp; SGD1,722 | 1283899 |
| &nbsp;&nbsp;&nbsp; 2.13%, 06/01/26 | &nbsp;&nbsp;&nbsp; SGD2,680 | 2111809 |
| &nbsp;&nbsp;&nbsp; 2.25%, 08/01/36 | &nbsp;&nbsp;&nbsp; SGD3,390 | 2710235 |
| &nbsp;&nbsp;&nbsp; 2.25%, 07/01/40 | &nbsp;&nbsp;&nbsp; SGD1,260 | 1006404 |
| &nbsp;&nbsp;&nbsp; 2.38%, 07/01/39 | &nbsp;&nbsp;&nbsp; SGD1,710 | 1383153 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/01/30 | &nbsp;&nbsp;&nbsp; SGD450 | 365947 |
| &nbsp;&nbsp;&nbsp; 2.63%, 05/01/28 | &nbsp;&nbsp;&nbsp; SGD1,235 | 995893 |
| &nbsp;&nbsp;&nbsp; 2.63%, 08/01/32 | &nbsp;&nbsp;&nbsp; SGD2,068 | 1699814 |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/01/35 | &nbsp;&nbsp;&nbsp; SGD1,070 | 894176 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/01/42 | &nbsp;&nbsp;&nbsp; SGD2,442 | 2082508 |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/01/46 | &nbsp;&nbsp;&nbsp; SGD3,242 | 2804108 |
| &nbsp;&nbsp;&nbsp; 2.88%, 09/01/27 | &nbsp;&nbsp;&nbsp; SGD1,270 | 1021325 |
| &nbsp;&nbsp;&nbsp; 2.88%, 08/01/28 | &nbsp;&nbsp;&nbsp; SGD2,200 | 1789462 |
| &nbsp;&nbsp;&nbsp; 2.88%, 07/01/29 | &nbsp;&nbsp;&nbsp; SGD11,850 | 9706995 |
| &nbsp;&nbsp;&nbsp; 2.88%, 09/01/30 | &nbsp;&nbsp;&nbsp; SGD2,421 | 2002764 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/01/29 | &nbsp;&nbsp;&nbsp; SGD1,760 | 1443968 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/01/72<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SGD2,363 | 2221155 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/01/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SGD1,680 | 1605986 |
| &nbsp;&nbsp;&nbsp; 3.38%, 09/01/33 | &nbsp;&nbsp;&nbsp; SGD2,210 | 1910846 |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/01/34 | &nbsp;&nbsp;&nbsp; SGD1,900 | 1648221 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/27 | &nbsp;&nbsp;&nbsp; SGD1,230 | 988887 |
|  |  | 47310497 |
| **Slovakia — 0.2%** | **Slovakia — 0.2%** | **Slovakia — 0.2%** |
| Korea Housing Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.74%, 03/05/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 236926 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/18/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD200 | 136139 |
| Korea International Bonds, 2.88%, 07/03/32 | &nbsp;&nbsp;&nbsp; EUR200 | 237611 |
| Slovakia Government Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 06/17/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,430 | 1650376 |
| &nbsp;&nbsp;&nbsp; 0.75%, 04/09/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,189 | 1305990 |
| &nbsp;&nbsp;&nbsp; 1.00%, 10/09/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR5,780 | 6360437 |
| &nbsp;&nbsp;&nbsp; 1.00%, 10/13/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR924 | 548382 |
| &nbsp;&nbsp;&nbsp; 1.63%, 01/21/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR852 | 959663 |
| &nbsp;&nbsp;&nbsp; 1.88%, 03/09/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,135 | 1133431 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/17/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 322572 |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/12/68<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR370 | 255944 |
| &nbsp;&nbsp;&nbsp; 3.63%, 01/16/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,205 | 1478336 |
| &nbsp;&nbsp;&nbsp; 3.63%, 06/08/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,040 | 1268948 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Slovakia (continued)** | **Slovakia (continued)** | **Slovakia (continued)** |
| &nbsp;&nbsp;&nbsp; 3.63%, 11/04/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | $467265 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/06/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR3,210 | 3932468 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/23/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,430 | 2952450 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/27/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR370 | 431164 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/23/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 704389 |
|  |  | 24382491 |
| **Slovenia — 0.1%** | **Slovenia — 0.1%** | **Slovenia — 0.1%** |
| &nbsp;&nbsp;&nbsp; Slovakia Government Bonds, 3.28%, <br> 03/12/36<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR700 | 834059 |
| Slovenia Government Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 0.49%, 10/20/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR803 | 453601 |
| &nbsp;&nbsp;&nbsp; 0.88%, 07/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR6,120 | 6841832 |
| &nbsp;&nbsp;&nbsp; 1.00%, 03/06/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,740 | 2020334 |
| &nbsp;&nbsp;&nbsp; 1.18%, 02/13/62<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR580 | 332075 |
| &nbsp;&nbsp;&nbsp; 1.19%, 03/14/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,240 | 1429417 |
| &nbsp;&nbsp;&nbsp; 1.25%, 03/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR724 | 851686 |
| &nbsp;&nbsp;&nbsp; 1.75%, 11/03/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR123 | 117002 |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/03/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,370 | 1585491 |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/07/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR521 | 571317 |
|  |  | 15036814 |
| **South Korea — 2.0%** | **South Korea — 2.0%** | **South Korea — 2.0%** |
| Export-Import Bank of Korea |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/17/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 356527 |
| &nbsp;&nbsp;&nbsp; 2.63%, 11/10/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 352593 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/18/27 | &nbsp;&nbsp;&nbsp; EUR550 | 665729 |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/22/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 136959 |
| Korea Development Bank(The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 09/04/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 591537 |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/08/27 | &nbsp;&nbsp;&nbsp; EUR400 | 476544 |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/23/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 605594 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/22/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | 411594 |
| Korea Housing Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.73%, 07/02/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 357427 |
| &nbsp;&nbsp;&nbsp; 3.12%, 03/18/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 240658 |
| &nbsp;&nbsp;&nbsp; 3.71%, 04/11/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 481729 |
| &nbsp;&nbsp;&nbsp; 4.08%, 09/25/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 730427 |
| Korea International Bonds, 2.25%, 07/03/28 | &nbsp;&nbsp;&nbsp; EUR600 | 709121 |
| &nbsp;&nbsp;&nbsp; Korea Land & Housing Corp., 2.38%, <br> 11/19/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR900 | 1058113 |
| Korea Treasury Bond |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 03/10/26 | &nbsp;&nbsp;&nbsp; KRW1,862,790 | 1292799 |
| &nbsp;&nbsp;&nbsp; 1.38%, 12/10/29 | &nbsp;&nbsp;&nbsp; KRW4,624,080 | 2979660 |
| &nbsp;&nbsp;&nbsp; 1.38%, 06/10/30 | &nbsp;&nbsp;&nbsp; KRW5,410,230 | 3444109 |
| &nbsp;&nbsp;&nbsp; 1.50%, 12/10/26 | &nbsp;&nbsp;&nbsp; KRW2,600,000 | 1788231 |
| &nbsp;&nbsp;&nbsp; 1.50%, 12/10/30 | &nbsp;&nbsp;&nbsp; KRW9,042,990 | 5727235 |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/10/36 | &nbsp;&nbsp;&nbsp; KRW1,467,540 | 830925 |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/10/40 | &nbsp;&nbsp;&nbsp; KRW5,474,040 | 2870574 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/10/50 | &nbsp;&nbsp;&nbsp; KRW14,098,740 | 6546486 |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/10/66 | &nbsp;&nbsp;&nbsp; KRW1,016,150 | 407560 |
| &nbsp;&nbsp;&nbsp; 1.63%, 09/10/70 | &nbsp;&nbsp;&nbsp; KRW3,344,780 | 1374970 |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/10/26 | &nbsp;&nbsp;&nbsp; KRW1,000,000 | 691217 |
| &nbsp;&nbsp;&nbsp; 1.88%, 06/10/26 | &nbsp;&nbsp;&nbsp; KRW1,732,660 | 1201113 |
| &nbsp;&nbsp;&nbsp; 1.88%, 06/10/29 | &nbsp;&nbsp;&nbsp; KRW4,113,770 | 2733462 |
| &nbsp;&nbsp;&nbsp; 1.88%, 09/10/41 | &nbsp;&nbsp;&nbsp; KRW1,997,200 | 1096237 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/10/31 | &nbsp;&nbsp;&nbsp; KRW4,516,410 | 2907842 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/10/46 | &nbsp;&nbsp;&nbsp; KRW4,740,950 | 2527689 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/10/49 | &nbsp;&nbsp;&nbsp; KRW5,054,630 | 2649342 |
| &nbsp;&nbsp;&nbsp; 2.13%, 06/10/27 | &nbsp;&nbsp;&nbsp; KRW7,934,400 | 5457545 |
| &nbsp;&nbsp;&nbsp; 2.13%, 03/10/47 | &nbsp;&nbsp;&nbsp; KRW3,332,420 | 1805572 |
| &nbsp;&nbsp;&nbsp; 2.25%, 09/10/37 | &nbsp;&nbsp;&nbsp; KRW1,131,500 | 684187 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **South Korea (continued)** | **South Korea (continued)** | **South Korea (continued)** |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/10/27 | &nbsp;&nbsp;&nbsp; KRW4,537,580 | $3138045 |
| &nbsp;&nbsp;&nbsp; 2.38%, 12/10/27 | &nbsp;&nbsp;&nbsp; KRW2,300,000 | 1579976 |
| &nbsp;&nbsp;&nbsp; 2.38%, 12/10/28 | &nbsp;&nbsp;&nbsp; KRW1,000,000 | 678890 |
| &nbsp;&nbsp;&nbsp; 2.38%, 12/10/31 | &nbsp;&nbsp;&nbsp; KRW3,013,140 | 1966801 |
| &nbsp;&nbsp;&nbsp; 2.38%, 09/10/38 | &nbsp;&nbsp;&nbsp; KRW1,812,330 | 1100357 |
| &nbsp;&nbsp;&nbsp; 2.63%, 06/10/28 | &nbsp;&nbsp;&nbsp; KRW1,170,670 | 804312 |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/10/35 | &nbsp;&nbsp;&nbsp; KRW1,628,800 | 1038346 |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/10/44 | &nbsp;&nbsp;&nbsp; KRW1,752,210 | 1071829 |
| &nbsp;&nbsp;&nbsp; 2.88%, 12/10/27 | &nbsp;&nbsp;&nbsp; KRW9,469,280 | 6562926 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/10/29 | &nbsp;&nbsp;&nbsp; KRW12,636,520 | 8674731 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/10/34 | &nbsp;&nbsp;&nbsp; KRW14,412,270 | 9529083 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/10/42 | &nbsp;&nbsp;&nbsp; KRW3,280,000 | 2091233 |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/10/26 | &nbsp;&nbsp;&nbsp; KRW3,108,130 | 2163983 |
| &nbsp;&nbsp;&nbsp; 3.13%, 09/10/27 | &nbsp;&nbsp;&nbsp; KRW6,000,000 | 4181652 |
| &nbsp;&nbsp;&nbsp; 3.13%, 09/10/52 | &nbsp;&nbsp;&nbsp; KRW3,918,600 | 2514282 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/10/28 | &nbsp;&nbsp;&nbsp; KRW11,100,000 | 7742214 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/10/29 | &nbsp;&nbsp;&nbsp; KRW3,000,000 | 2084713 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/10/33 | &nbsp;&nbsp;&nbsp; KRW5,500,000 | 3730558 |
| &nbsp;&nbsp;&nbsp; 3.25%, 12/10/35 | &nbsp;&nbsp;&nbsp; KRW3,082,470 | 2077764 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/10/54 | &nbsp;&nbsp;&nbsp; KRW10,115,150 | 6663034 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/10/28 | &nbsp;&nbsp;&nbsp; KRW4,000,000 | 2801130 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/10/72 | &nbsp;&nbsp;&nbsp; KRW2,000,000 | 1410299 |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/10/33 | &nbsp;&nbsp;&nbsp; KRW5,421,200 | 3787900 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/10/43 | &nbsp;&nbsp;&nbsp; KRW3,966,010 | 2827393 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/10/31 | &nbsp;&nbsp;&nbsp; KRW1,750,000 | 1245043 |
| &nbsp;&nbsp;&nbsp; 4.13%, 12/10/33 | &nbsp;&nbsp;&nbsp; KRW4,000,000 | 2867649 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/10/32 | &nbsp;&nbsp;&nbsp; KRW3,500,000 | 2529584 |
| &nbsp;&nbsp;&nbsp; 4.75%, 12/10/30 | &nbsp;&nbsp;&nbsp; KRW160,000 | 117338 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/10/27 | &nbsp;&nbsp;&nbsp; KRW100,000 | 71307 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/10/29 | &nbsp;&nbsp;&nbsp; KRW6,159,400 | 4603991 |
| Korea Treasury Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 09/10/39 | &nbsp;&nbsp;&nbsp; KRW2,004,990 | 1022695 |
| &nbsp;&nbsp;&nbsp; 1.88%, 03/10/51 | &nbsp;&nbsp;&nbsp; KRW17,839,930 | 8908488 |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/10/68 | &nbsp;&nbsp;&nbsp; KRW954,650 | 452379 |
| &nbsp;&nbsp;&nbsp; 2.25%, 09/10/27 | &nbsp;&nbsp;&nbsp; KRW7,663,120 | 5265729 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/10/52 | &nbsp;&nbsp;&nbsp; KRW8,374,200 | 4734530 |
| &nbsp;&nbsp;&nbsp; 2.63%, 03/10/30 | &nbsp;&nbsp;&nbsp; KRW20,814,380 | 14019610 |
| &nbsp;&nbsp;&nbsp; 2.63%, 03/10/48 | &nbsp;&nbsp;&nbsp; KRW3,773,110 | 2233861 |
| &nbsp;&nbsp;&nbsp; 2.63%, 03/10/55 | &nbsp;&nbsp;&nbsp; KRW12,699,910 | 7401104 |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/10/55 | &nbsp;&nbsp;&nbsp; KRW5,005,070 | 2913181 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/10/54 | &nbsp;&nbsp;&nbsp; KRW8,399,620 | 4999305 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/10/74 | &nbsp;&nbsp;&nbsp; KRW3,979,890 | 2339258 |
| &nbsp;&nbsp;&nbsp; 2.88%, 09/10/44 | &nbsp;&nbsp;&nbsp; KRW11,561,220 | 7209967 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/10/27 | &nbsp;&nbsp;&nbsp; KRW11,172,310 | 7801336 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/10/42 | &nbsp;&nbsp;&nbsp; KRW2,394,590 | 1584174 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/10/53 | &nbsp;&nbsp;&nbsp; KRW8,840,800 | 5819859 |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/10/32 | &nbsp;&nbsp;&nbsp; KRW6,761,240 | 4655295 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/10/34 | &nbsp;&nbsp;&nbsp; KRW6,140,520 | 4215482 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/10/53 | &nbsp;&nbsp;&nbsp; KRW3,890,020 | 2736314 |
|  |  | 236160237 |
| **Spain — 3.6%** | **Spain — 3.6%** | **Spain — 3.6%** |
| Adif Alta Velocidad |  |  |
| &nbsp;&nbsp;&nbsp; 0.55%, 10/31/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 515316 |
| &nbsp;&nbsp;&nbsp; 3.13%, 01/31/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 359719 |
| &nbsp;&nbsp;&nbsp; 3.13%, 10/31/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 236544 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/31/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 602927 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/30/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 239178 |
| &nbsp;&nbsp;&nbsp; 3.65%, 04/30/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 361718 |
| Autonomous Community of Andalusia Spain |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 04/30/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 210530 |
| &nbsp;&nbsp;&nbsp; 1.88%, 10/31/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 233603 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Spain (continued)** | **Spain (continued)** | **Spain (continued)** |
| &nbsp;&nbsp;&nbsp; 2.40%, 04/30/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | $229511 |
| &nbsp;&nbsp;&nbsp; 3.40%, 04/30/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 601150 |
| &nbsp;&nbsp;&nbsp; Autonomous Community of Catalonia, 4.22%, <br> 04/26/35<br>| &nbsp;&nbsp;&nbsp; EUR200 | 245151 |
| Autonomous Community of Madrid Spain |  |  |
| &nbsp;&nbsp;&nbsp; 0.42%, 04/30/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR530 | 574346 |
| &nbsp;&nbsp;&nbsp; 0.42%, 04/30/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 105426 |
| &nbsp;&nbsp;&nbsp; 0.83%, 07/30/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 697606 |
| &nbsp;&nbsp;&nbsp; 1.57%, 04/30/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | 404044 |
| &nbsp;&nbsp;&nbsp; 1.77%, 04/30/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR235 | 275630 |
| &nbsp;&nbsp;&nbsp; 2.49%, 07/30/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 236345 |
| &nbsp;&nbsp;&nbsp; 2.82%, 10/31/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 239816 |
| &nbsp;&nbsp;&nbsp; 3.14%, 04/30/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 353048 |
| &nbsp;&nbsp;&nbsp; 3.36%, 10/31/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 608408 |
| &nbsp;&nbsp;&nbsp; 3.46%, 04/30/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR980 | 1190525 |
| &nbsp;&nbsp;&nbsp; 4.30%, 09/15/26 | &nbsp;&nbsp;&nbsp; EUR250 | 300193 |
| Basque Government |  |  |
| &nbsp;&nbsp;&nbsp; 0.25%, 04/30/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 104670 |
| &nbsp;&nbsp;&nbsp; 0.45%, 04/30/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 102417 |
| &nbsp;&nbsp;&nbsp; 1.45%, 04/30/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 815839 |
| &nbsp;&nbsp;&nbsp; 1.88%, 07/30/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 109816 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/30/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 833950 |
| &nbsp;&nbsp;&nbsp; 3.40%, 04/30/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 120955 |
| Instituto de Credito Oficial |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 01/31/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 597849 |
| &nbsp;&nbsp;&nbsp; 2.80%, 04/30/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 592376 |
| &nbsp;&nbsp;&nbsp; 3.80%, 05/31/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 618821 |
| Junta de Andalucia |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/31/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 238934 |
| &nbsp;&nbsp;&nbsp; 3.30%, 04/30/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 473266 |
| Junta de Castilla y Leon, 2.90%, 04/30/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 355201 |
| Spain Government Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/31/28 | &nbsp;&nbsp;&nbsp; EUR8,067 | 9171718 |
| &nbsp;&nbsp;&nbsp; 0.10%, 04/30/31<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR8,046 | 8375299 |
| &nbsp;&nbsp;&nbsp; 0.50%, 04/30/30<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR9,290 | 10147369 |
| &nbsp;&nbsp;&nbsp; 0.50%, 10/31/31<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR11,336 | 11889712 |
| &nbsp;&nbsp;&nbsp; 0.60%, 10/31/29<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR6,397 | 7099930 |
| &nbsp;&nbsp;&nbsp; 0.70%, 04/30/32<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR12,801 | 13398422 |
| &nbsp;&nbsp;&nbsp; 0.80%, 07/30/27<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR7,571 | 8807917 |
| &nbsp;&nbsp;&nbsp; 0.80%, 07/30/29 | &nbsp;&nbsp;&nbsp; EUR7,811 | 8772648 |
| &nbsp;&nbsp;&nbsp; 0.85%, 07/30/37<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR6,038 | 5429575 |
| &nbsp;&nbsp;&nbsp; 1.00%, 07/30/42<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR11,183 | 8843003 |
| &nbsp;&nbsp;&nbsp; 1.00%, 10/31/50<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR8,127 | 5171519 |
| &nbsp;&nbsp;&nbsp; 1.20%, 10/31/40<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,864 | 5031088 |
| &nbsp;&nbsp;&nbsp; 1.25%, 10/31/30<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,719 | 5271842 |
| &nbsp;&nbsp;&nbsp; 1.30%, 10/31/26<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR255 | 300609 |
| &nbsp;&nbsp;&nbsp; 1.40%, 04/30/28<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,170 | 2530712 |
| &nbsp;&nbsp;&nbsp; 1.40%, 07/30/28<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR14,235 | 16548418 |
| &nbsp;&nbsp;&nbsp; 1.45%, 10/31/27<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR6,649 | 7792330 |
| &nbsp;&nbsp;&nbsp; 1.45%, 04/30/29<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR11,279 | 13014137 |
| &nbsp;&nbsp;&nbsp; 1.45%, 10/31/71<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,861 | 2113417 |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/30/27<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR10,965 | 12907585 |
| &nbsp;&nbsp;&nbsp; 1.85%, 07/30/35<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,586 | 5913769 |
| &nbsp;&nbsp;&nbsp; 1.90%, 10/31/52<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR6,303 | 4899895 |
| &nbsp;&nbsp;&nbsp; 1.95%, 07/30/30<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR10,608 | 12285723 |
| &nbsp;&nbsp;&nbsp; 2.35%, 07/30/33<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,385 | 6135656 |
| &nbsp;&nbsp;&nbsp; 2.40%, 05/31/28 | &nbsp;&nbsp;&nbsp; EUR12,130 | 14441003 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/31/27 | &nbsp;&nbsp;&nbsp; EUR6,450 | 7686059 |
| &nbsp;&nbsp;&nbsp; 2.55%, 10/31/32<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; EUR6,277 | 7311210 |
| &nbsp;&nbsp;&nbsp; 2.70%, 01/31/30 | &nbsp;&nbsp;&nbsp; EUR7,750 | 9268671 |
| &nbsp;&nbsp;&nbsp; 2.70%, 10/31/48<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,439 | 5278178 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Spain (continued)** | **Spain (continued)** | **Spain (continued)** |
| &nbsp;&nbsp;&nbsp; 2.90%, 10/31/46<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,850 | $5986782 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/31/33 | &nbsp;&nbsp;&nbsp; EUR340 | 405737 |
| &nbsp;&nbsp;&nbsp; 3.10%, 07/30/31 | &nbsp;&nbsp;&nbsp; EUR7,310 | 8849383 |
| &nbsp;&nbsp;&nbsp; 3.15%, 04/30/33<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,980 | 7197430 |
| &nbsp;&nbsp;&nbsp; 3.15%, 04/30/35<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR9,926 | 11755415 |
| &nbsp;&nbsp;&nbsp; 3.20%, 10/31/35<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR9,695 | 11480561 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/30/34<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR6,450 | 7753951 |
| &nbsp;&nbsp;&nbsp; 3.30%, 04/30/36<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR2,282 | 2713830 |
| &nbsp;&nbsp;&nbsp; 3.45%, 10/31/34<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR7,753 | 9429404 |
| &nbsp;&nbsp;&nbsp; 3.45%, 07/30/43<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,158 | 4716669 |
| &nbsp;&nbsp;&nbsp; 3.45%, 07/30/66<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,896 | 3995440 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/31/29 | &nbsp;&nbsp;&nbsp; EUR6,630 | 8144676 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/31/41<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR3,790 | 4400618 |
| &nbsp;&nbsp;&nbsp; 3.55%, 10/31/33<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR10,899 | 13419559 |
| &nbsp;&nbsp;&nbsp; 3.90%, 07/30/39<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,530 | 5562039 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/31/54<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,118 | 4814957 |
| &nbsp;&nbsp;&nbsp; 4.20%, 01/31/37<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR9,927 | 12689764 |
| &nbsp;&nbsp;&nbsp; 4.70%, 07/30/41<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR6,057 | 8044915 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/30/40<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR4,717 | 6393908 |
| &nbsp;&nbsp;&nbsp; 5.15%, 10/31/28<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR6,767 | 8633845 |
| &nbsp;&nbsp;&nbsp; 5.15%, 10/31/44<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; EUR5,383 | 7530029 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/30/32 | &nbsp;&nbsp;&nbsp; EUR7,365 | 10256450 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/31/29 | &nbsp;&nbsp;&nbsp; EUR3,685 | 4836496 |
| Xunta de Galicia, 2.87%, 04/30/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1184520 |
|  |  | 419818620 |
| **Supranational — 3.2%** | **Supranational — 3.2%** | **Supranational — 3.2%** |
| African Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 10/07/26 | &nbsp;&nbsp;&nbsp; EUR150 | 175448 |
| &nbsp;&nbsp;&nbsp; 0.50%, 06/22/26 | &nbsp;&nbsp;&nbsp; GBP300 | 405270 |
| &nbsp;&nbsp;&nbsp; 0.50%, 03/22/27 | &nbsp;&nbsp;&nbsp; EUR250 | 290793 |
| &nbsp;&nbsp;&nbsp; 0.50%, 03/21/29 | &nbsp;&nbsp;&nbsp; EUR300 | 335141 |
| &nbsp;&nbsp;&nbsp; 1.10%, 12/16/26 | &nbsp;&nbsp;&nbsp; AUD500 | 338786 |
| &nbsp;&nbsp;&nbsp; 2.25%, 09/14/29 | &nbsp;&nbsp;&nbsp; EUR200 | 235478 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/29/30 | &nbsp;&nbsp;&nbsp; EUR300 | 354750 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/01/28 | &nbsp;&nbsp;&nbsp; GBP1,000 | 1390439 |
| Asian Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/24/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 868493 |
| &nbsp;&nbsp;&nbsp; 0.10%, 06/17/31 | &nbsp;&nbsp;&nbsp; EUR170 | 176163 |
| &nbsp;&nbsp;&nbsp; 0.13%, 12/15/26 | &nbsp;&nbsp;&nbsp; GBP500 | 663841 |
| &nbsp;&nbsp;&nbsp; 1.50%, 05/04/28 | &nbsp;&nbsp;&nbsp; CAD200 | 143166 |
| &nbsp;&nbsp;&nbsp; 1.95%, 07/22/32 | &nbsp;&nbsp;&nbsp; EUR500 | 564546 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/10/37 | &nbsp;&nbsp;&nbsp; EUR300 | 312830 |
| &nbsp;&nbsp;&nbsp; 2.15%, 07/11/28 | &nbsp;&nbsp;&nbsp; EUR500 | 591970 |
| &nbsp;&nbsp;&nbsp; 2.80%, 03/19/27 | &nbsp;&nbsp;&nbsp; EUR1,000 | 1194702 |
| &nbsp;&nbsp;&nbsp; 2.88%, 03/06/35 | &nbsp;&nbsp;&nbsp; EUR1,050 | 1229730 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/14/28 | &nbsp;&nbsp;&nbsp; GBP400 | 550829 |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/22/30 | &nbsp;&nbsp;&nbsp; GBP500 | 685717 |
| Asian Infrastructure Investment Bank(The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 05/14/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 351778 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/23/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 359014 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/22/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP500 | 692327 |
| &nbsp;&nbsp;&nbsp; Banque Ouest Africaine de Developpement, <br> 6.25%, 10/14/40<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR700 | 814774 |
| &nbsp;&nbsp;&nbsp; Central American Bank for Economic <br> Integration, 4.63%, 02/14/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP300 | 415506 |
| Corp. Andina de Fomento |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 02/13/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1220759 |
| &nbsp;&nbsp;&nbsp; Series ., 4.88%, 01/30/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | 417099 |
| &nbsp;&nbsp;&nbsp; Council of Europe Development Bank, 0.00%, <br> 04/09/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 462744 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Supranational (continued)** | **Supranational (continued)** | **Supranational (continued)** |
| &nbsp;&nbsp;&nbsp; Eurofima Europaeische Gesellschaft fuer die <br> Finanzierung von Eisenbahnmaterial<br>|  |  |
| &nbsp;&nbsp;&nbsp; 0.15%, 10/10/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR680 | $626123 |
| &nbsp;&nbsp;&nbsp; 2.88%, 01/31/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 808863 |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/21/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 455696 |
| &nbsp;&nbsp;&nbsp; European Bank for Reconstruction & <br> Development<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 03/22/32 | &nbsp;&nbsp;&nbsp; EUR650 | 771152 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/19/28 | &nbsp;&nbsp;&nbsp; GBP1,100 | 1518937 |
| European Financial Stability Facility |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/13/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,550 | 1772095 |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/20/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,750 | 1825947 |
| &nbsp;&nbsp;&nbsp; 0.05%, 10/17/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR870 | 945043 |
| &nbsp;&nbsp;&nbsp; 0.05%, 01/18/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR655 | 307949 |
| &nbsp;&nbsp;&nbsp; 0.13%, 03/18/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 323012 |
| &nbsp;&nbsp;&nbsp; 0.70%, 01/20/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR760 | 473795 |
| &nbsp;&nbsp;&nbsp; 0.70%, 01/17/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 231602 |
| &nbsp;&nbsp;&nbsp; 0.75%, 05/03/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,290 | 1504204 |
| &nbsp;&nbsp;&nbsp; 0.88%, 04/10/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,320 | 1292099 |
| &nbsp;&nbsp;&nbsp; 0.95%, 02/14/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,180 | 1364065 |
| &nbsp;&nbsp;&nbsp; 1.20%, 02/17/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 553236 |
| &nbsp;&nbsp;&nbsp; 1.25%, 05/24/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,210 | 1282498 |
| &nbsp;&nbsp;&nbsp; 1.38%, 05/31/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,422 | 1123433 |
| &nbsp;&nbsp;&nbsp; 1.45%, 09/05/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 456265 |
| &nbsp;&nbsp;&nbsp; 1.70%, 02/13/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,510 | 1358137 |
| &nbsp;&nbsp;&nbsp; 1.75%, 07/17/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR3,480 | 2728176 |
| &nbsp;&nbsp;&nbsp; 1.80%, 07/10/48<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | 294408 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/28/56<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR300 | 243073 |
| &nbsp;&nbsp;&nbsp; 2.35%, 07/29/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 981571 |
| &nbsp;&nbsp;&nbsp; 2.38%, 04/11/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,145 | 1362440 |
| &nbsp;&nbsp;&nbsp; 2.38%, 06/21/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,198 | 1386744 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/27/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,453 | 1731920 |
| &nbsp;&nbsp;&nbsp; 2.63%, 07/16/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,550 | 1850366 |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/03/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR180 | 215865 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/28/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,150 | 2579577 |
| &nbsp;&nbsp;&nbsp; 2.88%, 02/16/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR3,648 | 4330028 |
| &nbsp;&nbsp;&nbsp; 2.88%, 02/13/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,950 | 2298277 |
| &nbsp;&nbsp;&nbsp; 2.88%, 01/29/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,696 | 1981157 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 845499 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/04/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 592002 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/03/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR660 | 794609 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/11/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,650 | 2023102 |
| European Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 06/17/27 | &nbsp;&nbsp;&nbsp; EUR1,850 | 2132836 |
| &nbsp;&nbsp;&nbsp; 0.00%, 03/28/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR711 | 804714 |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/28/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 223656 |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/09/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,160 | 1229557 |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/14/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,725 | 1806660 |
| &nbsp;&nbsp;&nbsp; 0.00%, 11/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR900 | 798336 |
| &nbsp;&nbsp;&nbsp; 0.00%, 05/15/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,550 | 1088134 |
| &nbsp;&nbsp;&nbsp; 0.05%, 11/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,189 | 1292284 |
| &nbsp;&nbsp;&nbsp; 0.05%, 01/16/30 | &nbsp;&nbsp;&nbsp; EUR850 | 918955 |
| &nbsp;&nbsp;&nbsp; 0.05%, 10/13/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 558835 |
| &nbsp;&nbsp;&nbsp; 0.05%, 01/27/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 95444 |
| &nbsp;&nbsp;&nbsp; 0.10%, 10/15/26 | &nbsp;&nbsp;&nbsp; EUR100 | 116966 |
| &nbsp;&nbsp;&nbsp; 0.13%, 12/14/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | 531120 |
| &nbsp;&nbsp;&nbsp; 0.13%, 06/20/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | 1211544 |
| &nbsp;&nbsp;&nbsp; 0.25%, 09/14/29 | &nbsp;&nbsp;&nbsp; EUR820 | 902835 |
| &nbsp;&nbsp;&nbsp; 0.25%, 01/20/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,050 | 1081672 |
| &nbsp;&nbsp;&nbsp; 0.25%, 06/15/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR350 | 266006 |
| &nbsp;&nbsp;&nbsp; 0.38%, 09/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 576868 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Supranational (continued)** | **Supranational (continued)** | **Supranational (continued)** |
| &nbsp;&nbsp;&nbsp; 0.50%, 11/13/37 | &nbsp;&nbsp;&nbsp; EUR375 | $328279 |
| &nbsp;&nbsp;&nbsp; 0.63%, 01/22/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,160 | 1310339 |
| &nbsp;&nbsp;&nbsp; 0.75%, 07/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP500 | 655404 |
| &nbsp;&nbsp;&nbsp; 0.88%, 05/15/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP400 | 542863 |
| &nbsp;&nbsp;&nbsp; 0.88%, 01/14/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 578316 |
| &nbsp;&nbsp;&nbsp; 1.00%, 03/14/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR722 | 792627 |
| &nbsp;&nbsp;&nbsp; 1.00%, 04/14/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR3,640 | 3909313 |
| &nbsp;&nbsp;&nbsp; 1.00%, 11/14/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR640 | 517689 |
| &nbsp;&nbsp;&nbsp; 1.13%, 11/15/32 | &nbsp;&nbsp;&nbsp; EUR450 | 481522 |
| &nbsp;&nbsp;&nbsp; 1.13%, 04/13/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR850 | 901402 |
| &nbsp;&nbsp;&nbsp; 1.13%, 09/15/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR950 | 926330 |
| &nbsp;&nbsp;&nbsp; 1.50%, 06/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,300 | 1435532 |
| &nbsp;&nbsp;&nbsp; 1.50%, 11/15/47 | &nbsp;&nbsp;&nbsp; EUR525 | 421218 |
| &nbsp;&nbsp;&nbsp; 1.50%, 10/16/48 | &nbsp;&nbsp;&nbsp; EUR1,180 | 924286 |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/15/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | 967717 |
| &nbsp;&nbsp;&nbsp; 2.25%, 12/14/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,100 | 2476578 |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,237 | 1457846 |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/04/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR550 | 637653 |
| &nbsp;&nbsp;&nbsp; 2.75%, 07/28/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,200 | 2641126 |
| &nbsp;&nbsp;&nbsp; 2.75%, 07/17/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | 720545 |
| &nbsp;&nbsp;&nbsp; 2.88%, 10/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,036 | 2444099 |
| &nbsp;&nbsp;&nbsp; 2.88%, 01/12/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,500 | 1790365 |
| &nbsp;&nbsp;&nbsp; 2.88%, 01/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,523 | 2976403 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/14/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,300 | 1560219 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/15/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 924884 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/15/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,700 | 2010634 |
| &nbsp;&nbsp;&nbsp; 3.30%, 02/03/28 | &nbsp;&nbsp;&nbsp; AUD750 | 511270 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR150 | 180791 |
| &nbsp;&nbsp;&nbsp; 3.63%, 07/23/29 | &nbsp;&nbsp;&nbsp; NOK3,000 | 306881 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/08/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP820 | 1035338 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP1,000 | 1371866 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/30 | &nbsp;&nbsp;&nbsp; EUR1,299 | 1635437 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/15/37 | &nbsp;&nbsp;&nbsp; EUR601 | 767121 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/19/29 | &nbsp;&nbsp;&nbsp; AUD1,000 | 691444 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/22/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP2,600 | 3586855 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/07/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP240 | 334110 |
| &nbsp;&nbsp;&nbsp; 4.55%, 06/02/33 | &nbsp;&nbsp;&nbsp; AUD300 | 201706 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/39 | &nbsp;&nbsp;&nbsp; GBP40 | 55498 |
| &nbsp;&nbsp;&nbsp; 5.63%, 06/07/32 | &nbsp;&nbsp;&nbsp; GBP300 | 442131 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/07/28 | &nbsp;&nbsp;&nbsp; GBP300 | 433376 |
| &nbsp;&nbsp;&nbsp; Series EARN, 2.25%, 08/14/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,990 | 2361002 |
| &nbsp;&nbsp;&nbsp; Series EARN, 2.50%, 05/14/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,100 | 2463534 |
| &nbsp;&nbsp;&nbsp; Series EARN, 2.88%, 06/18/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,450 | 2880711 |
| European Stability Mechanism |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 03/04/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,300 | 1400111 |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,220 | 1253000 |
| &nbsp;&nbsp;&nbsp; 0.50%, 03/05/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR860 | 967245 |
| &nbsp;&nbsp;&nbsp; 0.75%, 03/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR750 | 876721 |
| &nbsp;&nbsp;&nbsp; 0.75%, 09/05/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,540 | 1758765 |
| &nbsp;&nbsp;&nbsp; 0.88%, 07/18/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR80 | 65432 |
| &nbsp;&nbsp;&nbsp; 1.00%, 06/23/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR916 | 1070280 |
| &nbsp;&nbsp;&nbsp; 1.13%, 05/03/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 434395 |
| &nbsp;&nbsp;&nbsp; 1.20%, 05/23/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 745353 |
| &nbsp;&nbsp;&nbsp; 1.63%, 11/17/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 103583 |
| &nbsp;&nbsp;&nbsp; 1.75%, 10/20/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR410 | 365678 |
| &nbsp;&nbsp;&nbsp; 1.80%, 11/02/46<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,210 | 1074685 |
| &nbsp;&nbsp;&nbsp; 1.85%, 12/01/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR420 | 335589 |
| &nbsp;&nbsp;&nbsp; 2.13%, 11/17/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,471 | 1738122 |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/18/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR850 | 1017707 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,355 | 1587468 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Supranational (continued)** | **Supranational (continued)** | **Supranational (continued)** |
| European Union |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 06/02/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR3,050 | $3438915 |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/04/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,450 | 4971354 |
| &nbsp;&nbsp;&nbsp; 0.00%, 07/04/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,700 | 1863551 |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/04/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,900 | 2010454 |
| &nbsp;&nbsp;&nbsp; 0.00%, 04/22/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,050 | 2124293 |
| &nbsp;&nbsp;&nbsp; 0.00%, 07/04/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR6,110 | 6298951 |
| &nbsp;&nbsp;&nbsp; 0.00%, 07/04/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,295 | 2037091 |
| &nbsp;&nbsp;&nbsp; 0.10%, 10/04/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,500 | 1829513 |
| &nbsp;&nbsp;&nbsp; 0.13%, 06/10/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | 988615 |
| &nbsp;&nbsp;&nbsp; 0.20%, 06/04/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,755 | 2426625 |
| &nbsp;&nbsp;&nbsp; 0.25%, 04/22/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,353 | 2090363 |
| &nbsp;&nbsp;&nbsp; 0.30%, 11/04/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,896 | 1530496 |
| &nbsp;&nbsp;&nbsp; 0.40%, 02/04/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR6,492 | 5710522 |
| &nbsp;&nbsp;&nbsp; 0.45%, 07/04/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,660 | 3491205 |
| &nbsp;&nbsp;&nbsp; 0.45%, 05/02/46<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,560 | 988463 |
| &nbsp;&nbsp;&nbsp; 0.70%, 07/06/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR3,360 | 1954990 |
| &nbsp;&nbsp;&nbsp; 0.75%, 04/04/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR780 | 842343 |
| &nbsp;&nbsp;&nbsp; 0.75%, 01/04/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,730 | 1185319 |
| &nbsp;&nbsp;&nbsp; 1.00%, 07/06/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,697 | 5004776 |
| &nbsp;&nbsp;&nbsp; 1.13%, 04/04/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 195095 |
| &nbsp;&nbsp;&nbsp; 1.13%, 06/04/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 474304 |
| &nbsp;&nbsp;&nbsp; 1.25%, 04/04/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR860 | 909015 |
| &nbsp;&nbsp;&nbsp; 1.25%, 02/04/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,393 | 3621451 |
| &nbsp;&nbsp;&nbsp; 1.38%, 10/04/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR669 | 763719 |
| &nbsp;&nbsp;&nbsp; 1.50%, 10/04/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR260 | 265008 |
| &nbsp;&nbsp;&nbsp; 1.63%, 12/04/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR5,398 | 6216236 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/04/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR5,500 | 6505836 |
| &nbsp;&nbsp;&nbsp; 2.38%, 07/12/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,098 | 2487072 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/04/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,650 | 1968022 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/04/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR5,388 | 6326379 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/04/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR5,355 | 4813512 |
| &nbsp;&nbsp;&nbsp; 2.63%, 07/04/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR6,200 | 7416114 |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/04/48<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,030 | 3898988 |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/13/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,400 | 5199482 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/04/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,567 | 5396978 |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/04/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,425 | 1596970 |
| &nbsp;&nbsp;&nbsp; 2.88%, 12/06/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,600 | 5522397 |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/04/28 | &nbsp;&nbsp;&nbsp; EUR1,141 | 1370865 |
| &nbsp;&nbsp;&nbsp; 2.88%, 10/05/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,093 | 4931113 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/04/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,000 | 4736711 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/04/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR6,170 | 6125825 |
| &nbsp;&nbsp;&nbsp; 3.13%, 12/05/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR6,700 | 8124522 |
| &nbsp;&nbsp;&nbsp; 3.13%, 12/04/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR3,850 | 4684453 |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/04/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR6,371 | 7706153 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/04/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR6,110 | 6484025 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/04/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | 798220 |
| &nbsp;&nbsp;&nbsp; 3.38%, 12/12/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR5,950 | 7195559 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/04/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 592000 |
| &nbsp;&nbsp;&nbsp; 3.38%, 10/04/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR6,600 | 7707771 |
| &nbsp;&nbsp;&nbsp; 3.38%, 11/04/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR4,150 | 4726284 |
| &nbsp;&nbsp;&nbsp; 3.38%, 10/05/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR5,220 | 5508698 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/04/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,550 | 1859354 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/04/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR2,650 | 3238862 |
| Inter-American Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 08/27/27 | &nbsp;&nbsp;&nbsp; CAD200 | 143237 |
| &nbsp;&nbsp;&nbsp; 1.00%, 08/04/28 | &nbsp;&nbsp;&nbsp; AUD200 | 127858 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/14/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD100 | 68166 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/18/32 | &nbsp;&nbsp;&nbsp; GBP700 | 963627 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/01/29 | &nbsp;&nbsp;&nbsp; CAD400 | 309222 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/05/29 | &nbsp;&nbsp;&nbsp; GBP2,000 | 2803605 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Supranational (continued)** | **Supranational (continued)** | **Supranational (continued)** |
| &nbsp;&nbsp;&nbsp; Inter-American Investment Corp., 3.13%, <br> 06/07/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | $482159 |
| &nbsp;&nbsp;&nbsp; International Bank for Reconstruction & <br> Development<br>|  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 04/24/28 | &nbsp;&nbsp;&nbsp; EUR50 | 56475 |
| &nbsp;&nbsp;&nbsp; 0.00%, 02/21/30 | &nbsp;&nbsp;&nbsp; EUR600 | 644292 |
| &nbsp;&nbsp;&nbsp; 0.13%, 01/03/51 | &nbsp;&nbsp;&nbsp; EUR1,200 | 597349 |
| &nbsp;&nbsp;&nbsp; 0.20%, 01/21/61 | &nbsp;&nbsp;&nbsp; EUR230 | 86694 |
| &nbsp;&nbsp;&nbsp; 0.25%, 05/21/29 | &nbsp;&nbsp;&nbsp; EUR550 | 608832 |
| &nbsp;&nbsp;&nbsp; 0.25%, 01/10/50 | &nbsp;&nbsp;&nbsp; EUR420 | 227379 |
| &nbsp;&nbsp;&nbsp; 0.50%, 05/18/26 | &nbsp;&nbsp;&nbsp; AUD100 | 68942 |
| &nbsp;&nbsp;&nbsp; 0.63%, 11/22/27 | &nbsp;&nbsp;&nbsp; EUR300 | 346056 |
| &nbsp;&nbsp;&nbsp; 0.63%, 07/14/28 | &nbsp;&nbsp;&nbsp; GBP350 | 443879 |
| &nbsp;&nbsp;&nbsp; 0.63%, 01/12/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,210 | 1241604 |
| &nbsp;&nbsp;&nbsp; 0.70%, 10/22/46 | &nbsp;&nbsp;&nbsp; EUR600 | 408982 |
| &nbsp;&nbsp;&nbsp; 1.00%, 12/21/29 | &nbsp;&nbsp;&nbsp; GBP400 | 489339 |
| &nbsp;&nbsp;&nbsp; 1.10%, 11/18/30 | &nbsp;&nbsp;&nbsp; AUD4,000 | 2350035 |
| &nbsp;&nbsp;&nbsp; 1.25%, 12/13/28 | &nbsp;&nbsp;&nbsp; GBP800 | 1017745 |
| &nbsp;&nbsp;&nbsp; 2.60%, 08/28/31 | &nbsp;&nbsp;&nbsp; EUR650 | 769154 |
| &nbsp;&nbsp;&nbsp; 2.90%, 02/14/34 | &nbsp;&nbsp;&nbsp; EUR800 | 949546 |
| &nbsp;&nbsp;&nbsp; 2.95%, 01/16/35 | &nbsp;&nbsp;&nbsp; EUR1,300 | 1538498 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/12/29 | &nbsp;&nbsp;&nbsp; CAD500 | 374567 |
| &nbsp;&nbsp;&nbsp; 3.70%, 01/18/28 | &nbsp;&nbsp;&nbsp; CAD1,000 | 750061 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/02/28 | &nbsp;&nbsp;&nbsp; GBP300 | 410453 |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/22/30 | &nbsp;&nbsp;&nbsp; GBP700 | 960028 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/18/30 | &nbsp;&nbsp;&nbsp; CAD200 | 154424 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/23/34 | &nbsp;&nbsp;&nbsp; GBP100 | 134283 |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/10/29 | &nbsp;&nbsp;&nbsp; AUD400 | 277109 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/15/30 | &nbsp;&nbsp;&nbsp; GBP500 | 696870 |
| International Development Association |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 07/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 410095 |
| &nbsp;&nbsp;&nbsp; 0.35%, 04/22/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 179274 |
| &nbsp;&nbsp;&nbsp; 0.38%, 09/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 259134 |
| &nbsp;&nbsp;&nbsp; 0.70%, 01/17/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR50 | 38920 |
| &nbsp;&nbsp;&nbsp; 0.75%, 09/21/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | 378953 |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/05/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR530 | 540197 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/15/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR650 | 709444 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/03/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR800 | 945711 |
| &nbsp;&nbsp;&nbsp; 2.80%, 10/17/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,550 | 1807743 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/12/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 806820 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/10/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | 412551 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/14/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP1,000 | 1405378 |
| &nbsp;&nbsp;&nbsp; Series ., 2.50%, 05/28/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR700 | 828626 |
| International Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 05/24/28 | &nbsp;&nbsp;&nbsp; AUD1,000 | 640216 |
| &nbsp;&nbsp;&nbsp; 2.13%, 09/12/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK7,000 | 772975 |
| &nbsp;&nbsp;&nbsp; 3.15%, 06/26/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD580 | 386449 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/12/30 | &nbsp;&nbsp;&nbsp; GBP100 | 135802 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/22/29 | &nbsp;&nbsp;&nbsp; GBP1,000 | 1379334 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/16/30 | &nbsp;&nbsp;&nbsp; GBP1,000 | 1378235 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/31/28 | &nbsp;&nbsp;&nbsp; GBP100 | 138779 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/20/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD500 | 345963 |
| &nbsp;&nbsp;&nbsp; 4.60%, 10/19/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD550 | 384102 |
| &nbsp;&nbsp;&nbsp; 4.90%, 12/05/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; AUD950 | 648640 |
| &nbsp;&nbsp;&nbsp; Isdb Trust Services No. 2 SARL, 2.80%, <br> 11/05/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR400 | 474196 |
| &nbsp;&nbsp;&nbsp; Isle of Man Government International Bonds, <br> 1.63%, 09/14/51<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP150 | 91217 |
| &nbsp;&nbsp;&nbsp; Jersey International Bonds, 2.88%, <br> 05/06/52<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | 84513 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Supranational (continued)** | **Supranational (continued)** | **Supranational (continued)** |
| Nordic Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 04/30/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR600 | $692909 |
| &nbsp;&nbsp;&nbsp; 2.13%, 05/23/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR200 | 236329 |
| &nbsp;&nbsp;&nbsp; 4.05%, 09/11/30 | &nbsp;&nbsp;&nbsp; AUD400 | 270172 |
| &nbsp;&nbsp;&nbsp; Series ., 2.88%, 03/19/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR522 | 622174 |
|  |  | 372558027 |
| **Sweden — 0.5%** | **Sweden — 0.5%** | **Sweden — 0.5%** |
| Kommuninvest I Sverige AB |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 06/10/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK16,860 | 1881564 |
| &nbsp;&nbsp;&nbsp; 0.88%, 09/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1121915 |
| &nbsp;&nbsp;&nbsp; 1.00%, 11/12/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK5,000 | 557158 |
| &nbsp;&nbsp;&nbsp; 2.38%, 07/03/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1184520 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/04/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR400 | 476573 |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,100 | 1287467 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/12/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR510 | 608592 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/23/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,150 | 1381090 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR500 | 600595 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/18/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK9,120 | 1034482 |
| Svensk Exportkredit AB, 3.38%, 08/30/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR1,000 | 1216908 |
| Sveriges Sakerstallda Obligationer AB |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 06/09/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK2,000 | 195766 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/14/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK2,000 | 230684 |
| Sweden Government Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 05/12/31<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; SEK56,095 | 5614790 |
| &nbsp;&nbsp;&nbsp; 0.50%, 11/24/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK14,910 | 1047037 |
| &nbsp;&nbsp;&nbsp; 0.75%, 05/12/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK132,455 | 14460800 |
| &nbsp;&nbsp;&nbsp; 0.75%, 11/12/29<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; SEK79,590 | 8475409 |
| &nbsp;&nbsp;&nbsp; 1.38%, 06/23/71<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK2,365 | 143696 |
| &nbsp;&nbsp;&nbsp; 1.75%, 11/11/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK21,850 | 2308870 |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK15,310 | 1698014 |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/11/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK30,760 | 3320639 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/15/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK8,000 | 872393 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/30/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; SEK14,130 | 1685662 |
| &nbsp;&nbsp;&nbsp; Sweden Government International Bonds, <br> 0.13%, 09/09/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; SEK23,690 | 2416833 |
|  |  | 53821457 |
| **Switzerland — 2.1%** | **Switzerland — 2.1%** | **Switzerland — 2.1%** |
| &nbsp;&nbsp;&nbsp; Agricultural Development Bank of China, <br> 2.30%, 07/04/34<br>| &nbsp;&nbsp;&nbsp; CNY166,760 | 24632074 |
| Canton of Zurich, 0.00%, 11/10/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF300 | 371131 |
| China Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 1.27%, 01/06/30 | &nbsp;&nbsp;&nbsp; CNY70,500 | 9972663 |
| &nbsp;&nbsp;&nbsp; 1.47%, 02/14/28 | &nbsp;&nbsp;&nbsp; CNY228,400 | 32759147 |
| &nbsp;&nbsp;&nbsp; 1.87%, 09/05/35 | &nbsp;&nbsp;&nbsp; CNY90,230 | 12857329 |
| &nbsp;&nbsp;&nbsp; 2.63%, 01/08/34 | &nbsp;&nbsp;&nbsp; CNY244,500 | 36986929 |
| &nbsp;&nbsp;&nbsp; 2.82%, 05/22/33 | &nbsp;&nbsp;&nbsp; CNY240,520 | 36782382 |
| &nbsp;&nbsp;&nbsp; 2.96%, 07/18/32 | &nbsp;&nbsp;&nbsp; CNY131,750 | 20228745 |
| &nbsp;&nbsp;&nbsp; 4.24%, 08/24/27 | &nbsp;&nbsp;&nbsp; CNY9,000 | 1347206 |
| Export-Import Bank of China(The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.01%, 04/12/27 | &nbsp;&nbsp;&nbsp; CNY56,400 | 8155603 |
| &nbsp;&nbsp;&nbsp; 2.31%, 03/15/29 | &nbsp;&nbsp;&nbsp; CNY26,300 | 3855720 |
| Swiss Confederation Government Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 06/22/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF21,242 | 27542720 |
| &nbsp;&nbsp;&nbsp; 0.00%, 06/26/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF16,063 | 20477683 |
| &nbsp;&nbsp;&nbsp; 0.00%, 07/24/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF5,179 | 6386984 |
| &nbsp;&nbsp;&nbsp; 0.50%, 06/27/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF2,450 | 3239337 |
| &nbsp;&nbsp;&nbsp; 0.50%, 06/28/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF2,740 | 3576163 |
| &nbsp;&nbsp;&nbsp; 0.50%, 05/24/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; CHF3,670 | 4839283 |
|  |  | 254011099 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Thailand — 0.7%** | **Thailand — 0.7%** | **Thailand — 0.7%** |
| Thailand Government Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 06/17/27 | &nbsp;&nbsp;&nbsp; THB141,804 | $4496589 |
| &nbsp;&nbsp;&nbsp; 1.59%, 12/17/35 | &nbsp;&nbsp;&nbsp; THB55,508 | 1698016 |
| &nbsp;&nbsp;&nbsp; 1.60%, 12/17/29 | &nbsp;&nbsp;&nbsp; THB45,481 | 1459637 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/17/31 | &nbsp;&nbsp;&nbsp; THB125,891 | 4115068 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/17/42 | &nbsp;&nbsp;&nbsp; THB57,415 | 1678987 |
| &nbsp;&nbsp;&nbsp; 2.13%, 12/17/26 | &nbsp;&nbsp;&nbsp; THB36,520 | 1170605 |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/17/27 | &nbsp;&nbsp;&nbsp; THB74,230 | 2387261 |
| &nbsp;&nbsp;&nbsp; 2.35%, 06/17/26 | &nbsp;&nbsp;&nbsp; THB61,380 | 1959425 |
| &nbsp;&nbsp;&nbsp; 2.40%, 11/17/27 | &nbsp;&nbsp;&nbsp; THB91,190 | 2959090 |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/17/29 | &nbsp;&nbsp;&nbsp; THB100,000 | 3287464 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/17/29 | &nbsp;&nbsp;&nbsp; THB200,000 | 6634639 |
| &nbsp;&nbsp;&nbsp; 2.65%, 06/17/28 | &nbsp;&nbsp;&nbsp; THB40,000 | 1313025 |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/17/40 | &nbsp;&nbsp;&nbsp; THB93,000 | 3059115 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/17/52 | &nbsp;&nbsp;&nbsp; THB41,420 | 1297618 |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/17/34 | &nbsp;&nbsp;&nbsp; THB223,210 | 7614755 |
| &nbsp;&nbsp;&nbsp; 2.88%, 12/17/28 | &nbsp;&nbsp;&nbsp; THB100,030 | 3322960 |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/17/46 | &nbsp;&nbsp;&nbsp; THB64,910 | 2098016 |
| &nbsp;&nbsp;&nbsp; 3.15%, 06/17/50 | &nbsp;&nbsp;&nbsp; THB158,280 | 5273695 |
| &nbsp;&nbsp;&nbsp; 3.30%, 06/17/38 | &nbsp;&nbsp;&nbsp; THB67,106 | 2363242 |
| &nbsp;&nbsp;&nbsp; 3.35%, 06/17/33 | &nbsp;&nbsp;&nbsp; THB57,877 | 2048704 |
| &nbsp;&nbsp;&nbsp; 3.39%, 06/17/37 | &nbsp;&nbsp;&nbsp; THB110,440 | 3949963 |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/17/36 | &nbsp;&nbsp;&nbsp; THB40,918 | 1470116 |
| &nbsp;&nbsp;&nbsp; 3.45%, 06/17/43 | &nbsp;&nbsp;&nbsp; THB123,850 | 4319006 |
| &nbsp;&nbsp;&nbsp; 3.58%, 12/17/27 | &nbsp;&nbsp;&nbsp; THB18,200 | 603704 |
| &nbsp;&nbsp;&nbsp; 3.60%, 06/17/67 | &nbsp;&nbsp;&nbsp; THB72,950 | 2677043 |
| &nbsp;&nbsp;&nbsp; 3.65%, 06/20/31 | &nbsp;&nbsp;&nbsp; THB31,080 | 1102918 |
| &nbsp;&nbsp;&nbsp; 3.80%, 06/14/41 | &nbsp;&nbsp;&nbsp; THB2,000 | 74221 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/17/55 | &nbsp;&nbsp;&nbsp; THB141,050 | 5459466 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/17/66 | &nbsp;&nbsp;&nbsp; THB29,000 | 1180131 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/17/72 | &nbsp;&nbsp;&nbsp; THB43,570 | 1772733 |
| &nbsp;&nbsp;&nbsp; 4.26%, 12/12/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; THB35,800 | 1368357 |
| &nbsp;&nbsp;&nbsp; 4.68%, 06/29/44 | &nbsp;&nbsp;&nbsp; THB17,120 | 694654 |
| &nbsp;&nbsp;&nbsp; 4.85%, 06/17/61 | &nbsp;&nbsp;&nbsp; THB4,500 | 204441 |
|  |  | 85114664 |
| **United Kingdom — 5.4%** | **United Kingdom — 5.4%** | **United Kingdom — 5.4%** |
| &nbsp;&nbsp;&nbsp; European Bank for Reconstruction & <br> Development, 3.88%, 02/07/29<br>| &nbsp;&nbsp;&nbsp; GBP200 | 273209 |
| &nbsp;&nbsp;&nbsp; International Finance Facility for Immunisation <br> Co., 4.25%, 02/28/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; GBP200 | 275767 |
| LCR Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/07/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP150 | 208139 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/07/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP200 | 259973 |
| Transport for London |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/23/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP350 | 389032 |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/01/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP300 | 415590 |
| United Kingdom Gilt |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 01/31/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP11,250 | 14414203 |
| &nbsp;&nbsp;&nbsp; 0.25%, 07/31/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP10,132 | 11345101 |
| &nbsp;&nbsp;&nbsp; 0.38%, 10/22/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP11,097 | 12916439 |
| &nbsp;&nbsp;&nbsp; 0.50%, 01/31/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP12,100 | 15058693 |
| &nbsp;&nbsp;&nbsp; 0.50%, 10/22/61<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP7,162 | 2480039 |
| &nbsp;&nbsp;&nbsp; 0.63%, 07/31/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP14,139 | 13588804 |
| &nbsp;&nbsp;&nbsp; 0.63%, 10/22/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP8,630 | 4320483 |
| &nbsp;&nbsp;&nbsp; 0.88%, 10/22/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP13,210 | 16263136 |
| &nbsp;&nbsp;&nbsp; 0.88%, 07/31/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP14,519 | 15536496 |
| &nbsp;&nbsp;&nbsp; 0.88%, 01/31/46<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP10,994 | 7007948 |
| &nbsp;&nbsp;&nbsp; 1.00%, 01/31/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP10,706 | 12246254 |
| &nbsp;&nbsp;&nbsp; 1.13%, 01/31/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP7,531 | 6656248 |
| &nbsp;&nbsp;&nbsp; 1.13%, 10/22/73<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP3,898 | 1684467 |
| &nbsp;&nbsp;&nbsp; 1.25%, 07/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP5,420 | 7166197 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** |
| &nbsp;&nbsp;&nbsp; 1.25%, 10/22/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP14,092 | $11472635 |
| &nbsp;&nbsp;&nbsp; 1.25%, 07/31/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP16,457 | 9858320 |
| &nbsp;&nbsp;&nbsp; 1.50%, 07/22/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP6,810 | 4862620 |
| &nbsp;&nbsp;&nbsp; 1.50%, 07/31/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP6,378 | 3960135 |
| &nbsp;&nbsp;&nbsp; 1.63%, 10/22/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP10,520 | 13641493 |
| &nbsp;&nbsp;&nbsp; 1.63%, 10/22/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP8,704 | 5518471 |
| &nbsp;&nbsp;&nbsp; 1.63%, 10/22/71<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP8,420 | 4582914 |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/07/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP10,946 | 11041721 |
| &nbsp;&nbsp;&nbsp; 1.75%, 01/22/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP9,330 | 6850993 |
| &nbsp;&nbsp;&nbsp; 1.75%, 07/22/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP15,048 | 9538343 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/22/65<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP6,053 | 4547272 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/31/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP9,880 | 12685329 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/22/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP4,908 | 5224257 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/22/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP8,783 | 9598447 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/22/68<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP7,284 | 7088216 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/29/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP6,024 | 7457274 |
| &nbsp;&nbsp;&nbsp; 3.75%, 07/22/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP6,120 | 6572549 |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/22/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP9,270 | 9855975 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/22/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP18,640 | 25362100 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/22/60<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP6,725 | 7397540 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/22/63<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP3,420 | 3721194 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/22/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP10,569 | 14576481 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/07/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP6,452 | 8921597 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/07/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP9,773 | 13474966 |
| &nbsp;&nbsp;&nbsp; 4.25%, 07/31/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP8,250 | 11130012 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/07/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP10,860 | 14418357 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/07/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP6,059 | 7771473 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/07/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP6,862 | 8688870 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/07/46<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP3,669 | 4413613 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/07/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP5,126 | 6078021 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/07/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP6,596 | 7654163 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/07/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP14,740 | 20422193 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/07/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP6,920 | 9619684 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/31/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP7,077 | 9146412 |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/31/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP7,561 | 8963670 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/07/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP25,718 | 35766202 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/07/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP10,695 | 14700618 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/07/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP10,140 | 13852154 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/07/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP6,864 | 8784049 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/31/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP13,451 | 18684329 |
| &nbsp;&nbsp;&nbsp; 4.75%, 12/07/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP12,122 | 17191401 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/22/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP8,384 | 11611573 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** |
| &nbsp;&nbsp;&nbsp; 4.75%, 12/07/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP8,891 | $12083382 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/22/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP17,482 | 22837495 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/31/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP3,090 | 4343034 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/31/56<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP1,850 | 2573569 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/07/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP518 | 753014 |
|  |  | 631804348 |
| **Total Foreign Government Obligations — 79.0%** <br>**(Cost: $9,357,086,281)** | **Total Foreign Government Obligations — 79.0%** <br>**(Cost: $9,357,086,281)** | 9325694105 |
| **Total Long-Term Investments — 97.9%** <br>**(Cost: $11,477,487,984)** | **Total Long-Term Investments — 97.9%** <br>**(Cost: $11,477,487,984)** | 11557673711 |
|  | &nbsp;&nbsp; *Shares* |  |
| **Short-Term Securities** | **Short-Term Securities** | **Short-Term Securities** |
| **Money Market Funds — 0.2%** | **Money Market Funds — 0.2%** | **Money Market Funds — 0.2%** |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Treasury, SL Agency <br> Shares, 3.64%<sup>(g)(h)</sup><br>| &nbsp;&nbsp;&nbsp; 19960000 | 19960000 |
| **Total Short-Term Securities — 0.2%** <br>**(Cost: $19,960,000)** | **Total Short-Term Securities — 0.2%** <br>**(Cost: $19,960,000)** | 19960000 |
| **Total Investments — 98.1%** <br>**(Cost: $11,497,447,984)** | **Total Investments — 98.1%** <br>**(Cost: $11,497,447,984)** | 11577633711 |
| **Other Assets Less Liabilities — 1.9%** | **Other Assets Less Liabilities — 1.9%** | 220505974 |
| **Net Assets — 100.0%** | **Net Assets — 100.0%** | $11798139685 |

---

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

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

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

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

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

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

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

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

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

**Affiliates**

Investments in issuers considered to be affiliate(s) of the Fund during the period ended January 31, 2026 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at* <br>*10/31/25*<br>| *Purchases* <br>*at Cost*<br>| &nbsp;&nbsp; *Net Realized* <br>*Gain (Loss)*<br>| *Change in* <br>*Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>| *Value at* <br>*01/31/26*<br>| *Shares* <br>*Held at* <br>*01/31/26*<br>| *Income* | *Capital* <br>*Gain* <br>*Distributions* <br>*from* <br>*Underlying* <br>*Funds*<br>|
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Treasury, SL Agency <br> Shares<br>| $49590000 | $—<br> $(29630000 )<sup>(a)</sup><br>| $— | $— | $19960000 | 19960000 | $287159 | $— |

---

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

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

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

**Forward Foreign Currency Exchange Contracts** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Currency Purchased* | *Currency Purchased* | *Currency Sold* | *Currency Sold* | *Counterparty* | *Settlement Date* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Unrealized* <br>*Appreciation* <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| CAD | 15670000 | USD | 11448319 | JPMorgan Chase Bank N.A. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $60264 |
| CNY | 14897230297 | USD | 2143638000 | State Street Bank & Trust Company | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 311096 |
| EUR | 15590000 | USD | 18335101 | JPMorgan Chase Bank N.A. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144498 |
| JPY | 1789260000 | USD | 11443671 | State Street Bank & Trust Company | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117844 |
| SEK | 31600000 | USD | 3437644 | JPMorgan Chase Bank N.A. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109928 |
| USD | 2301756 | THB | 72030000 | UBS AG | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12546 |
| GBP | 2570000 | USD | 3516553 | JPMorgan Chase Bank N.A. | 03/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4 |
| USD | 321816272 | AUD | 458515000 | State Street Bank & Trust Company | 03/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2543924 |
| USD | 312810089 | CAD | 421700000 | Deutsche Bank Securities Inc. | 03/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2730977 |
| USD | 4621084 | CAD | 6250000 | JPMorgan Chase Bank N.A. | 03/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25413 |
| USD | 312862975 | CAD | 421705000 | Societe Generale | 03/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2780186 |
| USD | 138004391 | CHF | 105655000 | State Street Bank & Trust Company | 03/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 919890 |
| USD | 2158228722 | CNY | 14976580297 | State Street Bank & Trust Company | 03/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7935064 |
| USD | 37572388 | CZK | 765135000 | Morgan Stanley & Co. International PLC | 03/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 298549 |
| USD | 48697273 | DKK | 304160000 | JPMorgan Chase Bank N.A. | 03/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 341536 |
| USD | 2606281932 | EUR | 2183410000 | Bank of New York | 03/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14756458 |
| USD | 35605276 | EUR | 29890000 | Morgan Stanley & Co. International PLC | 03/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128340 |
| USD | 2615893303 | EUR | 2183410000 | Societe Generale | 03/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24367829 |
| USD | 462946808 | GBP | 335890000 | Citibank N.A. | 03/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3345051 |
| USD | 462795758 | GBP | 335890000 | Deutsche Bank Securities Inc. | 03/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3194002 |
| USD | 16086929 | HUF | 5143580000 | Morgan Stanley & Co. International PLC | 03/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 136244 |
| USD | 622348841 | JPY | 95638717500 | Deutsche Bank Securities Inc. | 03/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2885972 |
| USD | 622828951 | JPY | 95638717500 | Morgan Stanley & Co. International PLC | 03/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3366082 |
| USD | 88877359 | MXN | 1539785000 | Citibank N.A. | 03/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 984044 |
| USD | 22191128 | NOK | 213105000 | JPMorgan Chase Bank N.A. | 03/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65566 |
| USD | 40662267 | NZD | 67140000 | UBS AG | 03/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195184 |
| USD | 72304660 | PLN | 254910000 | JPMorgan Chase Bank N.A. | 03/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 566420 |
| USD | 27967588 | RON | 119555000 | Societe Generale | 03/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 188003 |
| USD | 85117741 | SEK | 749970000 | JPMorgan Chase Bank N.A. | 03/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 803124 |
| USD | 49872403 | SGD | 63075000 | Citibank N.A. | 03/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191597 |
| THB | 71670000 | USD | 2278131 | UBS AG | 03/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4062 |
| USD | 89892197 | THB | 2818435000 | Deutsche Bank Securities Inc. | 03/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144553 |
| USD | 40803615 | ILS | 125975000 | UBS AG | 03/05/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 153603 |
| KRW | 9740850000 | USD | 6602636 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 121795 |
| USD | 89396121 | IDR | 1496982746213 | Citibank N.A. | 03/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 257078 |
| USD | 2289169 | IDR | 38409970000 | JPMorgan Chase Bank N.A. | 03/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2017 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74188743 |
| AUD | 458515000 | USD | 321831678 | State Street Bank & Trust Company | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(2544658)<br>|
| CAD | 421700000 | USD | 312438875 | Deutsche Bank Securities Inc. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2727988)<br>|
| CAD | 421705000 | USD | 312491085 | Societe Generale | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2776525)<br>|
| CHF | 102045000 | USD | 132919554 | State Street Bank & Trust Company | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (916449)<br>|
| CZK | 765135000 | USD | 37561856 | Morgan Stanley & Co. International PLC | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (298455)<br>|
| DKK | 304160000 | USD | 48617449 | JPMorgan Chase Bank N.A. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (340766)<br>|
| EUR | 2183410000 | USD | 2602843061 | Bank of New York | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (14738992)<br>|
| EUR | 2183410000 | USD | 2612450065 | Societe Generale | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (24345996)<br>|
| GBP | 335890000 | USD | 462960546 | Citibank N.A. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3345353)<br>|
| GBP | 335890000 | USD | 462809395 | Deutsche Bank Securities Inc. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3194203)<br>|
| HUF | 5143580000 | USD | 16118517 | Morgan Stanley & Co. International PLC | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (133877)<br>|
| ILS | 125975000 | USD | 40795674 | UBS AG | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (153988)<br>|
| JPY | 95638717500 | USD | 620861307 | Deutsche Bank Securities Inc. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2880450)<br>|
| JPY | 95638717500 | USD | 621341304 | Morgan Stanley & Co. International PLC | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3360446)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Currency Purchased* | *Currency Purchased* | *Currency Sold* | *Currency Sold* | *Counterparty* | *Settlement Date* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Unrealized*<br> *Appreciation*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| MXN | 1539785000 | USD | 89104643 | Citibank N.A. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(996094)<br>|
| NOK | 213105000 | USD | 22193698 | JPMorgan Chase Bank N.A. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (65564)<br>|
| NZD | 67140000 | USD | 40619700 | UBS AG | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (194714)<br>|
| PLN | 254910000 | USD | 72310586 | JPMorgan Chase Bank N.A. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (565581)<br>|
| RON | 119555000 | USD | 28005388 | Societe Generale | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (188638)<br>|
| SEK | 749970000 | USD | 84997269 | JPMorgan Chase Bank N.A. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (801928)<br>|
| SGD | 63075000 | USD | 49774702 | Citibank N.A. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (191336)<br>|
| THB | 2818435000 | USD | 89827735 | Deutsche Bank Securities Inc. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (254081)<br>|
| USD | 298700077 | AUD | 446535000 | Deutsche Bank Securities Inc. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12244668)<br>|
| USD | 7996273 | AUD | 11980000 | JPMorgan Chase Bank N.A. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (346003)<br>|
| USD | 303349184 | CAD | 414648000 | Citibank N.A. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1182474)<br>|
| USD | 303004062 | CAD | 414647000 | Societe Generale | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1526861)<br>|
| USD | 21728302 | CAD | 29780000 | State Street Bank & Trust Company | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (143148)<br>|
| USD | 126820928 | CHF | 100235000 | Deutsche Bank Securities Inc. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2840802)<br>|
| USD | 2292012 | CHF | 1810000 | State Street Bank & Trust Company | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (49363)<br>|
| USD | 2130069845 | CNY | 14897230297 | State Street Bank & Trust Company | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13879252)<br>|
| USD | 2297751 | CZK | 47270000 | Morgan Stanley & Co. International PLC | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4379)<br>|
| USD | 34855545 | CZK | 717865000 | Societe Generale | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (105725)<br>|
| USD | 49073848 | DKK | 311590000 | Deutsche Bank Securities Inc. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (382134)<br>|
| USD | 2529406666 | EUR | 2148815000 | Bank of New York | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17690235)<br>|
| USD | 2539575401 | EUR | 2158575000 | Societe Generale | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19090511)<br>|
| USD | 88284309 | EUR | 75020000 | State Street Bank & Trust Company | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (640615)<br>|
| USD | 444452988 | GBP | 330365000 | JPMorgan Chase Bank N.A. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7602069)<br>|
| USD | 2306492 | GBP | 1720000 | Morgan Stanley & Co. International PLC | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (47071)<br>|
| USD | 19525815 | GBP | 14470000 | State Street Bank & Trust Company | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (274214)<br>|
| USD | 440910499 | GBP | 327795000 | UBS AG | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7627898)<br>|
| USD | 2301935 | HUF | 753990000 | Morgan Stanley & Co. International PLC | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (41231)<br>|
| USD | 13388637 | HUF | 4389590000 | State Street Bank & Trust Company | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (252838)<br>|
| USD | 2287190 | ILS | 7290000 | Morgan Stanley & Co. International PLC | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (64688)<br>|
| USD | 37237600 | ILS | 118685000 | State Street Bank & Trust Company | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1052207)<br>|
| USD | 596762619 | JPY | 93231222500 | Deutsche Bank Securities Inc. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5661925)<br>|
| USD | 40056589 | JPY | 6258860000 | JPMorgan Chase Bank N.A. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (385774)<br>|
| USD | 11467028 | JPY | 1794250000 | Societe Generale | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (126730)<br>|
| USD | 9183831 | JPY | 1434980000 | State Street Bank & Trust Company | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (88462)<br>|
| USD | 587763756 | JPY | 91789302500 | UBS AG | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5343652)<br>|
| USD | 85494215 | MXN | 1539785000 | State Street Bank & Trust Company | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2614334)<br>|
| USD | 21163509 | NOK | 213105000 | JPMorgan Chase Bank N.A. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (964625)<br>|
| USD | 38761439 | NZD | 67140000 | Deutsche Bank Securities Inc. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1663547)<br>|
| USD | 67440096 | PLN | 242570000 | Citibank N.A. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (831787)<br>|
| USD | 3431708 | PLN | 12340000 | Morgan Stanley & Co. International PLC | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (41413)<br>|
| USD | 27504126 | RON | 119555000 | JPMorgan Chase Bank N.A. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (312623)<br>|
| USD | 84942095 | SEK | 781570000 | Deutsche Bank Securities Inc. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2800819)<br>|
| USD | 49136847 | SGD | 63075000 | Citibank N.A. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (446519)<br>|
| USD | 87083789 | THB | 2746405000 | State Street Bank & Trust Company | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (200654)<br>|
| DKK | 29480000 | USD | 4686771 | JPMorgan Chase Bank N.A. | 03/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4)<br>|
| GBP | 1670000 | USD | 2291598 | JPMorgan Chase Bank N.A. | 03/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6519)<br>|
| JPY | 2294890000 | USD | 14912471 | State Street Bank & Trust Company | 03/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (48207)<br>|
| USD | 10590986 | AUD | 15210000 | JPMorgan Chase Bank N.A. | 03/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (14)<br>|
| USD | 42183002 | EUR | 35540000 | State Street Bank & Trust Company | 03/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13)<br>|
| USD | 17468018 | JPY | 2696910000 | State Street Bank & Trust Company | 03/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (175)<br>|
| USD | 3508520 | MXN | 61470000 | State Street Bank & Trust Company | 03/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (283)<br>|
| KRW | 4952200000 | USD | 3446207 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (27540)<br>|
| USD | 2286446 | CLP | 2070080000 | Deutsche Bank Securities Inc. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (81832)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Currency Purchased* | *Currency Purchased* | *Currency Sold* | *Currency Sold* | *Counterparty* | *Settlement Date* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Unrealized*<br> *Appreciation*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| USD | 11923452 | CLP | 11040640000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(707609)<br>|
| USD | 235869573 | KRW | 344525250000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1967599)<br>|
| USD | 96294643 | MYR | 394625000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3953749)<br>|
| USD | 17643580 | PEN | 59660000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (46662)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (180427538)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(106238795)<br>|

---

**Fair Value Hierarchy as of Period End** 

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

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

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

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

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| Assets  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Long-Term Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds & Notes | &nbsp;&nbsp; $— | &nbsp;&nbsp; $2231979606 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $2231979606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Government Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 9325694105 | &nbsp;&nbsp; — | &nbsp;&nbsp; 9325694105 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Short-Term Securities  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Money Market Funds | &nbsp;&nbsp; 19960000 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 19960000 |
|  | &nbsp;&nbsp; $19960000 | &nbsp;&nbsp; $11557673711 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $11577633711 |
| Derivative Financial Instruments<sup>(a)</sup>  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Assets  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Exchange Contracts | &nbsp;&nbsp; $— | &nbsp;&nbsp; $74188743 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $74188743 |
| &nbsp;&nbsp;&nbsp; Liabilities  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Exchange Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp; (180427538)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (180427538)<br>|
|  | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(106238795)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; (106238795)<br>|

---

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

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

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

---

| | |
|:---|:---|
| **Currency Abbreviation** | **Currency Abbreviation** |
| AUD | Australian Dollar |
| CAD | Canadian Dollar |
| CHF | Swiss Franc |
| CLP | Chilean Peso |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core International Aggregate Bond ETF**

---

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

---

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

---

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

---

 <br> REIT Real Estate Investment Trust <br> SONIA Sterling Overnight Interbank Average Rate

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-01-31

**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:** $11659304049.53

**Total Liabilities:** $121365832.82

**Net Assets:** $11537938216.71

**Delayed Delivery Securities:** $2038954.06

**Cash Not Reported:** $78071288.32

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1547.86000000 | **1-Year:** 181667.88000000 | **5-Year:** 1480984.50000000 | **10-Year:** 1070778.98000000 | **30-Year:** 893807.39000000

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

- **3-Month:** -7.21000000 | **1-Year:** 24934.23000000 | **5-Year:** 337336.91000000 | **10-Year:** 37759.20000000 | **30-Year:** 520.65000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000161648 | -0.13%               | -0.18%               | 0.37%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4476974.68              | $-20731671.48                              |
| Month 2  | $-10866461.40            | $71477082.71                               |
| Month 3  | $4190040.01              | $122403146.97                              |

**Designated Index Information**

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

- **Index Identifier:** B10CTRUH

### Schedule of Portfolio Investments

| Name                                                      | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 00206RAU6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      500000 | PA      | $747209.95    | 0.01%             | 2040-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 00206RDY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      150000 | PA      | $105387.02    | 0.00%             | 2047-05-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 00206RGC0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      150000 | PA      | $108694.53    | 0.00%             | 2048-11-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 00206RJV5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      450000 | PA      | $495611.01    | 0.00%             | 2032-05-19      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ARC RESOURCES LTD                                         | ARC Resources Ltd                                                                | CUSIP: 00208DAC5<br>LEI: 5493000OCGNQZEVTDT08 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $148098.05    | 0.00%             | 2028-06-17      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE MONTREAL                                     | Aeroports de Montreal                                                            | CUSIP: 007863AG8<br>LEI: 549300KK0OFPB3OVOT20 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $119366.02    | 0.00%             | 2040-04-16      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE MONTREAL                                     | Aeroports de Montreal                                                            | CUSIP: 007863AL7<br>LEI: 549300KK0OFPB3OVOT20 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $83247.08     | 0.00%             | 2050-04-21      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE MONTREAL                                     | Aeroports de Montreal                                                            | CUSIP: 007863AM5<br>LEI: 549300KK0OFPB3OVOT20 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $89279.10     | 0.00%             | 2051-04-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| AIMCO REALTY INVESTORS                                    | AIMCo Realty Investors LP                                                        | CUSIP: 00889YAD3<br>LEI: 549300171YGHCAQDND83 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $144589.37    | 0.00%             | 2029-06-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| AIMCO REALTY INVESTORS                                    | AIMCo Realty Investors LP                                                        | CUSIP: 00889YAF8<br>LEI: 549300171YGHCAQDND83 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $230751.88    | 0.00%             | 2030-02-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| AIMCO REALTY INVESTORS                                    | AIMCo Realty Investors LP                                                        | CUSIP: 00889YAG6<br>LEI: 549300171YGHCAQDND83 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $155986.06    | 0.00%             | 2034-05-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ALBERTA POWERLINE LP                                      | Alberta Powerline LP                                                             | CUSIP: 013047AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      195929 | PA      | $126815.66    | 0.00%             | 2053-12-01      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051DK0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      125000 | PA      | $80547.07     | 0.00%             | 2043-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051DS3<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1390000 | PA      | $848662.73    | 0.01%             | 2046-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051DT1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $220306.38    | 0.00%             | 2026-06-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051DW4<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1080000 | PA      | $794182.73    | 0.01%             | 2027-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051DY0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1030000 | PA      | $592231.44    | 0.01%             | 2048-12-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051EB9<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1050000 | PA      | $774318.83    | 0.01%             | 2028-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051ED5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     2140000 | PA      | $1228704.61   | 0.01%             | 2050-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051EG8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1600000 | PA      | $1129491.95   | 0.01%             | 2030-06-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051EP8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     2000000 | PA      | $1361444.23   | 0.01%             | 2031-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051EQ6<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      770000 | PA      | $425192.74    | 0.00%             | 2052-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051ER4<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      900000 | PA      | $690573.38    | 0.01%             | 2033-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051ES2<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1550000 | PA      | $1114074.91   | 0.01%             | 2054-12-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051EU7<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $763739.84    | 0.01%             | 2029-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051EW3<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1500000 | PA      | $1120011.58   | 0.01%             | 2035-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051EX1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $218528.40    | 0.00%             | 2032-06-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 01306ZCV1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $220521.84    | 0.00%             | 2029-09-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 01306ZDC2<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $150542.47    | 0.00%             | 2033-12-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ALECTRA INC                                               | Alectra Inc                                                                      | CUSIP: 014443AG0<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $109861.17    | 0.00%             | 2027-05-17      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| ALECTRA INC                                               | Alectra Inc                                                                      | CUSIP: 014443AL9<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $137507.28    | 0.00%             | 2031-02-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ALECTRA INC                                               | Alectra Inc                                                                      | CUSIP: 014443AM7<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $39093.08     | 0.00%             | 2052-11-14      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| ALECTRA INC                                               | Alectra Inc                                                                      | CUSIP: 014443AN5<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $115507.85    | 0.00%             | 2034-06-13      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ALECTRA INC                                               | Alectra Inc                                                                      | CUSIP: 014443AQ8<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $112777.97    | 0.00%             | 2034-10-30      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                  | Alimentation Couche-Tard Inc                                                     | CUSIP: 01626PAS5<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $317836.07    | 0.00%             | 2030-09-25      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| ALLIED PROPERTIES REIT                                    | Allied Properties Real Estate Investment Trust                                   | CUSIP: 019456AL6<br>LEI: 549300AMZMPKVHA0MY77 | Long             | DBT              |  | CA        |     1000000 | PA      | $754124.23    | 0.01%             | 2029-02-24      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| ALTALINK LP                                               | AltaLink LP                                                                      | CUSIP: 02135ZAF3<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $136505.72    | 0.00%             | 2042-06-30      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| ALTALINK LP                                               | AltaLink LP                                                                      | CUSIP: 02135ZAK2<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $152017.02    | 0.00%             | 2043-09-17      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| ALTALINK LP                                               | AltaLink LP                                                                      | CUSIP: 02135ZAQ9<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $67962.80     | 0.00%             | 2045-06-30      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| ALTALINK LP                                               | AltaLink LP                                                                      | CUSIP: 02135ZAS5<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $31962.54     | 0.00%             | 2046-12-03      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| ALTALINK LP                                               | AltaLink LP                                                                      | CUSIP: 021374AC7<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $411734.29    | 0.00%             | 2030-09-11      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| ALTALINK LP                                               | AltaLink LP                                                                      | CUSIP: 021374AD5<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $232795.62    | 0.00%             | 2032-11-28      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| ALTALINK LP                                               | AltaLink LP                                                                      | CUSIP: 021374AE3<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $162242.23    | 0.00%             | 2055-10-11      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| ALTALINK LP                                               | AltaLink LP                                                                      | CUSIP: 021374AF0<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $218412.94    | 0.00%             | 2054-05-22      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                               | AltaGas Ltd                                                                      | CUSIP: 02138ZAQ6<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $111670.86    | 0.00%             | 2027-10-04      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                               | AltaGas Ltd                                                                      | CUSIP: 02138ZAZ6<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |      350000 | PA      | $255104.37    | 0.00%             | 2027-03-16      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                               | AltaGas Ltd                                                                      | CUSIP: 02138ZBJ1<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $155704.89    | 0.00%             | 2034-03-14      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                               | AltaGas Ltd                                                                      | CUSIP: 02138ZBK8<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $155249.07    | 0.00%             | 2054-03-14      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                              | CUSIP: 03027XAS9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      325000 | PA      | $384818.09    | 0.00%             | 2026-05-22      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                                  | Anheuser-Busch InBev Finance Inc                                                 | CUSIP: 03524BAH9<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |      100000 | PA      | $67011.63     | 0.00%             | 2047-05-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 045167FD0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $143166.36    | 0.00%             | 2028-05-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 04650NAE4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      855000 | PA      | $1003265.92   | 0.01%             | 2029-12-17      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ATCO LTD                                                  | Atco Ltd/Canada                                                                  | CUSIP: 046789AB9<br>LEI: 5299005SPZ1QYL51JD25 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $74556.68     | 0.00%             | 2030-05-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 04686PAG2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      500000 | PA      | $362588.27    | 0.00%             | 2035-09-19      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     9773000 | PA      | $13474965.70  | 0.12%             | 2032-06-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LCR FINANCE PLC                                           | LCR Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 2138008GSNH2EM5YC581 | Long             | DBT              | NUSS              | GB        |      200000 | PA      | $259973.43    | 0.00%             | 2038-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LCR FINANCE PLC                                           | LCR Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 2138008GSNH2EM5YC581 | Long             | DBT              | NUSS              | GB        |      150000 | PA      | $208138.78    | 0.00%             | 2028-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BPC GENERATION INFRASTRU                                  | BPC Generation Infrastructure Trust                                              | CUSIP: 05617NAC7<br>LEI: 549300QG6RFGSPHODT95 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $147795.15    | 0.00%             | 2035-09-29      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 060505FU3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $72715.89     | 0.00%             | 2029-04-04      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 060505GF5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      600000 | PA      | $444015.64    | 0.00%             | 2028-03-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368AAA8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $36777.59     | 0.00%             | 2026-12-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368BTX6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $369016.17    | 0.00%             | 2028-03-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368DPC2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $220180.43    | 0.00%             | 2026-03-10      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368DTH7<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $109843.59    | 0.00%             | 2026-05-28      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368DW26<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $370629.88    | 0.00%             | 2027-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368L5G7<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $456942.74    | 0.00%             | 2029-07-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368LB88<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $152264.43    | 0.00%             | 2028-12-18      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368LEY8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $453847.38    | 0.00%             | 2027-12-07      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368LNK8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $765930.17    | 0.01%             | 2028-05-29      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06369ZCH5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $155436.76    | 0.00%             | 2032-10-27      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06369ZCK8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $153593.16    | 0.00%             | 2034-07-03      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06369ZCL6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $1488477.05   | 0.01%             | 2035-03-05      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 064151S95<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $294674.73    | 0.00%             | 2028-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06415E4E2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $575844.18    | 0.00%             | 2027-11-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06415FFT4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $584413.32    | 0.01%             | 2026-11-02      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06415GDE7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $294345.28    | 0.00%             | 2027-03-08      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06415GDJ6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $297280.64    | 0.00%             | 2032-05-03      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06415GM98<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $543305.38    | 0.00%             | 2033-08-02      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 064164QM1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $382893.80    | 0.00%             | 2029-02-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06418MQT4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $230313.21    | 0.00%             | 2034-08-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06418MX74<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $744459.60    | 0.01%             | 2028-11-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06418MZ49<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      950000 | PA      | $714831.90    | 0.01%             | 2035-11-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06418Y4L9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $734309.73    | 0.01%             | 2032-01-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06418YXB9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $296218.63    | 0.00%             | 2031-06-27      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| bcIMC Realty Corp                                         | bcIMC Realty Corp                                                                | CUSIP: 07329VAR1<br>LEI: 254900UNUB2L2QPXR184 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73646.14     | 0.00%             | 2027-03-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BCI QUADREAL REALTY/TRUS                                  | BCI QuadReal Realty / BCI Quadreal Realty Trust                                  | CUSIP: 07337EAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      200000 | PA      | $137733.13    | 0.00%             | 2030-07-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BCI QUADREAL REALTY/TRUS                                  | BCI QuadReal Realty / BCI Quadreal Realty Trust                                  | CUSIP: 07337EAE8<br>LEI: 254900YMIAXSA3CWDD24 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73431.73     | 0.00%             | 2026-02-04      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZBR4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $133295.66    | 0.00%             | 2045-12-18      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZBX1<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $268410.60    | 0.00%             | 2047-02-27      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZBY9<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $148208.72    | 0.00%             | 2027-09-29      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCA0<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $186119.00    | 0.00%             | 2028-08-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCC6<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $144932.19    | 0.00%             | 2029-09-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCE2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $177625.26    | 0.00%             | 2030-05-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCF9<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $144711.25    | 0.00%             | 2027-08-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCG7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $142686.49    | 0.00%             | 2031-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCK8<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $162282.91    | 0.00%             | 2032-11-10      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCL6<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $152528.79    | 0.00%             | 2030-02-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCM4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145959.89    | 0.00%             | 2053-02-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCP7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $155556.82    | 0.00%             | 2053-08-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCQ5<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $775575.13    | 0.01%             | 2029-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCR3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $467129.71    | 0.00%             | 2034-08-24      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCT9<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $148782.14    | 0.00%             | 2033-03-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCU6<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $74652.33     | 0.00%             | 2036-03-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCV4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $222337.69    | 0.00%             | 2055-08-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                    | Berkshire Hathaway Inc                                                           | CUSIP: 084670BN7<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |      590000 | PA      | $690351.28    | 0.01%             | 2027-03-16      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| AEGON LTD                                                 | Aegon Ltd                                                                        | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |       50000 | PA      | $72663.48     | 0.00%             | 2031-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                             | CUSIP: 09857LAD0<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      430000 | PA      | $506679.71    | 0.00%             | 2027-03-03      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| BC FERRY SERVICES INC                                     | British Columbia Ferry Services Inc                                              | CUSIP: 110574AK6<br>LEI: 549300GCCHUAZ2PJN216 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $52750.19     | 0.00%             | 2049-10-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| BRITISH COL INV                                           | British Columbia Investment Management Corp                                      | CUSIP: 110610AA0<br>LEI: 549300C74Y46JUAO4N13 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $399338.96    | 0.00%             | 2033-06-02      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BRITISH COL INV                                           | British Columbia Investment Management Corp                                      | CUSIP: 110610AC6<br>LEI: 549300C74Y46JUAO4N13 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $743390.65    | 0.01%             | 2030-06-02      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BRITISH COL INV                                           | British Columbia Investment Management Corp                                      | CUSIP: 110610AD4<br>LEI: 549300C74Y46JUAO4N13 | Long             | DBT              | NUSS              | CA        |     1930000 | PA      | $1437768.64   | 0.01%             | 2035-06-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 1107098Y1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     1510000 | PA      | $1097718.34   | 0.01%             | 2042-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709AF9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     2200000 | PA      | $1487501.70   | 0.01%             | 2031-06-18      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709AG7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     1450000 | PA      | $765964.22    | 0.01%             | 2052-06-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709AK8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     2000000 | PA      | $1524188.07   | 0.01%             | 2034-06-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709AP7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     3000000 | PA      | $2241914.73   | 0.02%             | 2035-06-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709AS1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     1110000 | PA      | $816635.91    | 0.01%             | 2057-06-18      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709EK4<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $801461.34    | 0.01%             | 2029-06-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709EX6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       40000 | PA      | $33963.51     | 0.00%             | 2031-06-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709FV9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      120000 | PA      | $96034.49     | 0.00%             | 2031-06-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709FY3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      170000 | PA      | $133962.41    | 0.00%             | 2040-06-18      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709GC0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     1400000 | PA      | $861679.88    | 0.01%             | 2044-06-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709GH9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $147703.41    | 0.00%             | 2028-12-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709GJ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      920000 | PA      | $512232.24    | 0.00%             | 2050-06-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709GK2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     1540000 | PA      | $1093040.30   | 0.01%             | 2030-06-18      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709GL0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $364828.30    | 0.00%             | 2032-06-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709GM8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $693649.51    | 0.01%             | 2053-12-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709GN6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      800000 | PA      | $590246.29    | 0.01%             | 2033-06-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709GP1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     2740000 | PA      | $1963068.23   | 0.02%             | 2055-12-18      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 11070TAG3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     2170000 | PA      | $1194370.68   | 0.01%             | 2048-06-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 11070TAJ7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $146924.67    | 0.00%             | 2026-06-18      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 11070TAL2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $220609.53    | 0.00%             | 2027-06-18      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN II INC                                     | Brookfield Finance II Inc                                                        | CUSIP: 11271ZAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      500000 | PA      | $395846.58    | 0.00%             | 2032-12-14      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN II INC                                     | Brookfield Finance II Inc                                                        | CUSIP: 11271ZAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      200000 | PA      | $152109.08    | 0.00%             | 2055-12-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE PAR                                  | Brookfield Renewable Partners ULC                                                | CUSIP: 11282ZAM0<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $150724.18    | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE PAR                                  | Brookfield Renewable Partners ULC                                                | CUSIP: 11282ZAQ1<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $109940.08    | 0.00%             | 2050-08-13      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE PAR                                  | Brookfield Renewable Partners ULC                                                | CUSIP: 11282ZAR9<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $811463.93    | 0.01%             | 2032-11-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE PAR                                  | Brookfield Renewable Partners ULC                                                | CUSIP: 11282ZAT5<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $150142.77    | 0.00%             | 2054-01-10      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE PAR                                  | Brookfield Renewable Partners ULC                                                | CUSIP: 11282ZAU2<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $153549.44    | 0.00%             | 2034-10-20      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE PAR                                  | Brookfield Renewable Partners ULC                                                | CUSIP: 112910AC8<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $74330.46     | 0.00%             | 2055-09-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRA FIN ULC                                  | Brookfield Infrastructure Finance ULC                                            | CUSIP: 11291ZAE7<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $75097.13     | 0.00%             | 2028-09-11      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRA FIN ULC                                  | Brookfield Infrastructure Finance ULC                                            | CUSIP: 11291ZAF4<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146836.15    | 0.00%             | 2029-10-09      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRA FIN ULC                                  | Brookfield Infrastructure Finance ULC                                            | CUSIP: 11291ZAH0<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $316252.30    | 0.00%             | 2034-04-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRA FIN ULC                                  | Brookfield Infrastructure Finance ULC                                            | CUSIP: 11291ZAL1<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $244306.47    | 0.00%             | 2033-02-14      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRA FIN ULC                                  | Brookfield Infrastructure Finance ULC                                            | CUSIP: 11291ZAQ0<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $367811.89    | 0.00%             | 2035-09-24      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                            | Bruce Power LP                                                                   | CUSIP: 116705AE4<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $74983.59     | 0.00%             | 2029-06-21      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                            | Bruce Power LP                                                                   | CUSIP: 116705AG9<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73779.50     | 0.00%             | 2033-06-21      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                            | Bruce Power LP                                                                   | CUSIP: 116705AH7<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $70671.18     | 0.00%             | 2049-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                            | Bruce Power LP                                                                   | CUSIP: 116705AL8<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $151305.81    | 0.00%             | 2027-12-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                            | Bruce Power LP                                                                   | CUSIP: 116705AN4<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $153628.79    | 0.00%             | 2031-06-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                            | Bruce Power LP                                                                   | CUSIP: 116705AQ7<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $147217.19    | 0.00%             | 2034-12-21      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                            | Bruce Power LP                                                                   | CUSIP: 116705AR5<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146856.66    | 0.00%             | 2032-12-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                            | Bruce Power LP                                                                   | CUSIP: 116705AS3<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $514633.94    | 0.00%             | 2035-12-21      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                   | CGI Inc                                                                          | CUSIP: 12532HAH7<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $74588.10     | 0.00%             | 2027-09-07      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 12593CAH4<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $355283.71    | 0.00%             | 2029-09-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 12593CAV3<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $743341.14    | 0.01%             | 2028-03-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 12593CAW1<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $397298.53    | 0.00%             | 2033-06-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 12593CAX9<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $751334.01    | 0.01%             | 2029-06-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 12593CAY7<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |     1400000 | PA      | $1078226.31   | 0.01%             | 2034-06-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 12593CBA8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $371160.31    | 0.00%             | 2030-12-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 12593CBB6<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |     1920000 | PA      | $1437773.97   | 0.01%             | 2035-06-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 12593ZAA8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $380435.71    | 0.00%             | 2032-06-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CU INC                                                    | CU Inc                                                                           | CUSIP: 12657ZAK9<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $79085.79     | 0.00%             | 2035-11-21      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| CU INC                                                    | CU Inc                                                                           | CUSIP: 12657ZAW3<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145708.99    | 0.00%             | 2041-10-24      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CU INC                                                    | CU Inc                                                                           | CUSIP: 12657ZBB8<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $74172.39     | 0.00%             | 2043-09-09      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| CU INC                                                    | CU Inc                                                                           | CUSIP: 12657ZBE2<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $546525.39    | 0.00%             | 2044-09-02      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| CU INC                                                    | CU Inc                                                                           | CUSIP: 12657ZBG7<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $16701.47     | 0.00%             | 2045-07-27      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| CU INC                                                    | CU Inc                                                                           | CUSIP: 12657ZBK8<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $123321.85    | 0.00%             | 2047-11-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CU INC                                                    | CU Inc                                                                           | CUSIP: 12657ZBM4<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $109649.84    | 0.00%             | 2049-09-07      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| CU INC                                                    | CU Inc                                                                           | CUSIP: 12657ZBP7<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $111883.20    | 0.00%             | 2051-09-05      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| CALGARY AIRPORT AUTHORIT                                  | Calgary Airport Authority/The                                                    | CUSIP: 12959CAA7<br>LEI: 254900Q63DTCVHIU0H11 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $333350.92    | 0.00%             | 2036-10-07      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CALGARY AIRPORT AUTHORIT                                  | Calgary Airport Authority/The                                                    | CUSIP: 12959CAE9<br>LEI: 254900Q63DTCVHIU0H11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $119828.77    | 0.00%             | 2053-10-07      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087C93<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     3951000 | PA      | $2251288.53   | 0.02%             | 2064-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087D35<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4470000 | PA      | $2748811.21   | 0.02%             | 2048-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087F82<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     5577000 | PA      | $4020311.95   | 0.03%             | 2027-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087H23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     5000000 | PA      | $3624659.53   | 0.03%             | 2028-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087H72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    16269000 | PA      | $8310775.36   | 0.07%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087J39<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1930000 | PA      | $1395788.88   | 0.01%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087K37<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     9812000 | PA      | $6725722.14   | 0.06%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087L44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     9859000 | PA      | $6446756.69   | 0.06%             | 2030-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087M27<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4454000 | PA      | $3028671.00   | 0.03%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087M68<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     6708000 | PA      | $3150190.84   | 0.03%             | 2053-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087M84<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2974000 | PA      | $2158094.43   | 0.02%             | 2027-03-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4967000 | PA      | $3343960.69   | 0.03%             | 2031-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      521000 | PA      | $358092.46    | 0.00%             | 2032-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087N67<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1390000 | PA      | $1000422.38   | 0.01%             | 2029-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087N83<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    14332000 | PA      | $10570905.34  | 0.09%             | 2027-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087P32<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4290000 | PA      | $3021037.00   | 0.03%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087P57<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2610000 | PA      | $1952667.12   | 0.02%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     8541000 | PA      | $5029001.70   | 0.04%             | 2055-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087Q23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     5170000 | PA      | $3680594.25   | 0.03%             | 2033-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087Q72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     3325000 | PA      | $2440148.50   | 0.02%             | 2033-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087R48<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     3028000 | PA      | $2175271.04   | 0.02%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087R71<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      480000 | PA      | $357961.34    | 0.00%             | 2034-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087R89<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2750000 | PA      | $2067440.94   | 0.02%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087S21<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     9230000 | PA      | $6731570.47   | 0.06%             | 2034-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    12233000 | PA      | $8944258.05   | 0.08%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087S54<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     6641000 | PA      | $4907925.11   | 0.04%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087S62<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    10200000 | PA      | $7412483.71   | 0.06%             | 2035-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087S70<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     3610000 | PA      | $2470248.99   | 0.02%             | 2057-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087S88<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    18630000 | PA      | $13738540.78  | 0.12%             | 2027-05-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087T38<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    10400000 | PA      | $7579942.60   | 0.07%             | 2030-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087T46<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4000000 | PA      | $2939070.48   | 0.03%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087T53<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    14860000 | PA      | $10756063.06  | 0.09%             | 2035-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087T61<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     7000000 | PA      | $5139399.18   | 0.04%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087T95<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $730041.78    | 0.01%             | 2028-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087XG4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2790000 | PA      | $2382928.26   | 0.02%             | 2033-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087YQ1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     6523000 | PA      | $4980730.70   | 0.04%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087ZS6<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     6069000 | PA      | $4297460.35   | 0.04%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PFL2<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1160000 | PA      | $849958.94    | 0.01%             | 2026-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PFX6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1500000 | PA      | $1100231.10   | 0.01%             | 2027-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PGF4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      350000 | PA      | $255757.32    | 0.00%             | 2028-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PGL1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      800000 | PA      | $588189.96    | 0.01%             | 2028-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PGS6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      920000 | PA      | $674221.41    | 0.01%             | 2028-12-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PHD8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     2590000 | PA      | $1852741.46   | 0.02%             | 2029-09-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PHM8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      970000 | PA      | $676986.00    | 0.01%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PHQ9<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      900000 | PA      | $599550.87    | 0.01%             | 2031-03-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PHS5<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1060000 | PA      | $717117.93    | 0.01%             | 2031-03-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PHT3<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1800000 | PA      | $1317191.46   | 0.01%             | 2026-06-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PHU0<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1100000 | PA      | $763140.60    | 0.01%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PHW6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      650000 | PA      | $437527.52    | 0.00%             | 2031-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PHX4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $726742.28    | 0.01%             | 2026-12-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PHZ9<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1500000 | PA      | $1041879.91   | 0.01%             | 2031-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJA2<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1800000 | PA      | $1313200.18   | 0.01%             | 2026-12-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJB0<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $706279.70    | 0.01%             | 2031-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJC8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     4790000 | PA      | $3578007.40   | 0.03%             | 2032-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJE4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $747696.57    | 0.01%             | 2027-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJF1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $748556.68    | 0.01%             | 2027-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJK0<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     2000000 | PA      | $1496260.61   | 0.01%             | 2033-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJL8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     2000000 | PA      | $1484001.28   | 0.01%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJN4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     2500000 | PA      | $1890546.95   | 0.02%             | 2028-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJP9<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1570000 | PA      | $1211894.89   | 0.01%             | 2033-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJQ7<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     5000000 | PA      | $3825109.13   | 0.03%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJS3<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     7070000 | PA      | $5484948.32   | 0.05%             | 2034-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJT1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     4500000 | PA      | $3397827.64   | 0.03%             | 2029-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJW4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     4380000 | PA      | $3213776.47   | 0.03%             | 2034-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJX2<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     4040000 | PA      | $2966633.76   | 0.03%             | 2029-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PKB8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1500000 | PA      | $1094316.65   | 0.01%             | 2035-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PKC6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     5020000 | PA      | $3668433.29   | 0.03%             | 2030-06-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PKD4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     3400000 | PA      | $2500344.32   | 0.02%             | 2035-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PKH5<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $727928.65    | 0.01%             | 2030-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PKJ1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     3680000 | PA      | $2673576.07   | 0.02%             | 2036-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607H5C2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $758660.61    | 0.01%             | 2027-10-07      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607HC34<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      350000 | PA      | $256143.24    | 0.00%             | 2027-01-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607HR79<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $223451.20    | 0.00%             | 2032-04-07      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607HV66<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $301782.96    | 0.00%             | 2027-06-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607LF99<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $744345.58    | 0.01%             | 2030-12-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607LGL1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $382237.88    | 0.00%             | 2033-01-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607LYA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $154572.76    | 0.00%             | 2034-01-16      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607P5X8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $596224.62    | 0.01%             | 2031-06-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PBA1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $306317.42    | 0.00%             | 2034-06-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PG57<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $223632.31    | 0.00%             | 2035-04-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                     | Canadian National Railway Co                                                     | CUSIP: 136375CR1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $369693.94    | 0.00%             | 2028-07-31      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                     | Canadian National Railway Co                                                     | CUSIP: 136375CT7<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $366468.50    | 0.00%             | 2049-02-08      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                     | Canadian National Railway Co                                                     | CUSIP: 136375CX8<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $110045.76    | 0.00%             | 2050-02-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                     | Canadian National Railway Co                                                     | CUSIP: 136375DG4<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $287746.56    | 0.00%             | 2053-05-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                     | Canadian National Railway Co                                                     | CUSIP: 136375DL3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      450000 | PA      | $345490.46    | 0.00%             | 2029-05-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                     | Canadian National Railway Co                                                     | CUSIP: 136375DM1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $76384.84     | 0.00%             | 2054-05-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                     | Canadian National Railway Co                                                     | CUSIP: 136375DS8<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $74066.70     | 0.00%             | 2030-06-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                     | Canadian National Railway Co                                                     | CUSIP: 136375DU3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73951.11     | 0.00%             | 2035-06-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                   | Canadian Natural Resources Ltd                                                   | CUSIP: 136385BF7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $223446.08    | 0.00%             | 2031-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                   | Canadian Natural Resources Ltd                                                   | CUSIP: 13638ZDC6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73748.06     | 0.00%             | 2026-12-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                   | Canadian Natural Resources Ltd                                                   | CUSIP: 13638ZDX0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145383.64    | 0.00%             | 2028-01-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                   | Canadian Natural Resources Ltd                                                   | CUSIP: 13638ZET8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $220670.50    | 0.00%             | 2031-02-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                  | Canadian Pacific Railway Co                                                      | CUSIP: 13645RAZ7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73582.03     | 0.00%             | 2029-03-13      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                  | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBA1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $54996.72     | 0.00%             | 2050-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                  | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBC7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $291372.45    | 0.00%             | 2028-02-28      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RR CO                                    | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBL7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $74504.91     | 0.00%             | 2032-06-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RR CO                                    | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBM5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $74636.26     | 0.00%             | 2036-01-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RR CO                                    | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBN3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145787.82    | 0.00%             | 2055-06-13      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN TIRE CORP LTD                                    | Canadian Tire Corp Ltd                                                           | CUSIP: 136681AG8<br>LEI: 549300RLHDA7VQYMUB14 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $235734.67    | 0.00%             | 2030-09-16      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| CANADIAN UTILITIES LTD                                    | Canadian Utilities Ltd                                                           | CUSIP: 136717BE4<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $224538.28    | 0.00%             | 2035-06-24      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| CANADIAN UTILITIES LTD                                    | Canadian Utilities Ltd                                                           | CUSIP: 136717BF1<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $148055.56    | 0.00%             | 2055-12-22      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 136765BV5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $154359.34    | 0.00%             | 2032-12-22      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 136765BX1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $157261.84    | 0.00%             | 2034-01-29      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 136765BY9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $152173.02    | 0.00%             | 2028-07-11      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER CORP                                        | Capital Power Corp                                                               | CUSIP: 14046ZAM1<br>LEI: 549300QRKTEXGXYVPO80 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $75799.49     | 0.00%             | 2030-02-08      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER CORP                                        | Capital Power Corp                                                               | CUSIP: 14046ZAR0<br>LEI: 549300QRKTEXGXYVPO80 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $325435.97    | 0.00%             | 2034-01-25      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                        | Cenovus Energy Inc                                                               | CUSIP: 15135UAT6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $221526.06    | 0.00%             | 2028-02-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                        | Cenovus Energy Inc                                                               | CUSIP: 15135UAY5<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $294600.75    | 0.00%             | 2035-11-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CENTRAL 1 CREDIT UNION                                    | Central 1 Credit Union                                                           | CUSIP: 154728AZ2<br>LEI: 549300XXHOD8SXSZKY72 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $74080.79     | 0.00%             | 2030-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARTWELL RETIREMENT RES                                  | Chartwell Retirement Residences                                                  | CUSIP: 16141AAG8<br>LEI: 549300M7UBEIZBWP4069 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $222004.77    | 0.00%             | 2028-05-06      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CHOICE PROPERTIES REIT                                    | Choice Properties Real Estate Investment Trust                                   | CUSIP: 17039AAP1<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              |  | CA        |      400000 | PA      | $295953.48    | 0.00%             | 2029-06-11      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| CHOICE PROPERTIES REIT                                    | Choice Properties Real Estate Investment Trust                                   | CUSIP: 17039AAW6<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              |  | CA        |      200000 | PA      | $162553.45    | 0.00%             | 2032-06-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHOICE PROPERTIES REIT                                    | Choice Properties Real Estate Investment Trust                                   | CUSIP: 17039AAY2<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              |  | CA        |      100000 | PA      | $80284.88     | 0.00%             | 2034-02-28      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CHOICE PROPERTIES REIT                                    | Choice Properties Real Estate Investment Trust                                   | CUSIP: 17039AAZ9<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              |  | CA        |      200000 | PA      | $155149.00    | 0.00%             | 2031-02-28      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| CHOICE PROPERTIES REIT                                    | Choice Properties Real Estate Investment Trust                                   | CUSIP: 17039ABA3<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              |  | CA        |      100000 | PA      | $75470.08     | 0.00%             | 2030-01-16      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| CHOICE PROPERTIES REIT                                    | Choice Properties Real Estate Investment Trust                                   | CUSIP: 17039ABB1<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              |  | CA        |      200000 | PA      | $148660.43    | 0.00%             | 2035-08-08      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 172967MJ7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      300000 | PA      | $226012.43    | 0.00%             | 2028-04-29      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| COASTAL GASLINK PIPELINE                                  | Coastal Gaslink Pipeline LP                                                      | CUSIP: 19046FAN2<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $78116.87     | 0.00%             | 2031-06-30      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| COASTAL GASLINK PIPELINE                                  | Coastal Gaslink Pipeline LP                                                      | CUSIP: 19046FAQ5<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $798302.16    | 0.01%             | 2036-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COASTAL GASLINK PIPELINE                                  | Coastal Gaslink Pipeline LP                                                      | CUSIP: 19046FAT9<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $799691.81    | 0.01%             | 2044-06-30      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| COASTAL GASLINK PIPELINE                                  | Coastal Gaslink Pipeline LP                                                      | CUSIP: 19046FAV4<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $410679.79    | 0.00%             | 2049-03-30      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| COGECO COMMUNICATIONS                                     | Cogeco Communications Inc                                                        | CUSIP: 19239CAD8<br>LEI: 549300XHH6LJM6IAXV57 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $298569.82    | 0.00%             | 2035-02-06      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                      | Colgate-Palmolive Co                                                             | CUSIP: 194162AG8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |      360000 | PA      | $426103.63    | 0.00%             | 2026-03-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 225313AU9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $220688.33    | 0.00%             | 2035-10-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| CROMBIE REAL ESTATE INV                                   | Crombie Real Estate Investment Trust                                             | CUSIP: 227107AV1<br>LEI: 549300OGQML2MCFAPT83 | Long             | DBT              |  | CA        |      400000 | PA      | $301031.89    | 0.00%             | 2032-01-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| CU INC                                                    | CU Inc                                                                           | CUSIP: 22944CAA4<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $229811.72    | 0.00%             | 2053-09-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| CU INC                                                    | CU Inc                                                                           | CUSIP: 22944CAB2<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $143705.43    | 0.00%             | 2054-09-11      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| CU INC                                                    | CU Inc                                                                           | CUSIP: 22944CAC0<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $366133.73    | 0.00%             | 2055-09-16      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FI CANADA                                   | Daimler Truck Finance Canada Inc                                                 | CUSIP: 233852AE2<br>LEI: 54930098P2A2K13NYP58 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146619.45    | 0.00%             | 2026-12-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FI CANADA                                   | Daimler Truck Finance Canada Inc                                                 | CUSIP: 233852AH5<br>LEI: 54930098P2A2K13NYP58 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $156405.94    | 0.00%             | 2028-09-25      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FI CANADA                                   | Daimler Truck Finance Canada Inc                                                 | CUSIP: 233852AK8<br>LEI: 54930098P2A2K13NYP58 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $152577.90    | 0.00%             | 2029-09-27      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| DEFINITY FINANCIAL CORP                                   | Definity Financial Corp                                                          | CUSIP: 24477TAB6<br>LEI: 984500D5F3FC49D00C44 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $147165.84    | 0.00%             | 2035-09-12      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                   | Walt Disney Co/The                                                               | CUSIP: 254687FU5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      200000 | PA      | $147341.36    | 0.00%             | 2027-03-30      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| DOLLARAMA INC.                                            | Dollarama Inc                                                                    | CUSIP: 25675TAP2<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $156246.32    | 0.00%             | 2030-04-26      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| DOLLARAMA INC.                                            | Dollarama Inc                                                                    | CUSIP: 25675TAQ0<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $155313.74    | 0.00%             | 2028-09-26      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| DOLLARAMA INC.                                            | Dollarama Inc                                                                    | CUSIP: 25675TAR8<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $148514.56    | 0.00%             | 2030-12-16      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD MYR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-3881621.16  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $257077.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-707609.12   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-46661.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD KRW                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1967599.37  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |           1 | NC      | $121794.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CNY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-4078294.08  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CNY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-4758009.76  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CNY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-4758009.76  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-346003.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED SEK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $109928.35    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-49363.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-226343.09   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-640614.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-88461.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-143147.65   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CNY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-284938.04   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD NOK                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-964625.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD NZD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-1663546.82  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-200653.89   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-2800818.60  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD SGD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-446519.17   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED USD / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $-105725.28   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD DKK                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-382124.89   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-831787.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD RON                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-276175.53   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $-18970928.52 | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-2840801.90  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-5661850.10  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $-1526861.22  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-1182473.77  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-2541776.34  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-7627897.99  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-7602067.74  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-12244668.26 | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD ILS                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-1052207.12  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-252837.95   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                   | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |           1 | NC      | $-17690234.78 | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-5343652.14  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-72557.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $60264.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-41230.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-4379.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-41413.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD ILS                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-64688.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |           1 | NC      | $117844.07    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $144498.31    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD RON                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-36447.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DREAM INDUSTRIAL REIT                                     | Dream Industrial Real Estate Investment Trust                                    | CUSIP: 26153WAH2<br>LEI: 549300QOI0TM3CBYUH79 | Long             | DBT              |  | CA        |      400000 | PA      | $294149.58    | 0.00%             | 2026-04-13      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| DREAM INDUSTRIAL REIT                                     | Dream Industrial Real Estate Investment Trust                                    | CUSIP: 26153WAM1<br>LEI: 549300QOI0TM3CBYUH79 | Long             | DBT              |  | CA        |      200000 | PA      | $149501.69    | 0.00%             | 2030-07-03      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 268317BC7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $155678.68    | 0.00%             | 2034-05-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 268317BH6<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $142221.63    | 0.00%             | 2055-02-06      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-385773.73   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $-126730.08   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $-119582.97   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $12545.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2016.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD MYR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-72213.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-81831.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-11962.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-35908.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-47070.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED CNY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |           1 | NC      | $1298.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED CNY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |           1 | NC      | $1775.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29250NCL7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $221669.17    | 0.00%             | 2055-12-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE PIPELINES INC                                    | Enbridge Pipelines Inc                                                           | CUSIP: 29250ZAM0<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $37873.79     | 0.00%             | 2040-04-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE PIPELINES INC                                    | Enbridge Pipelines Inc                                                           | CUSIP: 29250ZAU2<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $137123.34    | 0.00%             | 2045-09-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE PIPELINES INC                                    | Enbridge Pipelines Inc                                                           | CUSIP: 29250ZAX6<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $148237.07    | 0.00%             | 2029-02-22      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE PIPELINES INC                                    | Enbridge Pipelines Inc                                                           | CUSIP: 29250ZAY4<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $654885.34    | 0.01%             | 2049-02-22      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE PIPELINES INC                                    | Enbridge Pipelines Inc                                                           | CUSIP: 29250ZBA5<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $63488.55     | 0.00%             | 2051-05-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE PIPELINES INC                                    | Enbridge Pipelines Inc                                                           | CUSIP: 29250ZBB3<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $80487.62     | 0.00%             | 2053-08-17      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZBB2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $67377.49     | 0.00%             | 2042-08-27      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZBS5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $291340.73    | 0.00%             | 2029-10-03      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZBU0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $690277.32    | 0.01%             | 2033-09-21      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZBV8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $186922.61    | 0.00%             | 2051-09-21      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZBX4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $174674.00    | 0.00%             | 2052-11-09      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZBZ9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $79116.60     | 0.00%             | 2033-05-26      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZCA3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $152317.97    | 0.00%             | 2028-05-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZCB1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $159150.93    | 0.00%             | 2053-05-26      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZCC9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $150750.82    | 0.00%             | 2030-02-22      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZCD7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $75785.21     | 0.00%             | 2034-08-22      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZCE5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $149912.33    | 0.00%             | 2054-08-22      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZCF2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $74031.70     | 0.00%             | 2028-02-25      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZCG0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $372221.19    | 0.00%             | 2030-02-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZCH8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $447618.02    | 0.00%             | 2035-02-25      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                                          | Enbridge Gas Inc                                                                 | CUSIP: 29260ZAC0<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $290179.34    | 0.00%             | 2030-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                                          | Enbridge Gas Inc                                                                 | CUSIP: 29260ZAF3<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $278096.46    | 0.00%             | 2051-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                                          | Enbridge Gas Inc                                                                 | CUSIP: 29260ZAK2<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $329388.79    | 0.00%             | 2053-10-06      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                                          | Enbridge Gas Inc                                                                 | CUSIP: 29260ZAM8<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $441637.43    | 0.00%             | 2035-09-12      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                                          | Enbridge Gas Inc                                                                 | CUSIP: 29260ZAN6<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73199.66     | 0.00%             | 2055-09-12      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| ENERGIR SEC                                               | Energir SEC                                                                      | CUSIP: 29280XAA5<br>LEI: 549300TVKZM22UUX5J37 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $141816.35    | 0.00%             | 2032-02-09      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| ENERGIR SEC                                               | Energir SEC                                                                      | CUSIP: 29280XAC1<br>LEI: 549300TVKZM22UUX5J37 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $77252.81     | 0.00%             | 2032-09-27      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| ENERGIR SEC                                               | Energir SEC                                                                      | CUSIP: 29280XAD9<br>LEI: 549300TVKZM22UUX5J37 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $147323.72    | 0.00%             | 2053-06-02      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| ENERGIR SEC                                               | Energir SEC                                                                      | CUSIP: 29280XAE7<br>LEI: 549300TVKZM22UUX5J37 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $71462.64     | 0.00%             | 2055-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                                          | Enbridge Gas Inc                                                                 | CUSIP: 29290ZAP5<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $33427.83     | 0.00%             | 2044-08-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                                          | Enbridge Gas Inc                                                                 | CUSIP: 29290ZAS9<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $121464.92    | 0.00%             | 2047-11-29      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| ENMAX CORP                                                | ENMAX Corp                                                                       | CUSIP: 293365AJ1<br>LEI: 549300CBVIZGSWHLQN67 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $111010.11    | 0.00%             | 2030-06-06      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| EPCOR UTILITIES                                           | EPCOR Utilities Inc                                                              | CUSIP: 29410ZAL9<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $61479.15     | 0.00%             | 2047-11-27      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| EPCOR UTILITIES                                           | EPCOR Utilities Inc                                                              | CUSIP: 29410ZAP0<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $56192.49     | 0.00%             | 2049-07-08      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| EPCOR UTILITIES                                           | EPCOR Utilities Inc                                                              | CUSIP: 29410ZAS4<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $114339.26    | 0.00%             | 2051-06-28      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| EPCOR UTILITIES                                           | EPCOR Utilities Inc                                                              | CUSIP: 29410ZAW5<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $316288.82    | 0.00%             | 2053-10-03      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| EQUITABLE BANK                                            | Equitable Bank                                                                   | CUSIP: 29446NAV2<br>LEI: 5493004QI4QQE17ETY06 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $147954.54    | 0.00%             | 2029-04-12      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| EQUINIX CANADA FIN                                        | Equinix Canada Financing Ltd                                                     | CUSIP: 29447JAA6<br>LEI: 254900DGPGEREHLMKF94 | Long             | DBT              |  | CA        |      300000 | PA      | $218562.88    | 0.00%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                    | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901AZ5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $149668.25    | 0.00%             | 2027-12-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                    | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BD3<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $75304.69     | 0.00%             | 2029-06-14      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                    | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BG6<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      350000 | PA      | $259755.63    | 0.00%             | 2031-03-03      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                    | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BS0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $222655.92    | 0.00%             | 2054-11-23      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING ASIA                                   | Prudential Funding Asia PLC                                                      | CUSIP: 000000000<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $360999.44    | 0.00%             | 2031-12-19      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                   | GlaxoSmithKline Capital PLC                                                      | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |      278000 | PA      | $396023.68    | 0.00%             | 2033-12-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31430W3J1<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $223933.00    | 0.00%             | 2029-09-24      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31430W7J7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $74922.20     | 0.00%             | 2035-01-24      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31430WF90<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $544654.36    | 0.00%             | 2028-11-17      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31430WHX5<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146059.94    | 0.00%             | 2026-09-10      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31430WPB4<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $149810.22    | 0.00%             | 2027-05-19      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31430WRG1<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $75666.29     | 0.00%             | 2032-08-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31430WU44<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $154745.09    | 0.00%             | 2034-05-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31430WZM9<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $155335.92    | 0.00%             | 2028-08-16      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31430XFZ0<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $149416.85    | 0.00%             | 2032-08-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FINNING INTL INC                                          | Finning International Inc                                                        | CUSIP: 318071AF4<br>LEI: 549300QLDCP11KB6XW55 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146797.47    | 0.00%             | 2026-08-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| FINNING INTL INC                                          | Finning International Inc                                                        | CUSIP: 318071AJ6<br>LEI: 549300QLDCP11KB6XW55 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $76377.70     | 0.00%             | 2029-02-13      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| FIRST CAP REAL ESTATE IN                                  | First Capital Real Estate Investment Trust                                       | CUSIP: 31890BAC7<br>LEI: 54930042UG2WCIIAQZ39 | Long             | DBT              |  | CA        |      100000 | PA      | $78042.22     | 0.00%             | 2032-06-12      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| FIRST CAP REAL ESTATE IN                                  | First Capital Real Estate Investment Trust                                       | CUSIP: 31890BAE3<br>LEI: 54930042UG2WCIIAQZ39 | Long             | DBT              |  | CA        |      100000 | PA      | $75098.65     | 0.00%             | 2033-06-13      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| FIRST CAP REAL ESTATE IN                                  | First Capital Real Estate Investment Trust                                       | CUSIP: 31890BAG8<br>LEI: 54930042UG2WCIIAQZ39 | Long             | DBT              |  | CA        |      100000 | PA      | $73435.29     | 0.00%             | 2035-02-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| FIRST CAP REALTY/REAL/NE                                  | First Capital Realty Inc/First Cap Real Estate Inv Tr/First Cap New Sub Mut Fund | CUSIP: 319415AC9<br>LEI: 54930042UG2WCIIAQZ39 | Long             | DBT              |  | CA        |      100000 | PA      | $73777.62     | 0.00%             | 2027-01-22      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| FIRST NATIONS FINAN AUTH                                  | First Nations Finance Authority                                                  | CUSIP: 32117DAF1<br>LEI: 549300L0OY1XOUXDPF41 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $373505.94    | 0.00%             | 2035-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $220490.69    | 0.00%             | 2032-11-26      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NORTHUMBRIAN WATER FIN                                    | Northumbrian Water Finance PLC                                                   | CUSIP: 000000000<br>LEI: 213800JTFA6F3S7XX781 | Long             | DBT              | CORP              | GB        |      850000 | PA      | $1174512.14   | 0.01%             | 2033-04-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    10860000 | PA      | $14418356.97  | 0.12%             | 2036-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SW (FINANCE) I PLC                                        | SW Finance I PLC                                                                 | CUSIP: 000000000<br>LEI: 549300BHN1HB5BNG2R96 | Long             | ABS-O            | CORP              | GB        |      575000 | PA      | $814474.48    | 0.01%             | 2029-03-31      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| FIRST NATIONAL FINANCIAL                                  | First National Financial Corp                                                    | CUSIP: 33564PAK9<br>LEI: 549300L96UOMCR0MJU30 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $227738.03    | 0.00%             | 2032-10-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                | Fiserv Inc                                                                       | CUSIP: 337738AY4<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      150000 | PA      | $165462.68    | 0.00%             | 2030-07-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT CANADA CO/CA                                  | Ford Credit Canada Co/Canada                                                     | CUSIP: 34527ACP3<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $310815.28    | 0.00%             | 2028-11-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT CANADA CO/CA                                  | Ford Credit Canada Co/Canada                                                     | CUSIP: 34527ACS7<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $153035.94    | 0.00%             | 2030-02-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT CANADA CO/CA                                  | Ford Credit Canada Co/Canada                                                     | CUSIP: 34527ACX6<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $228055.95    | 0.00%             | 2031-05-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT CANADA CO/CA                                  | Ford Credit Canada Co/Canada                                                     | CUSIP: 34527ADA5<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $149091.92    | 0.00%             | 2029-09-12      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                                                | Fortis Inc/Canada                                                                | CUSIP: 349553AS6<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $755327.69    | 0.01%             | 2031-09-09      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                                                | Fortis Inc/Canada                                                                | CUSIP: 349553AT4<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $149534.81    | 0.00%             | 2032-03-26      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| FORTISALBERTA INC                                         | FortisAlberta Inc                                                                | CUSIP: 34957EAD3<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $297635.46    | 0.00%             | 2054-05-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FORTISALBERTA INC                                         | FortisAlberta Inc                                                                | CUSIP: 34957ZAX2<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $62832.06     | 0.00%             | 2048-09-18      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| FORTISALBERTA INC                                         | FortisAlberta Inc                                                                | CUSIP: 34957ZAY0<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $100282.94    | 0.00%             | 2051-06-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| FORTISALBERTA INC                                         | FortisAlberta Inc                                                                | CUSIP: 34957ZBA1<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $147844.59    | 0.00%             | 2053-05-26      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| FORTISBC ENERGY INC                                       | FortisBC Energy Inc                                                              | CUSIP: 34959ZAE2<br>LEI: JSP0TNC596XKLBPR0Y26 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $126199.89    | 0.00%             | 2046-04-09      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| FORTISBC ENERGY INC                                       | FortisBC Energy Inc                                                              | CUSIP: 34959ZAJ1<br>LEI: JSP0TNC596XKLBPR0Y26 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $53023.83     | 0.00%             | 2049-08-09      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                     | 407 International Inc                                                            | CUSIP: 35085ZBG0<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $16090.38     | 0.00%             | 2052-09-11      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                     | 407 International Inc                                                            | CUSIP: 35085ZBL9<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $129667.82    | 0.00%             | 2046-05-11      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                     | 407 International Inc                                                            | CUSIP: 35085ZBN5<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146639.78    | 0.00%             | 2027-05-04      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                     | 407 International Inc                                                            | CUSIP: 35085ZBQ8<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $384091.34    | 0.00%             | 2044-09-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                     | 407 International Inc                                                            | CUSIP: 35085ZBU9<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $124134.21    | 0.00%             | 2049-03-08      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                     | 407 International Inc                                                            | CUSIP: 35085ZBV7<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $212617.32    | 0.00%             | 2050-03-07      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                     | 407 International Inc                                                            | CUSIP: 35085ZCA2<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $222020.45    | 0.00%             | 2053-07-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                     | 407 International Inc                                                            | CUSIP: 35085ZCB0<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $148680.96    | 0.00%             | 2054-04-04      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                     | 407 International Inc                                                            | CUSIP: 35085ZCC8<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $140763.27    | 0.00%             | 2054-10-09      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                     | 407 International Inc                                                            | CUSIP: 35085ZCD6<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $138929.74    | 0.00%             | 2052-09-11      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                       | General Electric Co                                                              | CUSIP: 369604BU6<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      600000 | PA      | $606521.96    | 0.01%             | 2037-05-17      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CAD                                          | General Motors Financial of Canada Ltd                                           | CUSIP: 37045YAK0<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $190597.30    | 0.00%             | 2028-02-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CAD                                          | General Motors Financial of Canada Ltd                                           | CUSIP: 37045YAL8<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $153356.15    | 0.00%             | 2029-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CAD                                          | General Motors Financial of Canada Ltd                                           | CUSIP: 37045YAM6<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $153091.66    | 0.00%             | 2028-07-14      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GIBSON ENERGY INC                                         | Gibson Energy Inc                                                                | CUSIP: 374825AL1<br>LEI: 549300WYW5D9I3FR0643 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $75038.63     | 0.00%             | 2031-11-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GIBSON ENERGY INC                                         | Gibson Energy Inc                                                                | CUSIP: 37482ZAE1<br>LEI: 549300WYW5D9I3FR0643 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $164128.26    | 0.00%             | 2053-07-12      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| GIBSON ENERGY INC                                         | Gibson Energy Inc                                                                | CUSIP: 37482ZAF8<br>LEI: 549300WYW5D9I3FR0643 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $238974.21    | 0.00%             | 2033-07-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GILDAN ACTIVEWEAR INC                                     | Gildan Activewear Inc                                                            | CUSIP: 375916AE3<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $149217.28    | 0.00%             | 2030-11-22      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXT6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      300000 | PA      | $215686.97    | 0.00%             | 2029-02-28      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| GRANITE REIT HOLDINGS LP                                  | Granite REIT Holdings LP                                                         | CUSIP: 387427AH0<br>LEI: 549300U7OUNKR0J06L17 | Long             | DBT              |  | CA        |      200000 | PA      | $147082.76    | 0.00%             | 2027-06-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| GRANITE REIT HOLDINGS LP                                  | Granite REIT Holdings LP                                                         | CUSIP: 387427AL1<br>LEI: 549300U7OUNKR0J06L17 | Long             | DBT              |  | CA        |      200000 | PA      | $143227.11    | 0.00%             | 2028-08-30      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| GRANITE REIT HOLDINGS LP                                  | Granite REIT Holdings LP                                                         | CUSIP: 387427AP2<br>LEI: 549300U7OUNKR0J06L17 | Long             | DBT              |  | CA        |      200000 | PA      | $148998.87    | 0.00%             | 2031-10-04      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO INC                                     | Great-West Lifeco Inc                                                            | CUSIP: 39138CAH9<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $148027.89    | 0.00%             | 2028-02-28      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO INC                                     | Great-West Lifeco Inc                                                            | CUSIP: 39138CAJ5<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $107648.49    | 0.00%             | 2050-07-08      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO INC                                     | Great-West Lifeco Inc                                                            | CUSIP: 39138CAK2<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $142505.94    | 0.00%             | 2030-05-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GREATER TORONTO AIRPORTS                                  | Greater Toronto Airports Authority                                               | CUSIP: 39191ZBB4<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |      350000 | PA      | $233312.72    | 0.00%             | 2037-06-01      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| GREATER TORONTO AIRPORTS                                  | Greater Toronto Airports Authority                                               | CUSIP: 39191ZBC2<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |      750000 | PA      | $547362.46    | 0.00%             | 2029-04-03      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| GREATER TORONTO AIRPORTS                                  | Greater Toronto Airports Authority                                               | CUSIP: 39191ZBD0<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |      350000 | PA      | $211870.80    | 0.00%             | 2039-10-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| H&R REAL ESTATE INVESTME                                  | H&R Real Estate Investment Trust                                                 | CUSIP: 403925BC3<br>LEI: 549300TGNP6B6GUVGW10 | Long             | DBT              |  | CA        |      200000 | PA      | $146911.30    | 0.00%             | 2026-06-02      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                  | Deutsche Telekom International Finance BV                                        | CUSIP: 000000000<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $927480.91    | 0.01%             | 2030-06-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $442131.49    | 0.00%             | 2032-06-07      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                      | Heathrow Funding Ltd                                                             | CUSIP: 42246QAD0<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $147831.83    | 0.00%             | 2030-09-04      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                      | Heathrow Funding Ltd                                                             | CUSIP: 42246QAG3<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $143670.31    | 0.00%             | 2033-04-13      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                      | Heathrow Funding Ltd                                                             | CUSIP: 42246QAK4<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $150678.95    | 0.00%             | 2037-08-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HONDA CANADA FINANCE INC                                  | Honda Canada Finance Inc                                                         | CUSIP: 438121AZ8<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $143618.98    | 0.00%             | 2028-02-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| HONDA CANADA FINANCE INC                                  | Honda Canada Finance Inc                                                         | CUSIP: 438121BK0<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $231424.77    | 0.00%             | 2029-06-04      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HUSKY MIDSTREAM LP                                        | Husky Midstream LP                                                               | CUSIP: 448059AA3<br>LEI: 549300B7847K47144U59 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $75068.91     | 0.00%             | 2029-12-02      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZAB6<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      130000 | PA      | $112218.89    | 0.00%             | 2032-06-01      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZAX8<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $210526.02    | 0.00%             | 2039-03-03      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZBK5<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145762.31    | 0.00%             | 2043-10-09      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZBR0<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $110163.62    | 0.00%             | 2026-02-24      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZBS8<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $131990.60    | 0.00%             | 2046-02-23      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZBU3<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      350000 | PA      | $221689.27    | 0.00%             | 2047-11-18      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZCA6<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $184264.97    | 0.00%             | 2050-04-05      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZCH1<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $552088.03    | 0.00%             | 2051-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZCJ7<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $76241.79     | 0.00%             | 2028-01-27      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZCL2<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $150613.28    | 0.00%             | 2033-01-27      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZCM0<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $139468.75    | 0.00%             | 2053-01-27      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZCQ1<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $296080.90    | 0.00%             | 2054-11-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZCR9<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $151992.09    | 0.00%             | 2034-03-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZCT5<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $223547.83    | 0.00%             | 2032-08-25      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZCV0<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $75193.90     | 0.00%             | 2055-08-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZCW8<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $221200.20    | 0.00%             | 2033-11-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZCX6<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146814.95    | 0.00%             | 2056-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE LTD                                             | Hydro One Ltd                                                                    | CUSIP: 448811AC3<br>LEI: 5493007QZDXTP1W2VL44 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $144174.91    | 0.00%             | 2027-10-15      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 4488148V8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     1890000 | PA      | $1239341.08   | 0.01%             | 2055-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 448814BQ5<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     1300000 | PA      | $845254.79    | 0.01%             | 2065-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 448814GY3<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $166960.26    | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 448814HZ9<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     1100000 | PA      | $847054.71    | 0.01%             | 2045-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 448814JA2<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     1620000 | PA      | $1246230.35   | 0.01%             | 2050-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 448814JC8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     2580000 | PA      | $1077160.28   | 0.01%             | 2060-02-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 448814JD6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     3900000 | PA      | $2538236.77   | 0.02%             | 2063-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 44889ZCM6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $353121.95    | 0.00%             | 2035-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 44889ZCN4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      910000 | PA      | $786464.63    | 0.01%             | 2040-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 44889ZFE1<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $360177.28    | 0.00%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 44889ZFJ0<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      700000 | PA      | $521674.05    | 0.00%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 44889ZFP6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     1600000 | PA      | $1183161.29   | 0.01%             | 2032-09-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| HYDRO OTTAWA CAPITAL                                      | Hydro Ottawa Capital Corp                                                        | CUSIP: 448975AE2<br>LEI: 254900CR3Z5J6BJ3HN21 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $224323.95    | 0.00%             | 2035-01-30      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL CANADA                                    | Hyundai Capital Canada Inc                                                       | CUSIP: 44932WAD2<br>LEI: 549300J6SEA0H23A0G49 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $153931.30    | 0.00%             | 2028-03-08      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL CANADA                                    | Hyundai Capital Canada Inc                                                       | CUSIP: 44932WAH3<br>LEI: 549300J6SEA0H23A0G49 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $381384.92    | 0.00%             | 2029-07-24      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| IGM FINANCIAL INC                                         | IGM Financial Inc                                                                | CUSIP: 449586AE6<br>LEI: 254900RYHLVJNTUFDA95 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $130779.43    | 0.00%             | 2047-12-09      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| IGM FINANCIAL INC                                         | IGM Financial Inc                                                                | CUSIP: 449586AK2<br>LEI: 254900RYHLVJNTUFDA95 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $156859.06    | 0.00%             | 2053-05-26      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 458182EC2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $143237.07    | 0.00%             | 2027-08-27      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 458182EL2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $309222.13    | 0.00%             | 2029-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                     | Intact Financial Corp                                                            | CUSIP: 45823TAC0<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $53149.64     | 0.00%             | 2050-12-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                     | Intact Financial Corp                                                            | CUSIP: 45823TAE6<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $60981.04     | 0.00%             | 2053-05-20      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                     | Intact Financial Corp                                                            | CUSIP: 45823TAF3<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72459.91     | 0.00%             | 2028-05-18      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                     | Intact Financial Corp                                                            | CUSIP: 45823TAN6<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $155040.85    | 0.00%             | 2054-09-14      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                     | Intact Financial Corp                                                            | CUSIP: 45823TAP1<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $76411.13     | 0.00%             | 2034-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                     | Intact Financial Corp                                                            | CUSIP: 45823ZAF9<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $147087.85    | 0.00%             | 2027-06-07      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| INTER PIPELINE LTD                                        | Inter Pipeline Ltd/AB                                                            | CUSIP: 45833VAC3<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146843.44    | 0.00%             | 2031-11-25      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| INTER PIPELINE LTD                                        | Inter Pipeline Ltd/AB                                                            | CUSIP: 45833VAD1<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $104627.83    | 0.00%             | 2051-11-27      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| INTER PIPELINE LTD                                        | Inter Pipeline Ltd/AB                                                            | CUSIP: 45833VAE9<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $160146.39    | 0.00%             | 2032-05-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| INTER PIPELINE LTD                                        | Inter Pipeline Ltd/AB                                                            | CUSIP: 45833VAF6<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $153906.55    | 0.00%             | 2028-02-17      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| INTER PIPELINE LTD                                        | Inter Pipeline Ltd/AB                                                            | CUSIP: 45833VAH2<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $552898.06    | 0.00%             | 2030-05-29      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| INTER PIPELINE LTD                                        | Inter Pipeline Ltd/AB                                                            | CUSIP: 45834ZAP4<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73752.29     | 0.00%             | 2026-12-16      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 459056HW0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $295000.33    | 0.00%             | 2028-09-05      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 459058KM4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $750060.51    | 0.01%             | 2028-01-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 459058KV4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $154423.52    | 0.00%             | 2030-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 459058LB7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $374567.36    | 0.00%             | 2029-01-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                     | International Business Machines Corp.                                            | CUSIP: 459200JV4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      505000 | PA      | $563935.70    | 0.00%             | 2031-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 459200KR1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100350.95    | 0.00%             | 2034-02-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     3405000 | PA      | $4612153.19   | 0.04%             | 2031-01-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE FINANCIALS IN                                  | John Deere Financial Inc                                                         | CUSIP: 47788ZAF8<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146968.57    | 0.00%             | 2026-10-16      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE FINANCIALS IN                                  | John Deere Financial Inc                                                         | CUSIP: 47788ZAP6<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $463502.75    | 0.00%             | 2028-09-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE FINANCIALS IN                                  | John Deere Financial Inc                                                         | CUSIP: 47788ZAS0<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $151445.08    | 0.00%             | 2028-07-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 48124BAG0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      200000 | PA      | $145413.02    | 0.00%             | 2028-03-05      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                               | Walmart Inc                                                                      | CUSIP: 000000000<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      395000 | PA      | $579534.72    | 0.01%             | 2030-12-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KEYERA CORP                                               | Keyera Corp                                                                      | CUSIP: 493271AJ9<br>LEI: 254900LXI62FUHZGH122 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $220588.62    | 0.00%             | 2055-10-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| KEYERA CORP                                               | Keyera Corp                                                                      | CUSIP: 49327ZAA3<br>LEI: 254900LXI62FUHZGH122 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $149068.06    | 0.00%             | 2028-06-21      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| KEYERA CORP                                               | Keyera Corp                                                                      | CUSIP: 49327ZAD7<br>LEI: 254900LXI62FUHZGH122 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $154613.17    | 0.00%             | 2054-01-04      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| LABRADOR-ISLAND LINK FUN                                  | Labrador-Island Link Funding Trust                                               | CUSIP: 505443AA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $224921.13    | 0.00%             | 2033-06-01      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| LABRADOR-ISLAND LINK FUN                                  | Labrador-Island Link Funding Trust                                               | CUSIP: 505443AC5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $196663.69    | 0.00%             | 2053-12-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1253000 | PA      | $1577129.92   | 0.01%             | 2027-07-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      957590 | PA      | $1202300.66   | 0.01%             | 2027-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CANADA                                  | Liberty Utilities Canada LP                                                      | CUSIP: 531544AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      100000 | PA      | $54820.89     | 0.00%             | 2050-02-14      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2763583 | PA      | $3518594.32   | 0.03%             | 2027-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LOBLAW COS LTD                                            | Loblaw Cos Ltd                                                                   | CUSIP: 539481AM3<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $113938.83    | 0.00%             | 2028-12-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| LOBLAW COS LTD                                            | Loblaw Cos Ltd                                                                   | CUSIP: 539481AN1<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $141748.06    | 0.00%             | 2030-05-07      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| LOBLAW COS LTD                                            | Loblaw Cos Ltd                                                                   | CUSIP: 539481AQ4<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $76981.09     | 0.00%             | 2052-09-13      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| LOBLAW COS LTD                                            | Loblaw Cos Ltd                                                                   | CUSIP: 539481AR2<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $149325.74    | 0.00%             | 2054-03-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1555000 | PA      | $1965770.90   | 0.02%             | 2028-01-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3685000 | PA      | $4836495.57   | 0.04%             | 2029-01-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     5977000 | PA      | $7573097.76   | 0.07%             | 2028-03-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     1170000 | PA      | $1476691.14   | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $433375.58    | 0.00%             | 2028-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LOWER MATTAGAMI ENERGY                                    | Lower Mattagami Energy LP                                                        | CUSIP: 548243AJ3<br>LEI: 549300GKT6WU4LUC2K28 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $210951.18    | 0.00%             | 2031-05-14      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| LOWER MATTAGAMI ENERGY                                    | Lower Mattagami Energy LP                                                        | CUSIP: 548243AM6<br>LEI: 549300GKT6WU4LUC2K28 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $289882.28    | 0.00%             | 2054-06-07      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| MCAP COMMERCIAL LP                                        | MCAP Commercial LP                                                               | CUSIP: 55279QAF7<br>LEI: 549300CKH5PUNM6UC808 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $75138.27     | 0.00%             | 2030-03-04      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2759000 | PA      | $3473659.83   | 0.03%             | 2028-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      872179 | PA      | $1135727.25   | 0.01%             | 2029-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 56344ZCG2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $252262.31    | 0.00%             | 2031-03-05      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 56344ZQC6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $445729.13    | 0.00%             | 2029-09-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469FL4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       70000 | PA      | $53659.79     | 0.00%             | 2038-03-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469TM7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $284552.39    | 0.00%             | 2041-03-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UF0<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      590000 | PA      | $331825.49    | 0.00%             | 2046-09-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UJ2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $147034.24    | 0.00%             | 2026-06-02      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UN3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      690000 | PA      | $418150.52    | 0.00%             | 2048-09-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UP8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $147140.90    | 0.00%             | 2027-06-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UR4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $221912.00    | 0.00%             | 2028-06-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469US2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     1330000 | PA      | $770978.43    | 0.01%             | 2050-03-05      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UT0<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $219602.88    | 0.00%             | 2029-06-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UV5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $352715.73    | 0.00%             | 2030-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UW3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      870000 | PA      | $386886.04    | 0.00%             | 2052-09-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UX1<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $416247.82    | 0.00%             | 2031-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UZ6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $318481.45    | 0.00%             | 2053-09-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469VA0<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $454021.61    | 0.00%             | 2032-12-02      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469VB8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $74851.76     | 0.00%             | 2033-06-02      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469VD4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      900000 | PA      | $634112.92    | 0.01%             | 2055-09-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469VE2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $766062.08    | 0.01%             | 2034-06-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469VG7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     1500000 | PA      | $1093966.21   | 0.01%             | 2035-06-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469VH5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      800000 | PA      | $583430.37    | 0.01%             | 2057-09-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MANULIFE BANK OF CANADA                                   | Manulife Bank of Canada                                                          | CUSIP: 565018DH8<br>LEI: 5493001ECI4NJPXI5P10 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $147183.82    | 0.00%             | 2027-02-16      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| MANULIFE BANK OF CANADA                                   | Manulife Bank of Canada                                                          | CUSIP: 565018DK1<br>LEI: 5493001ECI4NJPXI5P10 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $224620.82    | 0.00%             | 2028-02-22      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| MANULIFE BANK OF CANADA                                   | Manulife Bank of Canada                                                          | CUSIP: 565018DN5<br>LEI: 5493001ECI4NJPXI5P10 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $222730.11    | 0.00%             | 2030-05-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| MANULIFE BANK OF CANADA                                   | Manulife Bank of Canada                                                          | CUSIP: 565018DP0<br>LEI: 5493001ECI4NJPXI5P10 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $148107.66    | 0.00%             | 2030-08-19      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                   | Manulife Financial Corp                                                          | CUSIP: 56501RAJ5<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $142824.42    | 0.00%             | 2035-05-13      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                   | Manulife Financial Corp                                                          | CUSIP: 56501RAQ9<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $460949.06    | 0.00%             | 2033-03-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                   | Manulife Financial Corp                                                          | CUSIP: 56501RAS5<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $76997.06     | 0.00%             | 2034-02-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                   | Manulife Financial Corp                                                          | CUSIP: 56501RAT3<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $523302.15    | 0.00%             | 2034-12-06      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                   | Manulife Financial Corp                                                          | CUSIP: 56501RAU0<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $148601.52    | 0.00%             | 2035-05-23      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      150000 | PA      | $210867.25    | 0.00%             | 2028-12-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |       40000 | PA      | $55498.44     | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                                  | MassMutual Global Funding II                                                     | CUSIP: 57629W7N4<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |      200000 | PA      | $149369.33    | 0.00%             | 2032-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 580135CF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      200000 | PA      | $155210.50    | 0.00%             | 2031-05-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 580135CG4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      200000 | PA      | $149073.54    | 0.00%             | 2032-08-21      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                  | Medtronic Global Holdings SCA                                                    | CUSIP: 58507LAQ2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $145951.66    | 0.00%             | 2049-07-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ CA FIN INC                                  | Mercedes-Benz Finance Canada Inc                                                 | CUSIP: 58769CAA0<br>LEI: 549300G6QKWRPOX3M965 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $296869.51    | 0.00%             | 2026-06-29      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2903000 | PA      | $3949998.53   | 0.03%             | 2030-01-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| METRO INC                                                 | Metro Inc/CN                                                                     | CUSIP: 59162NAF6<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $110981.82    | 0.00%             | 2027-12-06      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| METRO INC                                                 | Metro Inc/CN                                                                     | CUSIP: 59162NAG4<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $66506.53     | 0.00%             | 2047-12-04      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| METRO INC                                                 | Metro Inc/CN                                                                     | CUSIP: 59162NAJ8<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $114664.74    | 0.00%             | 2050-02-28      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| METRO INC                                                 | Metro Inc/CN                                                                     | CUSIP: 59162NAL3<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $153355.65    | 0.00%             | 2033-02-07      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| METRO INC                                                 | Metro Inc/CN                                                                     | CUSIP: 59162NAM1<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $75083.06     | 0.00%             | 2029-11-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                               | CUSIP: 592179KA2<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      400000 | PA      | $287957.60    | 0.00%             | 2028-03-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                               | CUSIP: 592179KJ3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      200000 | PA      | $150033.86    | 0.00%             | 2027-04-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                               | CUSIP: 592179KQ7<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      100000 | PA      | $74222.97     | 0.00%             | 2033-06-06      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2905000 | PA      | $3991152.44   | 0.03%             | 2031-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MINI MALL STORG PRP TRST                                  | Mini Mall Storage Properties Trust                                               | CUSIP: 60359AAA6<br>LEI: 54930035T7JXDXKB8I80 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $368616.44    | 0.00%             | 2028-12-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                    | Mondelez International Inc                                                       | CUSIP: 609207AE5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      281000 | PA      | $330374.26    | 0.00%             | 2027-03-08      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                    | Mondelez International Inc                                                       | CUSIP: 609207BD6<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      200000 | PA      | $152809.05    | 0.00%             | 2031-07-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                                          | City of Montreal Canada                                                          | CUSIP: 614852J93<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $221766.58    | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                                          | City of Montreal Canada                                                          | CUSIP: 614852NZ0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      700000 | PA      | $471247.83    | 0.00%             | 2038-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                                          | City of Montreal Canada                                                          | CUSIP: 614852PJ4<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $167524.72    | 0.00%             | 2036-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                                          | City of Montreal Canada                                                          | CUSIP: 614853EL9<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $111311.79    | 0.00%             | 2041-12-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                                          | City of Montreal Canada                                                          | CUSIP: 614853EP0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $141648.76    | 0.00%             | 2043-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                                          | City of Montreal Canada                                                          | CUSIP: 614853EV7<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $152482.08    | 0.00%             | 2033-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                                          | City of Montreal Canada                                                          | CUSIP: 614853FB0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $147593.66    | 0.00%             | 2034-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                                          | City of Montreal Canada                                                          | CUSIP: 614853FC8<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $146614.58    | 0.00%             | 2045-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRIT COL MUNI FIN AUTH                                    | Municipal Finance Authority of British Columbia                                  | CUSIP: 62620DAP6<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $146634.97    | 0.00%             | 2032-04-08      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BRIT COL MUNI FIN AUTH                                    | Municipal Finance Authority of British Columbia                                  | CUSIP: 62620DAQ4<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $371328.22    | 0.00%             | 2027-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BRIT COL MUNI FIN AUTH                                    | Municipal Finance Authority of British Columbia                                  | CUSIP: 62620DAR2<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $151553.91    | 0.00%             | 2033-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BRIT COL MUNI FIN AUTH                                    | Municipal Finance Authority of British Columbia                                  | CUSIP: 62620DAS0<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $768164.14    | 0.01%             | 2028-12-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRIT COL MUNI FIN AUTH                                    | Municipal Finance Authority of British Columbia                                  | CUSIP: 62620DAT8<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $147046.23    | 0.00%             | 2034-12-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MUSKRAT FALLS/LABRADOR T                                  | Muskrat Falls / Labrador Transmission Assets Funding Trust                       | CUSIP: 628153AA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $225872.34    | 0.00%             | 2029-06-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MUSKRAT FALLS/LABRADOR T                                  | Muskrat Falls / Labrador Transmission Assets Funding Trust                       | CUSIP: 628153DS4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $119189.15    | 0.00%             | 2057-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NAV CANADA                                                | NAV Canada                                                                       | CUSIP: 628957AG7<br>LEI: 549300TP61Y7H5IS3S18 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $140524.51    | 0.00%             | 2030-05-29      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| NAV CANADA                                                | NAV Canada                                                                       | CUSIP: 628957AH5<br>LEI: 549300TP61Y7H5IS3S18 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $162191.80    | 0.00%             | 2051-09-29      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| NAV CANADA                                                | NAV Canada                                                                       | CUSIP: 62895ZAQ3<br>LEI: 549300TP61Y7H5IS3S18 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $57499.44     | 0.00%             | 2050-09-29      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 63306AGT7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $109795.88    | 0.00%             | 2026-06-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 63306AHF6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $304232.90    | 0.00%             | 2032-08-16      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 63306AHP4<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      650000 | PA      | $500784.00    | 0.00%             | 2028-06-14      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 63306AHT6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $309182.42    | 0.00%             | 2029-02-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 63306AJH0<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $438022.91    | 0.00%             | 2031-10-21      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 63309ZNN4<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $449540.11    | 0.00%             | 2035-02-15      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| NATL GRID ELECT TRANS                                     | National Grid Electricity Transmission PLC                                       | CUSIP: 636273AC8<br>LEI: 5XJXCCYG4SDKFJ5WLB02 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $141956.35    | 0.00%             | 2029-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866FW2<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $313779.87    | 0.00%             | 2035-09-26      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866FZ5<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       60000 | PA      | $45979.36     | 0.00%             | 2037-03-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866GA9<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $232710.46    | 0.00%             | 2039-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866GG6<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $132109.69    | 0.00%             | 2045-08-14      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866GK7<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $147123.36    | 0.00%             | 2026-08-14      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866GL5<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $172702.71    | 0.00%             | 2048-08-14      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866GM3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      570000 | PA      | $417825.29    | 0.00%             | 2027-08-14      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866GN1<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $148304.18    | 0.00%             | 2028-08-14      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866GQ4<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      850000 | PA      | $477918.39    | 0.00%             | 2050-08-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866HA8<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $379779.52    | 0.00%             | 2032-08-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866HC4<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $154626.14    | 0.00%             | 2054-08-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866HE0<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $72306.13     | 0.00%             | 2056-12-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642869AE1<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      210000 | PA      | $136488.87    | 0.00%             | 2043-06-03      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642869AN1<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $148812.95    | 0.00%             | 2035-06-03      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 64953BBE7<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      400000 | PA      | $297102.81    | 0.00%             | 2026-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 649922AA9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      200000 | PA      | $148540.41    | 0.00%             | 2032-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333FT8<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $149333.95    | 0.00%             | 2046-10-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333FV3<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      130000 | PA      | $95699.21     | 0.00%             | 2026-06-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333FY7<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      420000 | PA      | $263609.34    | 0.00%             | 2048-10-17      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333FZ4<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $368260.78    | 0.00%             | 2028-06-02      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GC4<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      870000 | PA      | $637904.29    | 0.01%             | 2029-06-02      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GD2<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $204434.99    | 0.00%             | 2050-10-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GE0<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $417070.44    | 0.00%             | 2030-06-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GG5<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $207690.93    | 0.00%             | 2031-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GH3<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $167393.25    | 0.00%             | 2052-12-02      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GL4<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $263712.13    | 0.00%             | 2054-10-17      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GM2<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $381568.45    | 0.00%             | 2033-06-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GN0<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $286979.05    | 0.00%             | 2055-10-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GP5<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $739394.34    | 0.01%             | 2034-12-02      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GQ3<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $441693.29    | 0.00%             | 2030-06-02      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GR1<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $744100.98    | 0.01%             | 2035-06-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GS9<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $218809.33    | 0.00%             | 2032-06-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDA5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      200000 | PA      | $154710.70    | 0.00%             | 2031-04-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDT4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      200000 | PA      | $150345.18    | 0.00%             | 2035-06-12      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| NORTH WEST REDWATER PRT/                                  | North West Redwater Partnership / NWR Financing Co Ltd                           | CUSIP: 663307AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      150000 | PA      | $99927.01     | 0.00%             | 2044-07-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NORTH WEST REDWATER PRT/                                  | North West Redwater Partnership / NWR Financing Co Ltd                           | CUSIP: 663307AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       50000 | PA      | $37752.75     | 0.00%             | 2037-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NORTH WEST REDWATER PRT/                                  | North West Redwater Partnership / NWR Financing Co Ltd                           | CUSIP: 663307AL0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146798.47    | 0.00%             | 2027-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NORTH WEST REDWATER PRT/                                  | North West Redwater Partnership / NWR Financing Co Ltd                           | CUSIP: 663307AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      200000 | PA      | $140263.58    | 0.00%             | 2035-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NORTH WEST REDWATER PRT/                                  | North West Redwater Partnership / NWR Financing Co Ltd                           | CUSIP: 663307AQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      400000 | PA      | $282298.15    | 0.00%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NORTH WEST REDWATER PRT/                                  | North West Redwater Partnership / NWR Financing Co Ltd                           | CUSIP: 663307AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      400000 | PA      | $245001.04    | 0.00%             | 2051-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NORTH WEST REDWATER PRT/                                  | North West Redwater Partnership / NWR Financing Co Ltd                           | CUSIP: 663307AT3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      700000 | PA      | $526925.18    | 0.00%             | 2054-06-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| NOUVELLE AUTO 30 FINANCE                                  | Nouvelle Autoroute 30 Financement Inc                                            | CUSIP: 66980CAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      121528 | PA      | $88313.87     | 0.00%             | 2033-03-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA POWER INC                                     | Nova Scotia Power Inc                                                            | CUSIP: 669816AE0<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $83618.98     | 0.00%             | 2050-04-25      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA POWER INC                                     | Nova Scotia Power Inc                                                            | CUSIP: 669816AF7<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $115346.76    | 0.00%             | 2032-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA POWER INC                                     | Nova Scotia Power Inc                                                            | CUSIP: 669816AG5<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $153184.36    | 0.00%             | 2053-03-24      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 6698278Z3<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      220000 | PA      | $160725.55    | 0.00%             | 2042-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 669827A98<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $363154.05    | 0.00%             | 2055-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 669827FL6<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $252697.69    | 0.00%             | 2033-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 669827FW2<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $151794.35    | 0.00%             | 2041-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 669827GA9<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $438560.71    | 0.00%             | 2027-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 669827GB7<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      960000 | PA      | $546086.68    | 0.00%             | 2051-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 669827GC5<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $350760.94    | 0.00%             | 2030-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 669827GH4<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      800000 | PA      | $594353.07    | 0.01%             | 2054-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 669827GK7<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $225162.86    | 0.00%             | 2074-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 669827GM3<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $369064.94    | 0.00%             | 2035-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA POWER INC                                     | Nova Scotia Power Inc                                                            | CUSIP: 66988ZBC2<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $69561.95     | 0.00%             | 2043-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 66989ZEG9<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       30000 | PA      | $17645.50     | 0.00%             | 2062-06-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NOVERCO INC                                               | Noverco Inc                                                                      | CUSIP: 670018AA8<br>LEI: 549300NACR4UD5NDMW24 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $75413.23     | 0.00%             | 2035-01-28      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| OPB FINANCE TRUST                                         | OPB Finance Trust                                                                | CUSIP: 67103MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      400000 | PA      | $294755.76    | 0.00%             | 2027-01-25      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| OMERS Realty Corp                                         | OMERS Realty Corp                                                                | CUSIP: 68214WAS7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      400000 | PA      | $296982.57    | 0.00%             | 2030-06-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| OMERS REALTY CORP                                         | OMERS Realty Corp                                                                | CUSIP: 68214WAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      100000 | PA      | $76390.97     | 0.00%             | 2029-04-09      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| ONTARIO ELECTRICITY FIN                                   | Ontario Electricity Financial Corp                                               | CUSIP: 683078GG8<br>LEI: 549300SI5D7OIEG4Y641 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $225303.02    | 0.00%             | 2026-06-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION                                  | Ontario Power Generation Inc                                                     | CUSIP: 68321ZAC5<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $66722.90     | 0.00%             | 2049-01-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION                                  | Ontario Power Generation Inc                                                     | CUSIP: 68321ZAD3<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $218986.05    | 0.00%             | 2029-09-13      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION                                  | Ontario Power Generation Inc                                                     | CUSIP: 68321ZAE1<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $60202.65     | 0.00%             | 2050-09-13      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION                                  | Ontario Power Generation Inc                                                     | CUSIP: 68321ZAG6<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $219362.59    | 0.00%             | 2030-04-08      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION                                  | Ontario Power Generation Inc                                                     | CUSIP: 68321ZAL5<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $309395.54    | 0.00%             | 2034-06-28      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION                                  | Ontario Power Generation Inc                                                     | CUSIP: 68321ZAM3<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $296060.97    | 0.00%             | 2054-06-28      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION                                  | Ontario Power Generation Inc                                                     | CUSIP: 68321ZAN1<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $223214.22    | 0.00%             | 2035-03-13      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION                                  | Ontario Power Generation Inc                                                     | CUSIP: 68321ZAP6<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72622.13     | 0.00%             | 2055-03-13      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 683234B98<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     5310000 | PA      | $4049807.36   | 0.04%             | 2041-06-02      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 683234LJ5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       50000 | PA      | $40709.11     | 0.00%             | 2029-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 683234NM6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      580000 | PA      | $488861.12    | 0.00%             | 2031-06-02      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 683234SL3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      290000 | PA      | $244547.17    | 0.00%             | 2033-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 683234VR6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $421190.34    | 0.00%             | 2035-06-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 683234YD4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1703000 | PA      | $1328331.39   | 0.01%             | 2037-06-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 683234ZP6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2140000 | PA      | $1639770.54   | 0.01%             | 2039-06-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68323AAY0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1620000 | PA      | $1057902.37   | 0.01%             | 2043-06-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68323ACC6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     3960000 | PA      | $2519128.07   | 0.02%             | 2045-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68323ACY8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     5900000 | PA      | $3387331.97   | 0.03%             | 2046-12-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68323ADM3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     3860000 | PA      | $2836471.16   | 0.02%             | 2026-06-02      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68323ADZ4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2840000 | PA      | $1574840.41   | 0.01%             | 2048-06-02      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68323AEE0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2360000 | PA      | $1736476.68   | 0.02%             | 2027-06-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAA5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     3160000 | PA      | $1768190.77   | 0.02%             | 2049-06-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAC1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2500000 | PA      | $1845603.37   | 0.02%             | 2028-06-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAE7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     3460000 | PA      | $2529318.04   | 0.02%             | 2029-06-02      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAG2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     4300000 | PA      | $2265634.46   | 0.02%             | 2050-12-02      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAH0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     4050000 | PA      | $2857562.78   | 0.02%             | 2030-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAJ6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      800000 | PA      | $584464.95    | 0.01%             | 2027-02-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAL1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2020000 | PA      | $890884.57    | 0.01%             | 2051-12-02      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAM9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $215430.79    | 0.00%             | 2027-09-08      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAN7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1500000 | PA      | $1016057.20   | 0.01%             | 2030-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAP2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      900000 | PA      | $628367.10    | 0.01%             | 2031-06-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAQ0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $219127.49    | 0.00%             | 2026-09-08      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAR8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2830000 | PA      | $1978601.42   | 0.02%             | 2029-11-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAS6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1500000 | PA      | $762302.21    | 0.01%             | 2052-12-02      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAT4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $695962.16    | 0.01%             | 2031-12-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAU1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     3900000 | PA      | $2936020.76   | 0.03%             | 2032-06-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAV9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     4430000 | PA      | $2841136.46   | 0.02%             | 2053-12-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAW7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $748884.68    | 0.01%             | 2028-03-08      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAY3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2000000 | PA      | $1486362.18   | 0.01%             | 2033-06-02      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAZ0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $298634.90    | 0.00%             | 2028-09-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZBA4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     4700000 | PA      | $3223564.03   | 0.03%             | 2054-12-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZBC0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     4070000 | PA      | $3105784.64   | 0.03%             | 2034-06-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZBD8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      700000 | PA      | $536004.59    | 0.00%             | 2033-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZBF3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2750000 | PA      | $2034459.23   | 0.02%             | 2055-12-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZBG1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     5000000 | PA      | $3704742.70   | 0.03%             | 2034-12-02      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZBH9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2450000 | PA      | $1668434.80   | 0.01%             | 2054-10-07      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZBK2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2500000 | PA      | $1814737.66   | 0.02%             | 2035-06-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZBM8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2500000 | PA      | $1827503.91   | 0.02%             | 2030-09-08      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZBN6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2100000 | PA      | $1518322.07   | 0.01%             | 2056-12-02      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZBP1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2000000 | PA      | $1484032.96   | 0.01%             | 2035-12-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CITY OF OTTAWA                                            | City of Ottawa Ontario                                                           | CUSIP: 689551FC8<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $56882.58     | 0.00%             | 2048-07-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CITY OF OTTAWA                                            | City of Ottawa Ontario                                                           | CUSIP: 689551FG9<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $49496.84     | 0.00%             | 2051-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITY OF OTTAWA                                            | City of Ottawa Ontario                                                           | CUSIP: 689551FH7<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $132748.60    | 0.00%             | 2052-12-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CITY OF OTTAWA                                            | City of Ottawa Ontario                                                           | CUSIP: 689551FK0<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $220633.75    | 0.00%             | 2034-10-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OXFORD PROPERTIES GROUP                                   | Oxford Properties Group Trust                                                    | CUSIP: 691915AA0<br>LEI: 2549002TBELYI32ZTO85 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $74750.71     | 0.00%             | 2029-12-04      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                           | PSP Capital Inc                                                                  | CUSIP: 69363TAQ5<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      450000 | PA      | $322668.54    | 0.00%             | 2028-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                           | PSP Capital Inc                                                                  | CUSIP: 69363TAS1<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $377346.87    | 0.00%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                        | Pacific Life Global Funding II                                                   | CUSIP: 69448TAE1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |      200000 | PA      | $149885.53    | 0.00%             | 2032-07-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     7365000 | PA      | $10256449.89  | 0.09%             | 2032-07-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PEEL (REG. MUNIC. OF)                                     | Regional Municipality of Peel Ontario                                            | CUSIP: 705464EC5<br>LEI: 2549003LRU44O50JKS66 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $67448.49     | 0.00%             | 2042-10-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PEEL (REG. MUNIC. OF)                                     | Regional Municipality of Peel Ontario                                            | CUSIP: 705464JM8<br>LEI: 2549003LRU44O50JKS66 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $147021.80    | 0.00%             | 2035-06-02      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAC5<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $70540.34     | 0.00%             | 2043-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAD3<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $17678.11     | 0.00%             | 2044-03-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAJ0<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $693687.32    | 0.01%             | 2047-01-21      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAK7<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $149290.88    | 0.00%             | 2028-03-27      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAL5<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $103798.74    | 0.00%             | 2048-03-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAM3<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $185324.55    | 0.00%             | 2029-04-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAN1<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $133617.29    | 0.00%             | 2049-04-03      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAQ4<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146589.67    | 0.00%             | 2030-02-01      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAR2<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $135791.13    | 0.00%             | 2050-05-28      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAS0<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $436314.83    | 0.00%             | 2031-12-10      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAT8<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $65831.54     | 0.00%             | 2051-12-10      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAW1<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $312481.43    | 0.00%             | 2034-01-12      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAX9<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $195592.28    | 0.00%             | 2054-01-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      824000 | PA      | $1178884.10   | 0.01%             | 2031-07-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      449000 | PA      | $648540.11    | 0.01%             | 2028-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TELEREAL SECURITISATION                                   | Telereal Securitisation PLC                                                      | CUSIP: 000000000<br>LEI: 213800HO84XTEA5NZO43 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $255013.99    | 0.00%             | 2031-12-10      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| TELEREAL SECURITISATION                                   | Telereal Securitisation PLC                                                      | CUSIP: 000000000<br>LEI: 213800HO84XTEA5NZO43 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $136150.86    | 0.00%             | 2033-12-10      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| PLENARY PCL HEALTH HIEP                                   | Plenary PCL Health HIEP LP                                                       | CUSIP: 72909UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      300000 | PA      | $217188.59    | 0.00%             | 2060-06-30      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $484016.52    | 0.00%             | 2052-03-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4535000 | PA      | $6295087.00   | 0.05%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                      | E.ON International Finance BV                                                    | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |      338000 | PA      | $493852.19    | 0.00%             | 2030-06-03      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                      | E.ON International Finance BV                                                    | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |      381000 | PA      | $562532.95    | 0.00%             | 2032-06-07      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| POWER CORPORATION CANADA                                  | Power Corp of Canada                                                             | CUSIP: 739239AE1<br>LEI: 549300BE2CB8T87IJV50 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $69056.77     | 0.00%             | 2048-07-27      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| PRINCE EDWARD ISLAND                                      | Province of Prince Edward Island Canada                                          | CUSIP: 741666DB4<br>LEI: 549300L826JG01X2QH35 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $151872.76    | 0.00%             | 2051-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PRINCE EDWARD ISLAND                                      | Province of Prince Edward Island Canada                                          | CUSIP: 741666DG3<br>LEI: 549300L826JG01X2QH35 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $148020.31    | 0.00%             | 2035-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PRIMARIS REAL ESTATE INV                                  | Primaris Real Estate Investment Trust                                            | CUSIP: 74167KAB5<br>LEI: 549300WUM45OXSEVOT03 | Long             | DBT              |  | CA        |      200000 | PA      | $149587.80    | 0.00%             | 2027-03-30      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| PRIMARIS REAL ESTATE INV                                  | Primaris Real Estate Investment Trust                                            | CUSIP: 74167KAG4<br>LEI: 549300WUM45OXSEVOT03 | Long             | DBT              |  | CA        |      100000 | PA      | $77549.90     | 0.00%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PRIMARIS REAL ESTATE INV                                  | Primaris Real Estate Investment Trust                                            | CUSIP: 74167KAK5<br>LEI: 549300WUM45OXSEVOT03 | Long             | DBT              |  | CA        |      500000 | PA      | $366043.59    | 0.00%             | 2030-10-09      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                               | Prologis LP                                                                      | CUSIP: 74340XCP4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |      600000 | PA      | $446079.26    | 0.00%             | 2033-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                        | CUSIP: 74341EAD4<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      100000 | PA      | $67765.66     | 0.00%             | 2049-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                        | CUSIP: 74341EAF9<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      450000 | PA      | $423433.90    | 0.00%             | 2035-02-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 748148QT3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      110000 | PA      | $93776.93     | 0.00%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 748148RL9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1520000 | PA      | $1282768.46   | 0.01%             | 2036-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZDK6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $791340.50    | 0.01%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZEF6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1500000 | PA      | $1173870.30   | 0.01%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZEK5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      650000 | PA      | $460865.70    | 0.00%             | 2043-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZER0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     2580000 | PA      | $1625514.69   | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZEW9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     4080000 | PA      | $2508931.25   | 0.02%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZEX7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1800000 | PA      | $1323707.66   | 0.01%             | 2026-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFB4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $368678.24    | 0.00%             | 2027-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFD0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1590000 | PA      | $1168409.86   | 0.01%             | 2028-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFE8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1890000 | PA      | $1065446.63   | 0.01%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFF5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     2010000 | PA      | $1445728.84   | 0.01%             | 2029-09-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFG3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     2960000 | PA      | $2066514.49   | 0.02%             | 2030-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFH1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1900000 | PA      | $1273768.26   | 0.01%             | 2031-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFL2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     2420000 | PA      | $1279171.94   | 0.01%             | 2053-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFN8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     2000000 | PA      | $1457543.26   | 0.01%             | 2032-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFQ1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     5510000 | PA      | $3880002.15   | 0.03%             | 2055-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFS7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     5600000 | PA      | $4127692.12   | 0.04%             | 2033-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFT5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     4580000 | PA      | $3546364.68   | 0.03%             | 2034-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFU2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     3300000 | PA      | $2246277.54   | 0.02%             | 2057-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFV0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     4790000 | PA      | $3561319.71   | 0.03%             | 2035-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     1045000 | PA      | $1605997.68   | 0.01%             | 2033-01-28      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4157000 | PA      | $5684825.53   | 0.05%             | 2034-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RELIANCE LP                                               | Reliance LP                                                                      | CUSIP: 759480AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146990.75    | 0.00%             | 2026-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RELIANCE LP                                               | Reliance LP                                                                      | CUSIP: 759480AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72406.54     | 0.00%             | 2028-08-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| RELIANCE LP                                               | Reliance LP                                                                      | CUSIP: 759480AN6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      100000 | PA      | $77667.59     | 0.00%             | 2031-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RIOCAN REAL ESTATE INVST                                  | RioCan Real Estate Investment Trust                                              | CUSIP: 766910BJ1<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              |  | CA        |      200000 | PA      | $151365.10    | 0.00%             | 2029-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| RIOCAN REAL ESTATE INVST                                  | RioCan Real Estate Investment Trust                                              | CUSIP: 766910BQ5<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              |  | CA        |      100000 | PA      | $77978.62     | 0.00%             | 2031-03-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| RIOCAN REAL ESTATE INVST                                  | RioCan Real Estate Investment Trust                                              | CUSIP: 766910BU6<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              |  | CA        |      200000 | PA      | $149923.02    | 0.00%             | 2032-03-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     8751000 | PA      | $11734968.57  | 0.10%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC BNK CAO FND STER 1                                   | HSBC Bank Capital Funding Sterling 1 LP                                          | CUSIP: 000000000<br>LEI: 2138007XGRZME1ZCTY76 | Long             | DBT              | CORP              | JE        |      350000 | PA      | $502399.05    | 0.00%             | 2031-11-05      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      465000 | PA      | $648307.39    | 0.01%             | 2033-11-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109AQ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $20447.45     | 0.00%             | 2040-08-25      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109AT8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $170932.71    | 0.00%             | 2041-03-22      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109BJ9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $220097.84    | 0.00%             | 2029-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109BT7<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $148672.06    | 0.00%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109BV2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $149616.24    | 0.00%             | 2032-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109BX8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $148260.72    | 0.00%             | 2052-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109CP4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      350000 | PA      | $264224.40    | 0.00%             | 2028-11-02      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109CS8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $143504.95    | 0.00%             | 2030-12-09      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109CT6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $863994.89    | 0.01%             | 2039-11-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109CV1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $233490.04    | 0.00%             | 2028-09-21      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109CW9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $400192.74    | 0.00%             | 2030-09-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109DA6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $569937.50    | 0.00%             | 2033-09-21      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 779926DJ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $375124.83    | 0.00%             | 2030-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 779926DK7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $302039.72    | 0.00%             | 2035-10-17      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 779926FY5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $222767.35    | 0.00%             | 2028-12-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 779926HR8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $375411.22    | 0.00%             | 2035-02-04      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 779926QX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $598996.34    | 0.01%             | 2031-07-22      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 779926WF7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $587654.79    | 0.01%             | 2031-12-09      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 7800863G7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $307872.82    | 0.00%             | 2034-04-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 7800867G3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $1530598.88   | 0.01%             | 2034-08-08      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086RQ9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146467.07    | 0.00%             | 2027-01-28      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086SY1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $143718.82    | 0.00%             | 2033-01-28      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086TY0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $143750.85    | 0.00%             | 2028-07-31      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086UL6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $220395.42    | 0.00%             | 2032-05-03      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086VK7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $376677.80    | 0.00%             | 2027-07-26      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086WG5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $227354.62    | 0.00%             | 2028-01-17      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086WK6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $304407.92    | 0.00%             | 2033-02-01      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086XL3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $228007.56    | 0.00%             | 2028-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086ZE7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $371249.58    | 0.00%             | 2026-06-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086ZH0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $157715.89    | 0.00%             | 2030-06-24      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| SAGEN MI CANADA INC                                       | Sagen MI Canada Inc                                                              | CUSIP: 786688AA9<br>LEI: 549300YDFEOS1DI1X211 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $140264.41    | 0.00%             | 2031-03-05      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| SAPUTO INC                                                | Saputo Inc                                                                       | CUSIP: 802912AA3<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $74452.81     | 0.00%             | 2030-07-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SAPUTO INC                                                | Saputo Inc                                                                       | CUSIP: 80310ZAG4<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145716.38    | 0.00%             | 2027-06-16      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| SAPUTO INC                                                | Saputo Inc                                                                       | CUSIP: 80310ZAH2<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146283.79    | 0.00%             | 2026-06-19      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| SAPUTO INC                                                | Saputo Inc                                                                       | CUSIP: 80310ZAJ8<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $144591.46    | 0.00%             | 2028-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SAPUTO INC                                                | Saputo Inc                                                                       | CUSIP: 80310ZAK5<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $156376.03    | 0.00%             | 2029-11-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SAPUTO INC                                                | Saputo Inc                                                                       | CUSIP: 80310ZAM1<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $158511.42    | 0.00%             | 2030-11-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854JL3<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $77492.30     | 0.00%             | 2040-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854JT6<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $65423.81     | 0.00%             | 2042-02-03      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854JU3<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      150000 | PA      | $101410.80    | 0.00%             | 2045-06-02      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854JX7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $254891.15    | 0.00%             | 2054-03-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KA5<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $167278.73    | 0.00%             | 2046-12-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KC1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $603327.10    | 0.01%             | 2048-06-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KE7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      450000 | PA      | $331336.47    | 0.00%             | 2027-06-02      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KF4<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      700000 | PA      | $518526.55    | 0.00%             | 2028-12-02      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KH0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      700000 | PA      | $402077.27    | 0.00%             | 2050-06-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KJ6<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $284154.49    | 0.00%             | 2030-06-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KN7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      820000 | PA      | $437603.28    | 0.00%             | 2052-12-02      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KP2<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $349129.61    | 0.00%             | 2031-06-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KT4<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $126959.88    | 0.00%             | 2062-06-02      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KU1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |     2930000 | PA      | $2213064.66   | 0.02%             | 2033-06-02      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KV9<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $206621.66    | 0.00%             | 2054-12-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KY3<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $428270.50    | 0.00%             | 2056-12-02      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SMARTCENTRES REIT                                         | SmartCentres Real Estate Investment Trust                                        | CUSIP: 83179XAK4<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              |  | CA        |      200000 | PA      | $145749.71    | 0.00%             | 2029-12-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| SMARTCENTRES REIT                                         | SmartCentres Real Estate Investment Trust                                        | CUSIP: 83179XAR9<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              |  | CA        |      400000 | PA      | $307767.90    | 0.00%             | 2030-08-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| SMARTCENTRES REIT                                         | SmartCentres Real Estate Investment Trust                                        | CUSIP: 83179XAS7<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              |  | CA        |      200000 | PA      | $150921.90    | 0.00%             | 2031-08-05      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                  | South Bow Canadian Infrastructure Holdings Ltd                                   | CUSIP: 836720AC6<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $151065.74    | 0.00%             | 2035-02-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| SOUTH COAST BRIT COL TRA                                  | South Coast British Columbia Transportation Authority                            | CUSIP: 83740TAG2<br>LEI: 5493004X8NYYAND33669 | Long             | DBT              | NUSS              | CA        |      350000 | PA      | $260600.09    | 0.00%             | 2028-11-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTH COAST BRIT COL TRA                                  | South Coast British Columbia Transportation Authority                            | CUSIP: 83740TAK3<br>LEI: 5493004X8NYYAND33669 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $133323.95    | 0.00%             | 2053-12-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SOUTH COAST BRIT COL TRA                                  | South Coast British Columbia Transportation Authority                            | CUSIP: 83740TAL1<br>LEI: 5493004X8NYYAND33669 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $143432.86    | 0.00%             | 2055-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| STANTEC INC                                               | Stantec Inc                                                                      | CUSIP: 85472NAC3<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $144897.17    | 0.00%             | 2027-10-08      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| STANTEC INC                                               | Stantec Inc                                                                      | CUSIP: 85472NAE9<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $74387.18     | 0.00%             | 2032-06-10      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINANCIAL INC                                    | Sun Life Financial Inc                                                           | CUSIP: 866796AD7<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $77996.01     | 0.00%             | 2042-05-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINANCIAL INC                                    | Sun Life Financial Inc                                                           | CUSIP: 86682ZAQ9<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $217798.33    | 0.00%             | 2033-11-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINANCIAL INC                                    | Sun Life Financial Inc                                                           | CUSIP: 86682ZAR7<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $179028.85    | 0.00%             | 2036-11-18      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINANCIAL INC                                    | Sun Life Financial Inc                                                           | CUSIP: 86682ZAT3<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $157941.45    | 0.00%             | 2035-07-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINANCIAL INC                                    | Sun Life Financial Inc                                                           | CUSIP: 86682ZAU0<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $155895.17    | 0.00%             | 2036-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINANCIAL INC                                    | Sun Life Financial Inc                                                           | CUSIP: 86682ZAV8<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $221259.89    | 0.00%             | 2037-09-13      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                         | Suncor Energy Inc                                                                | CUSIP: 86721ZAN9<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $264745.77    | 0.00%             | 2046-09-13      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                         | Suncor Energy Inc                                                                | CUSIP: 86721ZAQ2<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |      188000 | PA      | $143362.04    | 0.00%             | 2030-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                         | Suncor Energy Inc                                                                | CUSIP: 86721ZAR0<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $61014.02     | 0.00%             | 2051-03-04      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TMX GROUP LTD                                             | TMX Group Ltd                                                                    | CUSIP: 87262KAJ4<br>LEI: 549300N65GFVKSHGJW59 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $312004.61    | 0.00%             | 2034-02-16      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MAU7<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $74073.64     | 0.00%             | 2043-11-26      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MAW3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $71402.09     | 0.00%             | 2044-04-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MAY9<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $70456.61     | 0.00%             | 2045-01-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MBJ1<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $295077.41    | 0.00%             | 2029-05-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MBN2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72713.17     | 0.00%             | 2030-02-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MBT9<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $124623.26    | 0.00%             | 2051-04-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MBX0<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $157203.18    | 0.00%             | 2032-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MBY8<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $391301.55    | 0.00%             | 2052-09-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MCA9<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $154509.59    | 0.00%             | 2033-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MCC5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $242127.65    | 0.00%             | 2033-09-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MCD3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $407326.96    | 0.00%             | 2053-09-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MCH4<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $535947.86    | 0.00%             | 2031-08-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TERANET HOLDINGS LP                                       | Teranet Holdings LP                                                              | CUSIP: 880789AN2<br>LEI: 549300WKILNGLP1C7131 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $78117.69     | 0.00%             | 2041-06-17      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TERANET HOLDINGS LP                                       | Teranet Holdings LP                                                              | CUSIP: 880789AS1<br>LEI: 549300WKILNGLP1C7131 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73613.34     | 0.00%             | 2029-02-23      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| TERANET HOLDINGS LP                                       | Teranet Holdings LP                                                              | CUSIP: 880789AU6<br>LEI: 549300WKILNGLP1C7131 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $149725.28    | 0.00%             | 2035-03-07      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| TOROMONT INDUSTRIES LTD                                   | Toromont Industries Ltd                                                          | CUSIP: 891102AF2<br>LEI: 5493008W5EPRSLQ0B737 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $222171.34    | 0.00%             | 2030-03-28      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89116C3S4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $515203.88    | 0.00%             | 2031-09-10      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89116CFF9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $308512.77    | 0.00%             | 2034-04-09      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89116CMX2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $1498459.15   | 0.01%             | 2035-02-01      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89116CQ34<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $148885.21    | 0.00%             | 2031-05-29      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89116CST5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $224969.14    | 0.00%             | 2030-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89116CSU2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $225609.00    | 0.00%             | 2035-10-31      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89116CWY9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $373901.44    | 0.00%             | 2033-01-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89117F7G8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $298993.38    | 0.00%             | 2027-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89117F7H6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $305694.77    | 0.00%             | 2027-10-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89117FA33<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $577127.40    | 0.01%             | 2028-03-08      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89117FJ34<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $286904.87    | 0.00%             | 2028-09-11      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89117FPG8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $147156.80    | 0.00%             | 2032-01-26      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89117FZ44<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $365947.10    | 0.00%             | 2027-01-07      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89117GTQ0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $226526.56    | 0.00%             | 2028-01-18      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89117GX51<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $621955.56    | 0.01%             | 2028-09-08      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| TORONTO HYDRO CORP                                        | Toronto Hydro Corp                                                               | CUSIP: 89119ZAH6<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $125990.56    | 0.00%             | 2045-07-28      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TORONTO HYDRO CORP                                        | Toronto Hydro Corp                                                               | CUSIP: 89119ZAJ2<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146896.96    | 0.00%             | 2026-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| TORONTO HYDRO CORP                                        | Toronto Hydro Corp                                                               | CUSIP: 89119ZAL7<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $144143.82    | 0.00%             | 2029-12-11      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| TORONTO HYDRO CORP                                        | Toronto Hydro Corp                                                               | CUSIP: 89119ZAP8<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $211589.26    | 0.00%             | 2031-10-20      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| TORONTO HYDRO CORP                                        | Toronto Hydro Corp                                                               | CUSIP: 89119ZAR4<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $150895.17    | 0.00%             | 2052-10-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TORONTO HYDRO CORP                                        | Toronto Hydro Corp                                                               | CUSIP: 89119ZAS2<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $154246.27    | 0.00%             | 2033-06-14      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| TORONTO HYDRO CORP                                        | Toronto Hydro Corp                                                               | CUSIP: 89119ZAV5<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146634.28    | 0.00%             | 2032-09-24      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288DL3<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       50000 | PA      | $34262.26     | 0.00%             | 2035-04-28      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288DQ2<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $183325.33    | 0.00%             | 2027-06-07      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288DR0<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $57900.70     | 0.00%             | 2048-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288DU3<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $106420.04    | 0.00%             | 2049-11-22      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288DW9<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $223331.84    | 0.00%             | 2040-08-25      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288DX7<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $134466.38    | 0.00%             | 2051-04-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288EA6<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $291726.02    | 0.00%             | 2032-04-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288EB4<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $68742.58     | 0.00%             | 2052-06-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288EF5<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $150520.82    | 0.00%             | 2054-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288EH1<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $285243.29    | 0.00%             | 2054-10-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288EK4<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $141550.79    | 0.00%             | 2055-03-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA CREDIT CANADA INC                                  | Toyota Credit Canada Inc                                                         | CUSIP: 892329BM4<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146766.81    | 0.00%             | 2026-02-23      | Fixed         | 1.18%                 | No            |                  2 | On Loan: No      |
| TOYOTA CREDIT CANADA INC                                  | Toyota Credit Canada Inc                                                         | CUSIP: 892329BQ5<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $150726.60    | 0.00%             | 2028-01-24      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| TOYOTA CREDIT CANADA INC                                  | Toyota Credit Canada Inc                                                         | CUSIP: 892329BX0<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $152450.92    | 0.00%             | 2029-06-27      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| TOYOTA CREDIT CANADA INC                                  | Toyota Credit Canada Inc                                                         | CUSIP: 892329CA9<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $446599.34    | 0.00%             | 2029-10-02      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| TOYOTA CREDIT CANADA INC                                  | Toyota Credit Canada Inc                                                         | CUSIP: 892329CB7<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $369773.39    | 0.00%             | 2028-05-23      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 893526A94<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $74218.93     | 0.00%             | 2056-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZBV9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $69939.35     | 0.00%             | 2041-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZBZ0<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $166588.98    | 0.00%             | 2046-06-06      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCA4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $110753.47    | 0.00%             | 2028-03-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCB2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $198017.34    | 0.00%             | 2047-09-16      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCC0<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $128607.04    | 0.00%             | 2048-07-03      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCD8<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $131080.00    | 0.00%             | 2049-10-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCE6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145703.92    | 0.00%             | 2029-09-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCF3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $296087.60    | 0.00%             | 2027-04-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCH9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $213882.86    | 0.00%             | 2031-06-09      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCK2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $157973.76    | 0.00%             | 2032-05-12      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCN6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $235211.51    | 0.00%             | 2030-07-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCQ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     1200000 | PA      | $896769.63    | 0.01%             | 2035-02-20      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCR7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $291989.91    | 0.00%             | 2055-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TRILLIUM M PROJECT CO GP                                  | Trillium M Project Co General Partnership                                        | CUSIP: 89624QAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      400000 | PA      | $298225.86    | 0.00%             | 2062-10-31      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                                          | Enbridge Gas Inc                                                                 | CUSIP: 90664ZAD2<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $137398.13    | 0.00%             | 2044-06-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                                          | Enbridge Gas Inc                                                                 | CUSIP: 90664ZAU4<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $112816.04    | 0.00%             | 2041-06-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VW CREDIT CANADA INC                                      | VW Credit Canada Inc                                                             | CUSIP: 918423BC7<br>LEI: 5493008EKOD7VIY3LM85 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $384541.06    | 0.00%             | 2027-11-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| VW CREDIT CANADA INC                                      | VW Credit Canada Inc                                                             | CUSIP: 918423BK9<br>LEI: 5493008EKOD7VIY3LM85 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $151540.01    | 0.00%             | 2029-11-19      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| VW CREDIT CANADA INC                                      | VW Credit Canada Inc                                                             | CUSIP: 918423BN3<br>LEI: 5493008EKOD7VIY3LM85 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146934.87    | 0.00%             | 2030-11-19      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| VANCOUVER AIRPORT AUTHOR                                  | Vancouver Airport Authority                                                      | CUSIP: 92157WAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      200000 | PA      | $137692.13    | 0.00%             | 2030-09-20      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| VANCOUVER AIRPORT AUTHOR                                  | Vancouver Airport Authority                                                      | CUSIP: 92157WAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      150000 | PA      | $79688.72     | 0.00%             | 2050-09-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| VENTAS CANADA FIN LTD                                     | Ventas Canada Finance Ltd                                                        | CUSIP: 92277LAG1<br>LEI: 549300DAU6CCV22N5X51 | Long             | DBT              |  | CA        |      200000 | PA      | $146410.12    | 0.00%             | 2027-01-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| VENTAS CANADA FIN LTD                                     | Ventas Canada Finance Ltd                                                        | CUSIP: 92277LAJ5<br>LEI: 549300DAU6CCV22N5X51 | Long             | DBT              |  | CA        |      200000 | PA      | $153552.72    | 0.00%             | 2028-04-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VENTAS CANADA FIN LTD                                     | Ventas Canada Finance Ltd                                                        | CUSIP: 92277LAK2<br>LEI: 549300DAU6CCV22N5X51 | Long             | DBT              |  | CA        |      400000 | PA      | $307678.26    | 0.00%             | 2029-03-05      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WHITECAP RESOURCES INC                                    | Whitecap Resources Inc                                                           | CUSIP: 92340VAA5<br>LEI: 894500UA4G4BTB67II45 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $153481.89    | 0.00%             | 2029-06-21      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| WHITECAP RESOURCES INC                                    | Whitecap Resources Inc                                                           | CUSIP: 92340VAC1<br>LEI: 894500UA4G4BTB67II45 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $118017.76    | 0.00%             | 2034-06-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VBX1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      800000 | PA      | $1060472.48   | 0.01%             | 2034-02-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VEE0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      500000 | PA      | $531320.50    | 0.00%             | 2038-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VFG4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      200000 | PA      | $141450.03    | 0.00%             | 2030-05-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VFH2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      400000 | PA      | $231435.96    | 0.00%             | 2050-05-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VFY5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      200000 | PA      | $144927.91    | 0.00%             | 2028-03-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VGA6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      100000 | PA      | $61941.52     | 0.00%             | 2051-03-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                                             | Videotron Ltd                                                                    | CUSIP: 92660FAM6<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $143463.40    | 0.00%             | 2031-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                                             | Videotron Ltd                                                                    | CUSIP: 92660FAS3<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $154617.45    | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                                             | Videotron Ltd                                                                    | CUSIP: 92660FAU8<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $219159.45    | 0.00%             | 2032-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| STATES OF GUERNSEY                                        | States of Guernsey Bond                                                          | CUSIP: 000000000<br>LEI: 549300LMWTIK7DAC7T07 | Long             | DBT              | NUSS              | GG        |      100000 | PA      | $99076.31     | 0.00%             | 2046-12-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3824000 | PA      | $3642836.11   | 0.03%             | 2047-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      200000 | PA      | $239847.55    | 0.00%             | 2028-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WSP GLOBAL INC                                            | WSP Global Inc                                                                   | CUSIP: 92938WAA1<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145031.28    | 0.00%             | 2028-04-19      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| WSP GLOBAL INC                                            | WSP Global Inc                                                                   | CUSIP: 92938WAC7<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $150292.78    | 0.00%             | 2029-09-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WSP GLOBAL INC                                            | WSP Global Inc                                                                   | CUSIP: 92938WAD5<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $151340.74    | 0.00%             | 2034-09-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    64108000 | PA      | $3726077.54   | 0.03%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                           | London Stock Exchange Group PLC                                                  | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $171687.01    | 0.00%             | 2029-09-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $692963.93    | 0.01%             | 2028-01-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| OPTIVO FINANCE PLC                                        | Optivo Finance PLC                                                               | CUSIP: 000000000<br>LEI: 213800DU46CL9M2ZRN02 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $134317.41    | 0.00%             | 2048-03-22      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| LONDON & QUADRANT HOUSIN                                  | London & Quadrant Housing Trust                                                  | CUSIP: 000000000<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $165906.47    | 0.00%             | 2053-02-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                   | BASF SE                                                                          | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |      950000 | PA      | $1098893.99   | 0.01%             | 2027-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NIBC BANK NV                                              | NIBC Bank NV                                                                     | CUSIP: 000000000<br>LEI: B64D6Y3LBJS4ANNPCU93 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $227862.00    | 0.00%             | 2028-09-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ROTHESAY LIFE                                             | Rothesay Life PLC                                                                | CUSIP: 000000000<br>LEI: MFQO711J5UPYBWXSPG12 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $340477.42    | 0.00%             | 2026-07-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NORTHERN TERRITORY TREAS                                  | Northern Territory Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 254900V4FQ2K6E3VJ628 | Long             | DBT              | NUSS              | AU        |      400000 | PA      | $256349.07    | 0.00%             | 2029-05-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ITV PLC                                                   | ITV PLC                                                                          | CUSIP: 000000000<br>LEI: ZLECI7ED2QMWFGYCXZ59 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $294580.00    | 0.00%             | 2026-09-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BAWAG P.S.K.                                              | BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | CUSIP: 000000000<br>LEI: 529900ICA8XQYGIKR372 | Long             | DBT              | CORP              | AT        |      600000 | PA      | $671336.34    | 0.01%             | 2032-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 949746SZ5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      300000 | PA      | $219653.13    | 0.00%             | 2027-02-18      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 949746TJ0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      200000 | PA      | $150682.92    | 0.00%             | 2028-04-26      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| WESTCOAST ENERGY INC                                      | Westcoast Energy Inc                                                             | CUSIP: 95751ZAN3<br>LEI: 2X3624VST50Z5U73GU35 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $142119.52    | 0.00%             | 2041-10-28      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |      300000 | PA      | $387902.74    | 0.00%             | 2040-04-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $478709.39    | 0.00%             | 2040-03-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     3905000 | PA      | $4884344.16   | 0.04%             | 2041-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WHITECAP RESOURCES INC                                    | Whitecap Resources Inc                                                           | CUSIP: 96467AAB7<br>LEI: 894500UA4G4BTB67II45 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $74205.32     | 0.00%             | 2028-06-19      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $456107.12    | 0.00%             | 2027-10-08      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| THFC FUNDING NO 3 PLC                                     | THFC Funding No 3 PLC                                                            | CUSIP: 000000000<br>LEI: 2138003VKRGBYNDTVV92 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $253467.03    | 0.00%             | 2043-10-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BG ENERGY CAPITAL PLC                                     | BG Energy Capital PLC                                                            | CUSIP: 000000000<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $268280.22    | 0.00%             | 2036-11-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITY OF WINNIPEG                                          | City of Winnipeg Canada                                                          | CUSIP: 975026HD0<br>LEI: 549300EMTXVHLF48QI47 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $214313.66    | 0.00%             | 2064-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   137006000 | PA      | $7644139.15   | 0.07%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                      | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      436000 | PA      | $485779.37    | 0.00%             | 2030-02-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   424590000 | PA      | $1339793.54   | 0.01%             | 2028-10-22      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NAT GRID ELECTY WM                                        | National Grid Electricity Distribution West Midlands PLC                         | CUSIP: 000000000<br>LEI: 549300L22M2RCLXON143 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $996696.31    | 0.01%             | 2032-04-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTH E POWER NETWORKS                                    | South Eastern Power Networks PLC                                                 | CUSIP: 000000000<br>LEI: 213800H7NWVLCWAVKA15 | Long             | DBT              | CORP              | GB        |      800000 | PA      | $1151818.82   | 0.01%             | 2030-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                   | Imperial Brands Finance PLC                                                      | CUSIP: 000000000<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $541993.80    | 0.00%             | 2032-06-07      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES            | BlackRock Cash Funds: Treasury, SL Agency Shares                                 | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |    19960000 | NS      | $19960000.00  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     3320000 | PA      | $3656106.79   | 0.03%             | 2060-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   703950000 | PA      | $4302268.80   | 0.04%             | 2040-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   355000000 | PA      | $2352597.32   | 0.02%             | 2030-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    60800000 | PA      | $399514.12    | 0.00%             | 2030-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   896950000 | PA      | $5796303.20   | 0.05%             | 2030-06-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   952750000 | PA      | $5561335.96   | 0.05%             | 2040-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   183850000 | PA      | $1202331.60   | 0.01%             | 2030-09-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   160000000 | PA      | $117337.75    | 0.00%             | 2030-12-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                           | Lloyds Bank PLC                                                                  | CUSIP: 000000000<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1441535.88   | 0.01%             | 2029-02-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   295250000 | PA      | $1481369.41   | 0.01%             | 2051-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GREAT ROLLING STOCK LTD                                   | Great Rolling Stock Co PLC/The                                                   | CUSIP: 000000000<br>LEI: 21380012DN57CMIGJT65 | Long             | DBT              | CORP              | GB        |      210400 | PA      | $309210.94    | 0.00%             | 2035-07-27      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     5167000 | PA      | $6121106.00   | 0.05%             | 2042-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     2421000 | PA      | $2002763.77   | 0.02%             | 2030-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      250000 | PA      | $283369.77    | 0.00%             | 2060-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                  | Deutsche Telekom International Finance BV                                        | CUSIP: 000000000<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      150000 | PA      | $192698.53    | 0.00%             | 2030-10-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1140700000 | PA      | $5185787.75   | 0.04%             | 2053-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| REGIONAL MUNI OF YORK                                     | Regional Municipality of York                                                    | CUSIP: 98704CRC2<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $347656.95    | 0.00%             | 2031-06-22      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| REGIONAL MUNI OF YORK                                     | Regional Municipality of York                                                    | CUSIP: 98704CRD0<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $155132.45    | 0.00%             | 2033-12-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       50000 | PA      | $74112.85     | 0.00%             | 2111-03-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GATWICK FUNDING LIMITED                                   | Gatwick Funding Ltd                                                              | CUSIP: 000000000<br>LEI: 213800NK8FA3GKS6X167 | Long             | DBT              | CORP              | JE        |      100000 | PA      | $136992.60    | 0.00%             | 2026-03-02      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                         | MDGH GMTN RSC Ltd                                                                | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |      100000 | PA      | $137098.50    | 0.00%             | 2026-03-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $600462.08    | 0.01%             | 2026-10-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NOTTING HILL GENESIS                                      | Notting Hill Genesis                                                             | CUSIP: 000000000<br>LEI: 21380056VIC699RDGA46 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $310473.60    | 0.00%             | 2042-07-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   330000000 | PA      | $2153637.40   | 0.02%             | 2031-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     6710000 | PA      | $1777532.86   | 0.02%             | 2031-06-30      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     3300000 | PA      | $2323251.48   | 0.02%             | 2026-11-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   488000000 | PA      | $2794627.10   | 0.02%             | 2041-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   535100000 | PA      | $3469125.29   | 0.03%             | 2031-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6120000 | PA      | $6572548.89   | 0.06%             | 2052-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 55000000000 | PA      | $3360898.06   | 0.03%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     4500000 | PA      | $204441.42    | 0.00%             | 2061-06-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     2161000 | PA      | $1515719.45   | 0.01%             | 2027-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   121950000 | PA      | $785445.12    | 0.01%             | 2031-12-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1750000000 | PA      | $1245043.37   | 0.01%             | 2031-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1532000 | PA      | $1803599.67   | 0.02%             | 2062-01-26      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1297950000 | PA      | $8406058.02   | 0.07%             | 2031-12-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $548290.12    | 0.00%             | 2027-02-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     1754000 | PA      | $2109572.37   | 0.02%             | 2028-07-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                          | Santander UK PLC                                                                 | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $211642.62    | 0.00%             | 2029-02-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      150000 | PA      | $184204.58    | 0.00%             | 2032-04-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    18200000 | PA      | $603704.01    | 0.01%             | 2027-12-17      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     4455250 | PA      | $5224725.23   | 0.05%             | 2033-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   994650000 | PA      | $5652908.50   | 0.05%             | 2042-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      150000 | PA      | $180790.89    | 0.00%             | 2027-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1970000 | PA      | $2495938.19   | 0.02%             | 2032-03-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   600000000 | PA      | $3879858.05   | 0.03%             | 2032-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                                   | Sweden Government Bonds                                                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    15310000 | PA      | $1698014.01   | 0.01%             | 2032-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     2442000 | PA      | $2082507.54   | 0.02%             | 2042-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   113574000 | PA      | $5657224.79   | 0.05%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     9817000 | PA      | $10321324.92  | 0.09%             | 2044-07-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   402100000 | PA      | $2584978.45   | 0.02%             | 2032-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| OEBB-INFRASTRUKTUR AG                                     | OeBB-Infrastruktur AG                                                            | CUSIP: 000000000<br>LEI: 529900UUANUJ60MNMX97 | Long             | DBT              | CORP              | AT        |      700000 | PA      | $851417.95    | 0.01%             | 2032-05-18      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     5886000 | PA      | $2207077.35   | 0.02%             | 2042-01-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   389350000 | PA      | $1831200.32   | 0.02%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      600000 | PA      | $700144.46    | 0.01%             | 2044-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    23850000 | PA      | $152432.07    | 0.00%             | 2032-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      660000 | PA      | $794608.77    | 0.01%             | 2037-04-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   118500000 | PA      | $760101.24    | 0.01%             | 2032-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      883000 | PA      | $925063.55    | 0.01%             | 2042-07-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      891000 | PA      | $1070500.17   | 0.01%             | 2028-04-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     2192000 | PA      | $2438357.54   | 0.02%             | 2044-06-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $136068.96    | 0.00%             | 2026-09-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    17715000 | PA      | $21206487.82  | 0.18%             | 2027-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $692468.86    | 0.01%             | 2027-09-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      200000 | PA      | $264948.72    | 0.00%             | 2029-09-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   519350000 | PA      | $2883700.57   | 0.02%             | 2042-09-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1069550000 | PA      | $6848700.74   | 0.06%             | 2032-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE LTD                                  | BHP Billiton Finance Ltd                                                         | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $230294.92    | 0.00%             | 2042-09-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CIE DE SAINT-GOBAIN SA                                    | Cie de Saint-Gobain SA                                                           | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $276237.61    | 0.00%             | 2029-10-09      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AFFINITY SUTTON CM PLC                                    | Affinity Sutton Capital Markets PLC                                              | CUSIP: 000000000<br>LEI: 213800CIN9MC8IN3GK94 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $224675.45    | 0.00%             | 2042-10-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3280000000 | PA      | $2091232.54   | 0.02%             | 2042-12-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     9399000 | PA      | $6352008.46   | 0.06%             | 2029-04-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      250000 | PA      | $298185.16    | 0.00%             | 2027-11-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TGHR HSG FINANCE PLC                                      | Together Housing Finance PLC                                                     | CUSIP: 000000000<br>LEI: 213800FJW1TYLLKRV519 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $228216.11    | 0.00%             | 2042-12-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    35800000 | PA      | $1368357.37   | 0.01%             | 2037-12-12      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                   | GlaxoSmithKline Capital PLC                                                      | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $270935.27    | 0.00%             | 2027-12-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      350000 | PA      | $477760.00    | 0.00%             | 2026-12-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NOTTING HILL GENESIS                                      | Notting Hill Genesis                                                             | CUSIP: 000000000<br>LEI: 21380056VIC699RDGA46 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $376609.52    | 0.00%             | 2032-12-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1704100000 | PA      | $10885618.14  | 0.09%             | 2032-12-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                           | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $246612.62    | 0.00%             | 2038-01-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4108000 | PA      | $5168312.20   | 0.04%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERV FIN                                    | Anglian Water Services Financing PLC                                             | CUSIP: 000000000<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $478956.77    | 0.00%             | 2026-02-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   490100000 | PA      | $3151109.41   | 0.03%             | 2032-12-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      341000 | PA      | $409823.32    | 0.00%             | 2028-03-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ALLIANZ FINANCE II B.V.                                   | Allianz Finance II BV                                                            | CUSIP: 000000000<br>LEI: 529900C9NVPTCPDI1D65 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $481727.45    | 0.00%             | 2043-03-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   969250000 | PA      | $5252984.28   | 0.05%             | 2043-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY LUXEMBOURG                                    | State of the Grand-Duchy of Luxembourg                                           | CUSIP: 000000000<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | NUSS              | LU        |      190000 | PA      | $226238.87    | 0.00%             | 2028-03-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   770950000 | PA      | $4882651.12   | 0.04%             | 2033-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     7721000 | PA      | $8160179.50   | 0.07%             | 2045-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SCOTTISH WIDOWS LTD                                       | Scottish Widows Ltd                                                              | CUSIP: 000000000<br>LEI: 549300ZT0RVWCG8T4L55 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $288003.10    | 0.00%             | 2043-06-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     3000000 | PA      | $778036.31    | 0.01%             | 2033-04-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE LTD                                  | BHP Billiton Finance Ltd                                                         | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $116998.47    | 0.00%             | 2033-04-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                           | Microsoft Corp.                                                                  | CUSIP: 000000000<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      250000 | PA      | $291706.81    | 0.00%             | 2033-05-02      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5631000 | PA      | $7345943.34   | 0.06%             | 2044-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      450000 | PA      | $537883.48    | 0.00%             | 2028-05-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                                    | CEZ AS                                                                           | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |      375000 | PA      | $447887.02    | 0.00%             | 2028-06-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   236950000 | PA      | $1298470.75   | 0.01%             | 2043-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   942950000 | PA      | $5996939.79   | 0.05%             | 2033-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      740000 | PA      | $880992.42    | 0.01%             | 2028-07-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF MANCHESTER                                  | University of Manchester                                                         | CUSIP: 000000000<br>LEI: 213800L6WZJ6FSGIEJ60 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $318768.02    | 0.00%             | 2053-07-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     4120000 | PA      | $2754145.09   | 0.02%             | 2032-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    45690000 | PA      | $2175728.18   | 0.02%             | 2028-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 38000000000 | PA      | $2556193.76   | 0.02%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      500000 | PA      | $592001.55    | 0.01%             | 2034-09-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1600000 | PA      | $434390.29    | 0.00%             | 2033-08-30      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                               | Equinor ASA                                                                      | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      390000 | PA      | $460979.36    | 0.00%             | 2041-04-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   189800000 | PA      | $1018998.54   | 0.01%             | 2043-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1262050000 | PA      | $8005992.60   | 0.07%             | 2033-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 12320000000 | PA      | $895602.73    | 0.01%             | 2044-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      450000 | PA      | $129167.33    | 0.00%             | 2043-09-30      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| OEBB-INFRASTRUKTUR AG                                     | OeBB-Infrastruktur AG                                                            | CUSIP: 000000000<br>LEI: 529900UUANUJ60MNMX97 | Long             | DBT              | CORP              | AT        |      475000 | PA      | $561053.10    | 0.00%             | 2033-10-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                          | Welltower OP LLC                                                                 | CUSIP: 000000000<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |      700000 | PA      | $965039.87    | 0.01%             | 2028-11-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    10410000 | PA      | $7215576.41   | 0.06%             | 2033-04-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   407550000 | PA      | $2141216.37   | 0.02%             | 2043-12-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ASTER TREASURY PLC                                        | Aster Treasury Plc                                                               | CUSIP: 000000000<br>LEI: 213800P9VSYTW2S14R80 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $115714.60    | 0.00%             | 2043-12-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   762650000 | PA      | $4787080.48   | 0.04%             | 2033-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  5421200000 | PA      | $3787899.85   | 0.03%             | 2033-12-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     1205000 | PA      | $1478335.94   | 0.01%             | 2029-01-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $118561.03    | 0.00%             | 2026-02-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     6120000 | PA      | $6504572.91   | 0.06%             | 2047-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    11733000 | PA      | $12114309.11  | 0.10%             | 2046-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   130000000 | PA      | $679587.58    | 0.01%             | 2044-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      100000 | PA      | $107446.88    | 0.00%             | 2114-03-19      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   738950000 | PA      | $4588009.34   | 0.04%             | 2034-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Elia Transmission Belgium SA                              | Elia Transmission Belgium SA                                                     | CUSIP: 000000000<br>LEI: 549300A3EZXECDLW2V25 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $357355.49    | 0.00%             | 2029-04-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1244307.44   | 0.01%             | 2029-04-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   106000000 | PA      | $5714543.46   | 0.05%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $139520.77    | 0.00%             | 2026-05-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    21757000 | PA      | $25710835.01  | 0.22%             | 2030-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    14097000 | PA      | $17330754.21  | 0.15%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AFFORDABLE HOUSING FINAN                                  | Affordable Housing Finance PLC                                                   | CUSIP: 000000000<br>LEI: 213800CUPSEPGZJDL997 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $341606.05    | 0.00%             | 2042-05-20      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   718950000 | PA      | $3122634.87   | 0.03%             | 2054-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    62050000 | PA      | $322774.42    | 0.00%             | 2044-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   779100000 | PA      | $4820753.74   | 0.04%             | 2034-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SODEXO SA                                                 | Sodexo SA                                                                        | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | DBT              | CORP              | FR        |      150000 | PA      | $177845.47    | 0.00%             | 2026-06-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $352611.93    | 0.00%             | 2029-06-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |    11850000 | PA      | $9706995.17   | 0.08%             | 2029-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1000000 | PA      | $981570.69    | 0.01%             | 2044-07-29      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1100000 | PA      | $967717.15    | 0.01%             | 2045-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   216850000 | PA      | $1122883.42   | 0.01%             | 2044-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                 | Sanofi SA                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $590864.19    | 0.01%             | 2026-09-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WPP FINANCE SA                                            | WPP Finance SA                                                                   | CUSIP: 000000000<br>LEI: 549300KWN0W6L03WNN80 | Long             | DBT              | CORP              | FR        |      207000 | PA      | $244883.58    | 0.00%             | 2026-09-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   741200000 | PA      | $4531568.59   | 0.04%             | 2034-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                            | Merck & Co Inc                                                                   | CUSIP: 58933YAM7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      200000 | PA      | $222313.54    | 0.00%             | 2034-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    14100000 | PA      | $3903110.13   | 0.03%             | 2028-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     2629000 | PA      | $1655945.16   | 0.01%             | 2037-04-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      669000 | PA      | $763719.18    | 0.01%             | 2029-10-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BG ENERGY CAPITAL PLC                                     | BG Energy Capital PLC                                                            | CUSIP: 000000000<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $231668.08    | 0.00%             | 2029-11-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                    | SAP SE                                                                           | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | DBT              | CORP              | DE        |      352000 | PA      | $415425.51    | 0.00%             | 2027-02-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   217150000 | PA      | $1079482.44   | 0.01%             | 2044-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   838550000 | PA      | $5019330.83   | 0.04%             | 2034-12-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1752210000 | PA      | $1071828.59   | 0.01%             | 2044-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     1034000 | PA      | $1216871.25   | 0.01%             | 2027-01-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     1139000 | PA      | $1419778.24   | 0.01%             | 2045-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $666712.73    | 0.01%             | 2030-01-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     6602000 | PA      | $6920789.62   | 0.06%             | 2046-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      800000 | PA      | $882945.29    | 0.01%             | 2030-05-25      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      800000 | PA      | $557182.36    | 0.00%             | 2026-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                 | Apple Inc                                                                        | CUSIP: 000000000<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      250000 | PA      | $327347.38    | 0.00%             | 2030-02-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     1335000 | PA      | $1569776.70   | 0.01%             | 2027-02-16      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                          | Coca-Cola Co/The                                                                 | CUSIP: 000000000<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     1163000 | PA      | $1185646.13   | 0.01%             | 2035-03-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $175412.45    | 0.00%             | 2045-03-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     1600000 | PA      | $1727640.05   | 0.01%             | 2031-04-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $297306.87    | 0.00%             | 2035-03-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   462250000 | PA      | $2286127.96   | 0.02%             | 2045-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                         | Kinder Morgan Inc                                                                | CUSIP: 000000000<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      300000 | PA      | $354590.08    | 0.00%             | 2027-03-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                    | APA Infrastructure Ltd                                                           | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      450000 | PA      | $588513.25    | 0.01%             | 2030-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      550000 | PA      | $635643.70    | 0.01%             | 2030-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   858100000 | PA      | $5112445.02   | 0.04%             | 2035-03-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5753000 | PA      | $6356336.67   | 0.06%             | 2032-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $290982.70    | 0.00%             | 2027-03-25      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     8285000 | PA      | $4893996.51   | 0.04%             | 2035-06-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      300000 | PA      | $249034.41    | 0.00%             | 2115-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      568000 | PA      | $642452.48    | 0.01%             | 2030-04-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   255650000 | PA      | $682616.74    | 0.01%             | 2031-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      500000 | PA      | $544742.89    | 0.00%             | 2030-04-29      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   510150000 | PA      | $2020149.37   | 0.02%             | 2055-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE LTD                                  | BHP Billiton Finance Ltd                                                         | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |      345000 | PA      | $385468.34    | 0.00%             | 2030-04-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CIE GENERALE DES ESTABLI                                  | Cie Generale des Etablissements Michelin SCA                                     | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $117499.03    | 0.00%             | 2027-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                | 3M Co                                                                            | CUSIP: 000000000<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      300000 | PA      | $338340.98    | 0.00%             | 2030-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                   | CUSIP: 000000000<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      350000 | PA      | $414011.66    | 0.00%             | 2026-06-02      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC                                                 | Aviva PLC                                                                        | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $686485.57    | 0.01%             | 2050-06-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   281000000 | PA      | $1409052.69   | 0.01%             | 2045-06-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $342474.05    | 0.00%             | 2030-05-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1172800000 | PA      | $7018016.79   | 0.06%             | 2035-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF LIVERPOOL                                   | University of Liverpool                                                          | CUSIP: 000000000<br>LEI: 213800FEIAW5YCVLG823 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $90376.65     | 0.00%             | 2055-06-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 18000000000 | PA      | $1219569.40   | 0.01%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      370000 | PA      | $381421.68    | 0.00%             | 2035-07-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                 | Apple Inc                                                                        | CUSIP: 000000000<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      200000 | PA      | $265520.01    | 0.00%             | 2029-07-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      521000 | PA      | $571316.76    | 0.00%             | 2045-08-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AFFORDABLE HOUSING FINAN                                  | Affordable Housing Finance PLC                                                   | CUSIP: 000000000<br>LEI: 213800CUPSEPGZJDL997 | Long             | DBT              | CORP              | GB        |      800000 | PA      | $784354.20    | 0.01%             | 2043-08-11      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 60142000000 | PA      | $4056240.37   | 0.04%             | 2031-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                   | Shell International Finance BV                                                   | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      125000 | PA      | $163938.15    | 0.00%             | 2028-08-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    29130000 | PA      | $1405865.71   | 0.01%             | 2026-06-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1628800000 | PA      | $1038346.00   | 0.01%             | 2035-09-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   682000000 | PA      | $3274299.76   | 0.03%             | 2045-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1343710 | PA      | $1328517.51   | 0.01%             | 2038-06-22      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   567500000 | PA      | $3348606.50   | 0.03%             | 2035-09-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    11843000 | PA      | $13182030.82  | 0.11%             | 2031-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    10390000 | PA      | $2915144.35   | 0.03%             | 2026-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      410000 | PA      | $365678.03    | 0.00%             | 2045-10-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |     1800000 | PA      | $2098614.90   | 0.02%             | 2027-10-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      200000 | PA      | $224399.03    | 0.00%             | 2030-10-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     1699000 | PA      | $971051.60    | 0.01%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LONDON & QUADRANT HOUSIN                                  | London & Quadrant Housing Trust                                                  | CUSIP: 000000000<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $143344.67    | 0.00%             | 2049-10-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                  | Generali                                                                         | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |      650000 | PA      | $803218.14    | 0.01%             | 2047-10-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     1760000 | PA      | $1181716.49   | 0.01%             | 2028-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                               | CUSIP: 000000000<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      400000 | PA      | $545885.00    | 0.00%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      100000 | PA      | $103582.97    | 0.00%             | 2036-11-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    40918000 | PA      | $1470115.99   | 0.01%             | 2036-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SYENSQO SA                                                | Syensqo SA                                                                       | CUSIP: 000000000<br>LEI: 549300060XNJ90PLNS10 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $238182.84    | 0.00%             | 2027-12-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    54790000 | PA      | $9402299.91   | 0.08%             | 2035-09-22      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   829050000 | PA      | $3961273.06   | 0.03%             | 2045-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   835750000 | PA      | $4815012.53   | 0.04%             | 2035-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $1112707.42   | 0.01%             | 2031-01-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      852000 | PA      | $959663.43    | 0.01%             | 2031-01-21      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      440000 | PA      | $438591.07    | 0.00%             | 2036-07-04      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CARDIFF UNIVERSITY                                        | Cardiff University                                                               | CUSIP: 000000000<br>LEI: 549300OORZW54UVPSL54 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $82069.47     | 0.00%             | 2055-12-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    29000000 | PA      | $1180130.68   | 0.01%             | 2066-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   467180000 | PA      | $1380578.27   | 0.01%             | 2027-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1001000 | PA      | $807096.42    | 0.01%             | 2047-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     9892000 | PA      | $1026027.44   | 0.01%             | 2026-02-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     3242000 | PA      | $2804107.69   | 0.02%             | 2046-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     4253000 | PA      | $3268278.80   | 0.03%             | 2047-06-22      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   520250000 | PA      | $2174513.29   | 0.02%             | 2046-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                   | America Movil SAB de CV                                                          | CUSIP: 000000000<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      300000 | PA      | $352068.54    | 0.00%             | 2028-03-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     5850000 | PA      | $5986782.01   | 0.05%             | 2046-10-31      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $195094.53    | 0.00%             | 2036-04-04      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                    | Berkshire Hathaway Inc                                                           | CUSIP: 000000000<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |      300000 | PA      | $352613.76    | 0.00%             | 2028-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     2170000 | PA      | $610061.85    | 0.01%             | 2046-03-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $355491.20    | 0.00%             | 2026-02-11      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                  | Deutsche Telekom International Finance BV                                        | CUSIP: 000000000<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      655000 | PA      | $760965.27    | 0.01%             | 2028-04-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $118332.52    | 0.00%             | 2026-03-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $237562.48    | 0.00%             | 2026-03-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  2029200000 | PA      | $10917724.06  | 0.09%             | 2036-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      800000 | PA      | $938923.04    | 0.01%             | 2028-03-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     5000000 | PA      | $1278373.41   | 0.01%             | 2026-09-30      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                | FedEx Corp                                                                       | CUSIP: 31428XBL9<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      990000 | PA      | $1166290.35   | 0.01%             | 2027-01-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $354637.34    | 0.00%             | 2026-04-13      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON FINANCE 16                                   | CK Hutchison Finance 16 Ltd                                                      | CUSIP: 000000000<br>LEI: 254900EAR706W4E5ZN70 | Long             | DBT              | CORP              | KY        |      400000 | PA      | $466836.88    | 0.00%             | 2028-04-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     1700000 | PA      | $1851976.96   | 0.02%             | 2031-04-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $355074.15    | 0.00%             | 2026-04-13      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| FINNVERA PLC                                              | Finnvera Oyj                                                                     | CUSIP: 000000000<br>LEI: 743700T69OBBJO7TCA15 | Long             | DBT              | NUSS              | FI        |      200000 | PA      | $236378.26    | 0.00%             | 2026-04-13      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $629940.97    | 0.01%             | 2035-10-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     4040000 | PA      | $2737732.63   | 0.02%             | 2028-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      250000 | PA      | $295333.90    | 0.00%             | 2026-04-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     6435000 | PA      | $3860261.03   | 0.03%             | 2066-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Allianz Finance II BV                                     | Allianz Finance II BV                                                            | CUSIP: 000000000<br>LEI: 529900C9NVPTCPDI1D65 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $220930.20    | 0.00%             | 2031-04-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       65000 | PA      | $76807.04     | 0.00%             | 2026-04-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      600000 | PA      | $706931.76    | 0.01%             | 2026-10-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      300000 | PA      | $295077.36    | 0.00%             | 2036-04-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      900000 | PA      | $1045369.76   | 0.01%             | 2028-05-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     1273000 | PA      | $863654.80    | 0.01%             | 2028-07-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                  | CUSIP: 000000000<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199682.66    | 0.00%             | 2036-05-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      650000 | PA      | $640624.06    | 0.01%             | 2036-05-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                   | Shell International Finance BV                                                   | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      420000 | PA      | $483911.05    | 0.00%             | 2028-05-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                 | Airbus SE                                                                        | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $236237.38    | 0.00%             | 2026-05-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      650000 | PA      | $753763.16    | 0.01%             | 2028-05-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    21391000 | PA      | $14273282.57  | 0.12%             | 2028-05-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $319143.04    | 0.00%             | 2032-05-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                      | Kraft Heinz Foods Co                                                             | CUSIP: 000000000<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1349913.88   | 0.01%             | 2028-05-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $690218.61    | 0.01%             | 2028-05-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AUST CAPITAL TERRITORY                                    | Australian Capital Territory                                                     | CUSIP: 000000000<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | NUSS              | AU        |       60000 | PA      | $41600.44     | 0.00%             | 2026-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE LUX SA                                     | Holcim Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900XU3Z9D2HLBR716 | Long             | DBT              | CORP              | LU        |     1350000 | PA      | $1583342.85   | 0.01%             | 2028-05-26      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1900000 | PA      | $486095.24    | 0.00%             | 2026-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   948700000 | PA      | $2615074.69   | 0.02%             | 2056-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     2680000 | PA      | $2111808.65   | 0.02%             | 2026-06-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     3110000 | PA      | $532695.99    | 0.00%             | 2046-04-25      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      450000 | PA      | $530586.99    | 0.00%             | 2026-06-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ESB FINANCE DAC                                           | ESB Finance DAC                                                                  | CUSIP: 000000000<br>LEI: 635400VCPRSU89DLMZ57 | Long             | DBT              | CORP              | IE        |      400000 | PA      | $445907.91    | 0.00%             | 2031-06-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      550000 | PA      | $656555.96    | 0.01%             | 2028-06-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      250000 | PA      | $294653.79    | 0.00%             | 2026-06-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |      540000 | PA      | $368312.60    | 0.00%             | 2027-10-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1066750000 | PA      | $3911662.51   | 0.03%             | 2046-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                                               | Swiss Confederation Government Bond                                              | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |    19432000 | PA      | $25195845.16  | 0.22%             | 2029-06-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      725000 | PA      | $853143.44    | 0.01%             | 2026-07-06      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      500000 | PA      | $606107.15    | 0.01%             | 2028-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1701250000 | PA      | $8871162.08   | 0.08%             | 2036-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| ASML HOLDING NV                                           | ASML Holding NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | DBT              | CORP              | NL        |      550000 | PA      | $649887.89    | 0.01%             | 2026-07-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    64910000 | PA      | $2098016.38   | 0.02%             | 2046-06-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $117668.88    | 0.00%             | 2026-07-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      455000 | PA      | $537805.24    | 0.00%             | 2026-07-27      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $219486.97    | 0.00%             | 2031-07-29      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     3390000 | PA      | $2710235.45   | 0.02%             | 2036-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                      | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      300000 | PA      | $237354.95    | 0.00%             | 2049-08-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $185230.53    | 0.00%             | 2036-08-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1050000 | PA      | $1422749.52   | 0.01%             | 2027-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    36520000 | PA      | $1170604.87   | 0.01%             | 2026-12-17      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      600000 | PA      | $699565.42    | 0.01%             | 2040-05-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1467540000 | PA      | $830924.66    | 0.01%             | 2036-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |     2500000 | PA      | $3233524.35   | 0.03%             | 2027-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $234615.02    | 0.00%             | 2026-08-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     2530000 | PA      | $1264880.90   | 0.01%             | 2037-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      522000 | PA      | $586305.40    | 0.01%             | 2028-08-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $468048.74    | 0.00%             | 2026-10-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       75000 | PA      | $60194.95     | 0.00%             | 2041-08-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EVONIK INDUSTRIES AG                                      | Evonik Industries AG                                                             | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | DBT              | CORP              | DE        |      270000 | PA      | $306193.55    | 0.00%             | 2028-09-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1331000 | PA      | $1554837.93   | 0.01%             | 2026-11-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   385650000 | PA      | $1475106.42   | 0.01%             | 2046-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $230505.10    | 0.00%             | 2043-09-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $251200.10    | 0.00%             | 2032-09-23      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                        | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $234140.19    | 0.00%             | 2026-09-14      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1747050000 | PA      | $9354047.30   | 0.08%             | 2036-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                        | Cadent Finance PLC                                                               | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $518867.79    | 0.00%             | 2028-09-22      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| NOVARTIS FINANCE SA                                       | Novartis Finance SA                                                              | CUSIP: 000000000<br>LEI: 549300J537IQK62XT333 | Long             | DBT              | CORP              | LU        |      600000 | PA      | $680442.54    | 0.01%             | 2028-09-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                        | Cadent Finance PLC                                                               | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $291185.54    | 0.00%             | 2038-09-22      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      870000 | PA      | $993589.42    | 0.01%             | 2028-09-19      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| KAF KAERTNER AUSGLEICHSZ                                  | KAF Kaerntner Ausgleichszahlungs-Fonds                                           | CUSIP: 000000000<br>LEI: 5299005K04JUZBZIIE85 | Long             | DBT              | CORP              | AT        |      450000 | PA      | $435140.40    | 0.00%             | 2032-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                          | Deutsche Bahn AG                                                                 | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $339417.00    | 0.00%             | 2028-09-26      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ELM BV (SWISS LIFE)                                       | ELM BV for Swiss Life Insurance & Pension Group                                  | CUSIP: 000000000<br>LEI: 724500DHUNQ9NF3A7D24 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $361885.87    | 0.00%             | 2027-05-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSRNCES                                  | Credit Agricole Assurances SA                                                    | CUSIP: 000000000<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $371218.81    | 0.00%             | 2048-09-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                   | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $234763.04    | 0.00%             | 2026-09-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $233961.43    | 0.00%             | 2026-10-05      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      400000 | PA      | $310860.48    | 0.00%             | 2041-10-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2600000000 | PA      | $1788231.45   | 0.02%             | 2026-12-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      375000 | PA      | $328279.16    | 0.00%             | 2037-11-13      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NORTHUMBRIAN WATER FIN                                    | Northumbrian Water Finance PLC                                                   | CUSIP: 000000000<br>LEI: 213800JTFA6F3S7XX781 | Long             | DBT              | CORP              | GB        |      210000 | PA      | $282724.26    | 0.00%             | 2026-10-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2865000 | PA      | $898087.85    | 0.01%             | 2028-08-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                  | African Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |      150000 | PA      | $175448.33    | 0.00%             | 2026-10-07      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      400000 | PA      | $368426.60    | 0.00%             | 2036-10-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      100000 | PA      | $117042.78    | 0.00%             | 2026-10-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $68324.37     | 0.00%             | 2027-03-23      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     5088000 | PA      | $1415358.29   | 0.01%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HERA SPA                                                  | Hera SpA                                                                         | CUSIP: 000000000<br>LEI: 8156009414FD99443B48 | Long             | DBT              | CORP              | IT        |      700000 | PA      | $821415.64    | 0.01%             | 2026-10-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      820000 | PA      | $902835.19    | 0.01%             | 2029-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                  | Snam SpA                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      461000 | PA      | $541041.65    | 0.00%             | 2026-10-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CRH FINANCE DAC                                           | CRH Finance DAC                                                                  | CUSIP: 000000000<br>LEI: 549300C4ROP5J6I59W35 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $345076.43    | 0.00%             | 2028-10-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     4956000 | PA      | $2475882.71   | 0.02%             | 2047-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                          | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $584799.95    | 0.01%             | 2026-10-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SAGESS                                                    | Gestion Securite de Stocks Securite SA                                           | CUSIP: 000000000<br>LEI: 96950015LNMQ336X4W81 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $450946.47    | 0.00%             | 2028-10-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      550000 | PA      | $628916.84    | 0.01%             | 2028-10-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      100000 | PA      | $68166.31     | 0.00%             | 2027-04-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $117988.27    | 0.00%             | 2026-11-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MERLIN PROPERTIES SOCIMI                                  | Merlin Properties Socimi SA                                                      | CUSIP: 000000000<br>LEI: 959800L8KD863DP30X04 | Long             | DBT              |  | ES        |      325000 | PA      | $384053.17    | 0.00%             | 2026-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      310000 | PA      | $171870.62    | 0.00%             | 2086-11-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      123000 | PA      | $117002.22    | 0.00%             | 2040-11-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      570000 | PA      | $423195.98    | 0.00%             | 2046-10-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                              | Verizon Communications, Inc.                                                     | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      500000 | PA      | $573887.03    | 0.00%             | 2028-11-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 459200JM4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   100000000 | PA      | $639987.30    | 0.01%             | 2026-11-02      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                      | Jyske Realkredit A/S                                                             | CUSIP: 000000000<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |      300000 | PA      | $351933.47    | 0.00%             | 2026-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      900000 | PA      | $951635.08    | 0.01%             | 2031-11-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LAND THUERINGEN                                           | Land Thueringen                                                                  | CUSIP: 000000000<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | NUSS              | DE        |       60000 | PA      | $70133.04     | 0.00%             | 2026-10-26      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                                  | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $467520.39    | 0.00%             | 2027-02-27      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                               | Equinor ASA                                                                      | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      700000 | PA      | $673311.32    | 0.01%             | 2036-11-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      132000 | PA      | $154367.16    | 0.00%             | 2026-11-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBODEN                                    | Bayerische Landesbodenkreditanstalt                                              | CUSIP: 000000000<br>LEI: 5299005GH66DVCCLC652 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $117088.22    | 0.00%             | 2026-11-23      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $320453.36    | 0.00%             | 2031-12-01      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                                   | Autostrade per l'Italia SpA                                                      | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $353310.60    | 0.00%             | 2027-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                   | Severn Trent Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |      750000 | PA      | $913647.19    | 0.01%             | 2031-12-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAND-PFALZ                                      | State of Rhineland-Palatinate                                                    | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $349461.73    | 0.00%             | 2027-01-26      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   575100000 | PA      | $2234991.26   | 0.02%             | 2046-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   604250000 | PA      | $3248113.59   | 0.03%             | 2036-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     1750000 | PA      | $554974.57    | 0.00%             | 2027-03-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $116932.91    | 0.00%             | 2027-01-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $587516.80    | 0.01%             | 2027-01-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $323751.33    | 0.00%             | 2032-01-12      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      717000 | PA      | $733268.35    | 0.01%             | 2037-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |      750000 | PA      | $879256.11    | 0.01%             | 2026-11-26      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $120325.02    | 0.00%             | 2027-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                   | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $117492.56    | 0.00%             | 2028-10-17      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| NN GROUP NV                                               | NN Group NV                                                                      | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $366610.72    | 0.00%             | 2048-01-13      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |     1000000 | PA      | $1168922.26   | 0.01%             | 2027-01-18      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      400000 | PA      | $467254.34    | 0.00%             | 2027-01-18      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                           | Israel Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      300000 | PA      | $351238.17    | 0.00%             | 2027-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ITALGAS SPA                                               | Italgas SpA                                                                      | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |     1150000 | PA      | $1353696.96   | 0.01%             | 2027-01-19      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1650000 | PA      | $1580060.65   | 0.01%             | 2037-06-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      724000 | PA      | $851685.47    | 0.01%             | 2027-03-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     6250000 | PA      | $7286008.25   | 0.06%             | 2027-06-22      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1841000 | PA      | $2152034.06   | 0.02%             | 2027-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4872000 | PA      | $5526795.38   | 0.05%             | 2033-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                                  | Denmark Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |    68610000 | PA      | $10652641.67  | 0.09%             | 2027-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                  | Deutsche Telekom International Finance BV                                        | CUSIP: 000000000<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      750000 | PA      | $882065.13    | 0.01%             | 2027-01-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    10965000 | PA      | $12907584.72  | 0.11%             | 2027-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    12069000 | PA      | $11322800.46  | 0.10%             | 2039-06-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $217176.56    | 0.00%             | 2032-02-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $486690.76    | 0.00%             | 2037-02-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    12940000 | PA      | $15371879.09  | 0.13%             | 2027-06-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF S                                  | Societe Nationale SNCF SACA                                                      | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $344131.48    | 0.00%             | 2029-02-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                                   | Sweden Government Bonds                                                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |   132455000 | PA      | $14460799.72  | 0.13%             | 2028-05-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 41912000000 | PA      | $2674244.61   | 0.02%             | 2032-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ESB FINANCE DAC                                           | ESB Finance DAC                                                                  | CUSIP: 000000000<br>LEI: 635400VCPRSU89DLMZ57 | Long             | DBT              | CORP              | IE        |     1050000 | PA      | $1213982.37   | 0.01%             | 2029-02-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $196732.63    | 0.00%             | 2037-02-06      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      350000 | PA      | $408398.82    | 0.00%             | 2027-02-08      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $717883.96    | 0.01%             | 2027-02-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     5956000 | PA      | $6933270.77   | 0.06%             | 2027-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1510000 | PA      | $1358136.55   | 0.01%             | 2043-02-13      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1307000 | PA      | $1005401.65   | 0.01%             | 2057-06-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     2129000 | PA      | $1657445.48   | 0.01%             | 2047-04-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNILEVER FINANCE                                          | Unilever Finance Netherlands BV                                                  | CUSIP: 000000000<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |      370000 | PA      | $432883.16    | 0.00%             | 2027-02-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| F VAN LANSCHOT BANKIERS                                   | Van Lanschot Kempen NV                                                           | CUSIP: 000000000<br>LEI: 724500D8WOYCL1BUCB80 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $233430.67    | 0.00%             | 2027-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      900000 | PA      | $1051095.76   | 0.01%             | 2027-02-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      550000 | PA      | $640089.83    | 0.01%             | 2028-02-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SMITHS GROUP PLC                                          | Smiths Group PLC                                                                 | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $589549.83    | 0.01%             | 2027-02-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    19771000 | PA      | $13243814.15  | 0.11%             | 2028-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2726000 | PA      | $3105997.85   | 0.03%             | 2033-07-30      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| LAND THUERINGEN                                           | Land Thueringen                                                                  | CUSIP: 000000000<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $116403.31    | 0.00%             | 2027-03-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |     5000000 | PA      | $561314.13    | 0.00%             | 2026-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2250000 | PA      | $537744.31    | 0.00%             | 2047-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1914150000 | PA      | $12239415.61  | 0.11%             | 2027-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      925000 | PA      | $923720.71    | 0.01%             | 2037-03-09      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $233512.84    | 0.00%             | 2027-09-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   416650000 | PA      | $1686574.62   | 0.01%             | 2047-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $356302.29    | 0.00%             | 2032-03-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                                  | South Australian Government Financing Authority                                  | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |      350000 | PA      | $238883.40    | 0.00%             | 2027-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    90662000 | PA      | $4567156.51   | 0.04%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      300000 | PA      | $358741.98    | 0.00%             | 2027-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   445950000 | PA      | $2406304.01   | 0.02%             | 2037-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| WOLTERS KLUWER NV                                         | Wolters Kluwer NV                                                                | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $704223.78    | 0.01%             | 2027-03-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $589103.38    | 0.01%             | 2026-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |      350000 | PA      | $409043.64    | 0.00%             | 2027-03-29      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $315616.66    | 0.00%             | 2034-03-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     5600000 | PA      | $3839601.81   | 0.03%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1176772.79   | 0.01%             | 2027-03-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNI OF SOUTHAMPTON                                        | University of Southampton                                                        | CUSIP: 000000000<br>LEI: 213800DI973E8F5COR26 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $67209.13     | 0.00%             | 2057-04-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                                  | New Zealand Local Government Funding Agency Bond                                 | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |      200000 | PA      | $112537.33    | 0.00%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     8495000 | PA      | $2369465.03   | 0.02%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    18061000 | PA      | $21105420.00  | 0.18%             | 2027-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      492000 | PA      | $582905.69    | 0.01%             | 2027-04-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    10900000 | PA      | $12691556.44  | 0.11%             | 2027-04-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ARKEMA                                                    | Arkema SA                                                                        | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $585807.75    | 0.01%             | 2027-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                      | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $467146.38    | 0.00%             | 2027-04-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON                                    | Credit Agricole SA/London                                                        | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1171898.29   | 0.01%             | 2027-05-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1280311.94   | 0.01%             | 2027-05-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MARTLET HOMES LTD                                         | Martlet Homes Ltd                                                                | CUSIP: 000000000<br>LEI: 2138001TCZGXYSUJLZ52 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $163383.83    | 0.00%             | 2052-05-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $232658.26    | 0.00%             | 2027-05-07      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $213091.32    | 0.00%             | 2032-05-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                                               | Swiss Confederation Government Bond                                              | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |     3670000 | PA      | $4839282.75   | 0.04%             | 2055-05-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| General Electric Co.                                      | General Electric Co.                                                             | CUSIP: 000000000<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      525000 | PA      | $598516.24    | 0.01%             | 2029-05-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      470000 | PA      | $395872.46    | 0.00%             | 2047-05-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $232544.45    | 0.00%             | 2027-05-18      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $325022.33    | 0.00%             | 2032-05-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $583543.07    | 0.01%             | 2027-05-19      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     7400000 | PA      | $1909527.95   | 0.02%             | 2027-11-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      215000 | PA      | $246939.33    | 0.00%             | 2029-05-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      450000 | PA      | $527188.54    | 0.00%             | 2027-05-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    10115000 | PA      | $8214818.71   | 0.07%             | 2048-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    39560000 | PA      | $1868679.64   | 0.02%             | 2027-02-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      400000 | PA      | $523559.05    | 0.00%             | 2027-11-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1210000 | PA      | $1282497.98   | 0.01%             | 2033-05-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EXPERIAN FINANCE PLC                                      | Experian Finance PLC                                                             | CUSIP: 000000000<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $236260.17    | 0.00%             | 2026-06-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CHANNEL LINK                                              | Channel Link Enterprises Finance PLC                                             | CUSIP: 000000000<br>LEI: 213800BYHTDDUJYTT475 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $320922.66    | 0.00%             | 2050-06-30      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                     | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      418000 | PA      | $487284.90    | 0.00%             | 2027-05-26      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $757428.78    | 0.01%             | 2032-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                             | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |      120000 | PA      | $139859.84    | 0.00%             | 2027-05-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   364550000 | PA      | $1206665.56   | 0.01%             | 2057-03-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   331550000 | PA      | $1001337.05   | 0.01%             | 2026-12-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      720000 | PA      | $700055.75    | 0.01%             | 2037-06-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $225315.13    | 0.00%             | 2029-06-08      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $350329.88    | 0.00%             | 2027-06-16      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      100000 | PA      | $107961.90    | 0.00%             | 2032-06-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   990700000 | PA      | $6314408.00   | 0.05%             | 2027-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     7492000 | PA      | $2247102.38   | 0.02%             | 2047-03-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |      900000 | PA      | $622041.50    | 0.01%             | 2026-10-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AEROPORTI DI ROMA SPA                                     | Aeroporti di Roma SpA                                                            | CUSIP: 000000000<br>LEI: 8156007259ABDEA3F444 | Long             | DBT              | CORP              | IT        |      450000 | PA      | $527553.94    | 0.00%             | 2027-06-08      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   100000000 | PA      | $638446.63    | 0.01%             | 2027-06-09      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   647000000 | PA      | $2597888.24   | 0.02%             | 2047-06-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      650000 | PA      | $760653.66    | 0.01%             | 2027-06-14      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      950000 | PA      | $1053387.53   | 0.01%             | 2036-09-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TENNET NET BV                                             | Tennet Netherlands BV                                                            | CUSIP: 000000000<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |     1050000 | PA      | $1201292.24   | 0.01%             | 2029-06-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   705900000 | PA      | $3739554.24   | 0.03%             | 2037-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                                               | Swiss Confederation Government Bond                                              | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |     2740000 | PA      | $3576163.08   | 0.03%             | 2045-06-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POST HOME LOAN                                  | La Banque Postale Home Loan SFH SA                                               | CUSIP: 000000000<br>LEI: 969500D5PFMTWUYSUF61 | Long             | DBT              | CORP              | FR        |      250000 | PA      | $289826.56    | 0.00%             | 2027-06-23      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |      450000 | PA      | $521304.93    | 0.00%             | 2027-06-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE SA                                      | DH Europe Finance Sarl                                                           | CUSIP: 23290YAE6<br>LEI: 2221002WRBW5MJ8VL618 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $582933.83    | 0.01%             | 2027-06-30      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |     2000000 | PA      | $1621920.50   | 0.01%             | 2048-06-16      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                                    | Mercedes-Benz Group AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |      450000 | PA      | $514101.64    | 0.00%             | 2029-07-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      525000 | PA      | $421218.08    | 0.00%             | 2047-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |     1500000 | PA      | $1591400.68   | 0.01%             | 2032-07-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE PUBLIC S                                  | Credit Agricole Public Sector SCF SA                                             | CUSIP: 000000000<br>LEI: 969500CN2FOU71HFHW51 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $116064.15    | 0.00%             | 2027-08-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1320000 | PA      | $1414907.03   | 0.01%             | 2032-09-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $493005.51    | 0.00%             | 2047-12-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     5000000 | PA      | $5792210.77   | 0.05%             | 2027-08-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     4289000 | PA      | $1385989.18   | 0.01%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| EVERSHOLT FUNDING PLC                                     | Eversholt Funding PLC                                                            | CUSIP: 000000000<br>LEI: 5493002X7O83FCJVYO69 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $272135.54    | 0.00%             | 2042-08-07      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| UNILEVER FINANCE                                          | Unilever Finance Netherlands BV                                                  | CUSIP: 000000000<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $228154.91    | 0.00%             | 2029-07-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      750000 | PA      | $511269.65    | 0.00%             | 2028-02-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GRAND CITY PROPERTIES SA                                  | Grand City Properties SA                                                         | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $353916.19    | 0.00%             | 2026-08-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      200000 | PA      | $138909.33    | 0.00%             | 2027-08-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                      | BAT International Finance PLC                                                    | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |      776000 | PA      | $891288.61    | 0.01%             | 2030-01-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $693959.03    | 0.01%             | 2027-08-24      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      520000 | PA      | $604727.13    | 0.01%             | 2027-09-05      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      526000 | PA      | $607943.87    | 0.01%             | 2027-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $576763.49    | 0.00%             | 2027-11-11      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     9000000 | PA      | $1347205.46   | 0.01%             | 2027-08-24      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1108500000 | PA      | $7040356.26   | 0.06%             | 2027-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $584949.87    | 0.01%             | 2028-01-12      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $578364.29    | 0.01%             | 2027-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1788350000 | PA      | $7126198.38   | 0.06%             | 2047-09-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1491000 | PA      | $1020788.04   | 0.01%             | 2117-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                       | Nestle Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |      900000 | PA      | $1165688.27   | 0.01%             | 2027-10-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GECINA                                                    | Gecina SA                                                                        | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              |  | FR        |      300000 | PA      | $348378.04    | 0.00%             | 2028-01-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $684808.97    | 0.01%             | 2029-02-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    10063000 | PA      | $7871229.66   | 0.07%             | 2048-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GATWICK FUNDING LIMITED                                   | Gatwick Funding Ltd                                                              | CUSIP: 000000000<br>LEI: 213800NK8FA3GKS6X167 | Long             | DBT              | CORP              | JE        |      250000 | PA      | $253822.20    | 0.00%             | 2039-09-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ARKEA HOME LOANS                                          | Arkea Home Loans SFH SA                                                          | CUSIP: 000000000<br>LEI: 9695003L69OAFQ15LD18 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $230921.51    | 0.00%             | 2027-10-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $465291.61    | 0.00%             | 2027-10-04      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |      250000 | PA      | $290057.61    | 0.00%             | 2027-09-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DEUT APOTHEKE AERZTEBANK                                  | Deutsche Apotheker-und Aerztebank eG                                             | CUSIP: 000000000<br>LEI: 5299007S3UH5RKUYDA52 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $923347.44    | 0.01%             | 2027-10-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 27269000000 | PA      | $1742935.28   | 0.02%             | 2048-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NOTTING HILL GENESIS                                      | Notting Hill Genesis                                                             | CUSIP: 000000000<br>LEI: 21380056VIC699RDGA46 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $87594.82     | 0.00%             | 2048-10-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SEGRO PLC                                                 | Segro PLC                                                                        | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | DBT              |  | GB        |      560000 | PA      | $715072.15    | 0.01%             | 2029-10-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $803373.23    | 0.01%             | 2028-04-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     1300000 | PA      | $864948.18    | 0.01%             | 2030-08-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                  | Snam SpA                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |     1160000 | PA      | $1351229.20   | 0.01%             | 2027-10-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CITIZEN TREASURY PLC                                      | Citizen Treasury PLC                                                             | CUSIP: 000000000<br>LEI: 213800U87S2B5BF1RO21 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $266239.76    | 0.00%             | 2048-10-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     1350000 | PA      | $900438.34    | 0.01%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME BUNDESLAENDER                                  | Gemeinsame Deutsche Bundeslaender HB HH RP SL SH                                 | CUSIP: 000000000<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $461127.10    | 0.00%             | 2027-10-25      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| STATNETT SF                                               | Statnett SF                                                                      | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHAI017 | Long             | DBT              | CORP              | NO        |      850000 | PA      | $941787.85    | 0.01%             | 2030-04-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      480000 | PA      | $357724.69    | 0.00%             | 2057-10-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      350000 | PA      | $412393.51    | 0.00%             | 2026-10-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      100000 | PA      | $116263.83    | 0.00%             | 2028-04-30      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CATALYST HOUSING LTD                                      | Catalyst Housing Ltd                                                             | CUSIP: 000000000<br>LEI: 213800TNFSTCW6BFWE04 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $173760.68    | 0.00%             | 2047-10-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      300000 | PA      | $164208.86    | 0.00%             | 2047-02-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NORTHERN TERRITORY TREAS                                  | Northern Territory Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 254900V4FQ2K6E3VJ628 | Long             | DBT              | NUSS              | AU        |      200000 | PA      | $107270.14    | 0.00%             | 2042-11-21      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                                    | Mercedes-Benz Group AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |      550000 | PA      | $636369.84    | 0.01%             | 2027-11-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    72950000 | PA      | $2677042.73   | 0.02%             | 2067-06-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NAT GRID ELECTY SW                                        | National Grid Electricity Distribution South West PLC                            | CUSIP: 000000000<br>LEI: 549300UY9FEOG85HFK93 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $579906.21    | 0.01%             | 2029-05-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| VILLE DE PARIS                                            | Ville de Paris                                                                   | CUSIP: 000000000<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $99617.80     | 0.00%             | 2034-11-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                  | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $570239.93    | 0.00%             | 2031-11-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PLACES FOR PEOPLE HOME                                    | Places for People Homes Ltd                                                      | CUSIP: 000000000<br>LEI: 2138006VZYSUOICR2M02 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $399994.29    | 0.00%             | 2028-11-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      450000 | PA      | $537000.12    | 0.00%             | 2030-01-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |      780000 | PA      | $869967.91    | 0.01%             | 2029-11-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNIPOL ASSICURAZIONI SPA                                  | Unipol Assicurazioni SpA                                                         | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $240984.37    | 0.00%             | 2027-11-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $227807.93    | 0.00%             | 2029-11-29      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TALANX AG                                                 | Talanx AG                                                                        | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $351664.01    | 0.00%             | 2047-12-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REGION OF LAZIO                                           | Region of Lazio Italy                                                            | CUSIP: 000000000<br>LEI: 81560007498E8B065B77 | Long             | DBT              | NUSS              | IT        |       76884 | PA      | $86169.63     | 0.00%             | 2043-03-31      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF OXFORD                                      | University of Oxford                                                             | CUSIP: 000000000<br>LEI: 5493009OEHU6YS545T65 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $220458.32    | 0.00%             | 2117-12-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2300000000 | PA      | $1579975.73   | 0.01%             | 2027-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  2234500000 | PA      | $14141402.15  | 0.12%             | 2027-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      250000 | PA      | $219201.90    | 0.00%             | 2043-02-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                                  | PVH Corp                                                                         | CUSIP: 000000000<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |      400000 | PA      | $476920.75    | 0.00%             | 2027-12-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $213030.58    | 0.00%             | 2033-01-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $459736.80    | 0.00%             | 2028-01-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      525000 | PA      | $606778.21    | 0.01%             | 2028-01-10      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      250000 | PA      | $288169.00    | 0.00%             | 2028-01-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1250000 | PA      | $1511498.78   | 0.01%             | 2033-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      900000 | PA      | $607935.41    | 0.01%             | 2028-07-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      350000 | PA      | $403586.22    | 0.00%             | 2028-04-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $699814.60    | 0.01%             | 2028-01-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      100000 | PA      | $105254.51    | 0.00%             | 2035-01-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      850000 | PA      | $996450.85    | 0.01%             | 2027-01-22      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    32421000 | PA      | $37262031.49  | 0.32%             | 2028-02-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NORDDEUTSCHE LANDESBANK                                   | Norddeutsche Landesbank-Girozentrale                                             | CUSIP: 000000000<br>LEI: DSNHHQ2B9X5N6OUJ1236 | Long             | DBT              | CORP              | DE        |     1144000 | PA      | $1316129.76   | 0.01%             | 2028-01-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                          | Deutsche Bahn AG                                                                 | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |     1100000 | PA      | $1275385.81   | 0.01%             | 2027-12-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $574458.24    | 0.00%             | 2028-01-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $806308.25    | 0.01%             | 2028-01-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    14412000 | PA      | $9505909.56   | 0.08%             | 2029-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |      200000 | PA      | $212436.77    | 0.00%             | 2033-02-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      300000 | PA      | $203279.93    | 0.00%             | 2028-07-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2170000 | PA      | $2530712.45   | 0.02%             | 2028-04-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $346160.59    | 0.00%             | 2028-01-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                      | E.ON International Finance BV                                                    | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |     1286000 | PA      | $1463107.38   | 0.01%             | 2029-07-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     7292000 | PA      | $8618132.65   | 0.07%             | 2028-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $345945.99    | 0.00%             | 2028-02-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    18541000 | PA      | $18829681.70  | 0.16%             | 2034-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      700000 | PA      | $820867.68    | 0.01%             | 2028-02-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      450000 | PA      | $432725.13    | 0.00%             | 2038-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      200000 | PA      | $226975.44    | 0.00%             | 2030-02-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Unilever Finance Netherlands BV                           | Unilever Finance Netherlands BV                                                  | CUSIP: 000000000<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |     1260000 | PA      | $1357252.50   | 0.01%             | 2033-02-12      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      896000 | PA      | $922270.26    | 0.01%             | 2034-04-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |     1130000 | PA      | $1121578.33   | 0.01%             | 2038-02-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GRAND CITY PROPERTIES SA                                  | Grand City Properties SA                                                         | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $117293.57    | 0.00%             | 2027-02-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                                    | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |      100000 | PA      | $107027.34    | 0.00%             | 2033-02-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    36700000 | PA      | $1741793.46   | 0.02%             | 2029-07-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNIPOL ASSICURAZIONI SPA                                  | Unipol Assicurazioni SpA                                                         | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $242170.66    | 0.00%             | 2028-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LEGRAND SA                                                | Legrand SA                                                                       | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $355218.94    | 0.00%             | 2026-03-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1741000 | PA      | $1845548.51   | 0.02%             | 2033-04-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NEWRIVER REIT PLC                                         | NewRiver REIT PLC                                                                | CUSIP: 000000000<br>LEI: 2138004GX1VAUMH66L31 | Long             | DBT              |  | GB        |      200000 | PA      | $266264.51    | 0.00%             | 2028-03-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASN BANK NV                                               | ASN Bank NV                                                                      | CUSIP: 000000000<br>LEI: 724500A1FNICHSDF2I11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $230609.72    | 0.00%             | 2028-03-08      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3773110000 | PA      | $2233860.94   | 0.02%             | 2048-03-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                    | Chubb INA Holdings LLC                                                           | CUSIP: 000000000<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      400000 | PA      | $413299.94    | 0.00%             | 2038-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS NETWORK PLC                                  | Southern Gas Networks PLC                                                        | CUSIP: 000000000<br>LEI: 549300SPX8573VZ2SK79 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $487863.91    | 0.00%             | 2036-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    11582000 | PA      | $6845404.44   | 0.06%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $811037.35    | 0.01%             | 2028-03-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                                  | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |     1200000 | PA      | $1382480.20   | 0.01%             | 2028-03-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                        | Cadent Finance PLC                                                               | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $397142.15    | 0.00%             | 2040-03-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| STORA ENSO OYJ                                            | Stora Enso Oyj                                                                   | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $236217.70    | 0.00%             | 2028-03-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                 | Sanofi SA                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1354845.86   | 0.01%             | 2030-03-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      550000 | PA      | $644221.20    | 0.01%             | 2028-03-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RICHEMONT INTERNATIONAL                                   | Richemont International Holding SA                                               | CUSIP: 000000000<br>LEI: 549300V9893NUQX6X069 | Long             | DBT              | CORP              | LU        |      710000 | PA      | $797816.94    | 0.01%             | 2030-03-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $355210.30    | 0.00%             | 2026-03-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RICHEMONT INTERNATIONAL                                   | Richemont International Holding SA                                               | CUSIP: 000000000<br>LEI: 549300V9893NUQX6X069 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $397902.31    | 0.00%             | 2038-03-26      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                    | Fairfax Financial Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $118080.72    | 0.00%             | 2028-03-29      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LAND BADEN-WUERTTEMBERG                                   | Land Baden-Wuerttemberg                                                          | CUSIP: 000000000<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $344746.18    | 0.00%             | 2028-04-05      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    56610000 | PA      | $2360636.24   | 0.02%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $477471.12    | 0.00%             | 2038-04-12      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                                               | ING Bank NV                                                                      | CUSIP: 000000000<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $920862.63    | 0.01%             | 2028-04-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     2950000 | PA      | $453316.55    | 0.00%             | 2028-03-26      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      900000 | PA      | $1035080.65   | 0.01%             | 2028-04-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      565000 | PA      | $606623.75    | 0.01%             | 2033-05-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| INMOBILIARIA COLONIAL SO                                  | Colonial SFL Socimi SA                                                           | CUSIP: 000000000<br>LEI: 95980020140005007414 | Long             | DBT              |  | ES        |      300000 | PA      | $355340.21    | 0.00%             | 2026-04-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     2500000 | PA      | $2817158.11   | 0.02%             | 2034-04-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HANNOVER RE                                               | Hannover Rueck SE                                                                | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $348899.85    | 0.00%             | 2028-04-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| INDIGO GROUP SAS                                          | Indigo Group SAS                                                                 | CUSIP: 000000000<br>LEI: 213800H5J9NKEXSUQX44 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $232069.51    | 0.00%             | 2028-04-19      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |      750000 | PA      | $509340.01    | 0.00%             | 2028-07-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      750000 | PA      | $880570.79    | 0.01%             | 2028-04-25      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $289359.46    | 0.00%             | 2038-04-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $236315.38    | 0.00%             | 2026-04-26      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     6000000 | PA      | $598316.78    | 0.01%             | 2028-04-26      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      280000 | PA      | $270309.44    | 0.00%             | 2038-04-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| STATE GRID OVERSEAS INV                                   | State Grid Overseas Investment BVI Ltd                                           | CUSIP: 000000000<br>LEI: 3003006V8BHG5158QO96 | Long             | DBT              | CORP              | VG        |     1000000 | PA      | $1154253.65   | 0.01%             | 2030-05-02      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1235000 | PA      | $995893.23    | 0.01%             | 2028-05-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1170670000 | PA      | $804312.49    | 0.01%             | 2028-06-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     7080000 | PA      | $1853971.96   | 0.02%             | 2028-10-31      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      200000 | PA      | $196866.26    | 0.00%             | 2038-05-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    17660000 | PA      | $4820365.77   | 0.04%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| AMPLIUS LIVING                                            | Amplius Living                                                                   | CUSIP: 000000000<br>LEI: 213800MK4P25WMPIZR12 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $96081.81     | 0.00%             | 2043-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                  | RTX Corp                                                                         | CUSIP: 000000000<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      100000 | PA      | $114641.34    | 0.00%             | 2030-05-18      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      450000 | PA      | $481522.45    | 0.00%             | 2032-11-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $460688.89    | 0.00%             | 2028-05-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                      | E.ON International Finance BV                                                    | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |      308000 | PA      | $364299.78    | 0.00%             | 2026-05-30      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                                   | Sweden Government Bonds                                                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    79590000 | PA      | $8475408.96   | 0.07%             | 2029-11-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BASQUE GOVERNMENT                                         | Basque Government                                                                | CUSIP: 000000000<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | NUSS              | ES        |      700000 | PA      | $815839.06    | 0.01%             | 2028-04-30      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      550000 | PA      | $507927.18    | 0.00%             | 2040-06-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      450000 | PA      | $523415.06    | 0.00%             | 2029-06-12      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     6000000 | PA      | $920593.37    | 0.01%             | 2028-05-11      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WIRT & INFRA BK HESSEN                                    | Wirtschafts- und Infrastrukturbank Hessen                                        | CUSIP: 000000000<br>LEI: 529900ZA5USL8RSNOH78 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $229099.75    | 0.00%             | 2028-06-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      300000 | PA      | $358525.35    | 0.00%             | 2028-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     4240000 | PA      | $1197572.05   | 0.01%             | 2038-06-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    12581000 | PA      | $8148982.97   | 0.07%             | 2030-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                                               | Swiss Confederation Government Bond                                              | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |     2450000 | PA      | $3239337.36   | 0.03%             | 2032-06-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BAYER CAPITAL CORP BV                                     | Bayer Capital Corp BV                                                            | CUSIP: 000000000<br>LEI: 529900KEOKKPYZLTAU90 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $345769.10    | 0.00%             | 2029-12-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $726357.89    | 0.01%             | 2028-06-27      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CAMBRIDGE                                   | Chancellor Masters & Scholars of The University of Cambridge/The                 | CUSIP: 000000000<br>LEI: 549300BHKNQHVK7MQW57 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $129192.51    | 0.00%             | 2078-06-27      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                          | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |      900000 | PA      | $939500.93    | 0.01%             | 2033-07-04      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  1395000000 | PA      | $1582711.67   | 0.01%             | 2030-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      650000 | PA      | $753758.30    | 0.01%             | 2028-07-03      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      100000 | PA      | $92328.25     | 0.00%             | 2038-07-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTALE                                         | La Banque Postale SA                                                             | CUSIP: 000000000<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $467213.11    | 0.00%             | 2028-07-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     8440000 | PA      | $2439721.06   | 0.02%             | 2048-07-06      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   100030000 | PA      | $3322959.72   | 0.03%             | 2028-12-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HYPO VORARLBERG BANK AG                                   | Hypo Vorarlberg Bank AG                                                          | CUSIP: 000000000<br>LEI: NS54DT27LJMDYN1YFP35 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $353200.49    | 0.00%             | 2026-07-17      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     3268000 | PA      | $3699770.59   | 0.03%             | 2028-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3500000 | PA      | $713728.33    | 0.01%             | 2031-09-24      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    73000000 | PA      | $11097515.37  | 0.10%             | 2028-07-06      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                 | Prologis Euro Finance LLC                                                        | CUSIP: 74341EAA0<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      500000 | PA      | $578769.43    | 0.01%             | 2029-01-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      600000 | PA      | $681552.25    | 0.01%             | 2028-08-02      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5610000 | PA      | $6741291.38   | 0.06%             | 2028-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $94317.99     | 0.00%             | 2038-08-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $813647.10    | 0.01%             | 2028-08-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DEUT PFANDBRIEFBANK AG                                    | Deutsche Pfandbriefbank AG                                                       | CUSIP: 000000000<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $230591.87    | 0.00%             | 2027-08-30      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN LB NIEDEROEST                                  | Raiffeisenlandesbank Niederoesterreich-Wien AG                                   | CUSIP: 000000000<br>LEI: 529900GPOO9ISPD1EE83 | Long             | DBT              | CORP              | AT        |      100000 | PA      | $117502.34    | 0.00%             | 2026-08-28      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |       21000 | PA      | $23816.48     | 0.00%             | 2028-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ELIA GROUP SA/NV                                          | Elia Group SA/NV                                                                 | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $345517.59    | 0.00%             | 2028-09-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP FINANCE NV                                  | Compass Group Finance Netherlands BV                                             | CUSIP: 000000000<br>LEI: 213800YZZX39WY5G7M06 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $347124.33    | 0.00%             | 2028-09-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                               | Heineken NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |      350000 | PA      | $409837.92    | 0.00%             | 2027-03-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| INVESTOR AB                                               | Investor AB                                                                      | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | DBT              | CORP              | SE        |      850000 | PA      | $945840.47    | 0.01%             | 2030-09-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     9330000 | PA      | $6850993.46   | 0.06%             | 2049-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| STEDIN HOLDING NV                                         | Stedin Holding NV                                                                | CUSIP: 000000000<br>LEI: 724500R5IP6TFKTNRU48 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $920913.30    | 0.01%             | 2028-09-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      200000 | PA      | $138092.72    | 0.00%             | 2028-09-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BLEND FUNDING PLC                                         | Blend Funding PLC                                                                | CUSIP: 000000000<br>LEI: 213800Y8TMLUT9SN1E94 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $94977.95     | 0.00%             | 2047-09-21      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    79920000 | PA      | $241371.91    | 0.00%             | 2026-12-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CAISSE NAT REASSURANCE                                    | Caisse Nationale de Reassurance Mutuelle Agricole Groupama                       | CUSIP: 000000000<br>LEI: 969500P4HYOPYINEPE06 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $358977.70    | 0.00%             | 2028-09-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NN BANK NV NETHERLANDS                                    | Nationale-Nederlanden Bank NV/The Netherlands                                    | CUSIP: 000000000<br>LEI: 724500BICUQ0LF1AH770 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $342468.60    | 0.00%             | 2028-09-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                        | Cyprus Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      591000 | PA      | $704422.46    | 0.01%             | 2028-09-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $568189.22    | 0.00%             | 2028-09-26      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     6165000 | PA      | $1391870.40   | 0.01%             | 2029-02-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   954650000 | PA      | $452379.23    | 0.00%             | 2068-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                          | DP World Ltd/United Arab Emirates                                                | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |      250000 | PA      | $334028.86    | 0.00%             | 2030-09-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      565000 | PA      | $394504.86    | 0.00%             | 2078-09-26      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| JT INTL FIN SERVICES BV                                   | JT International Financial Services BV                                           | CUSIP: 000000000<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $582162.54    | 0.01%             | 2033-09-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ING BELGIUM SA                                            | ING Belgium SA                                                                   | CUSIP: 000000000<br>LEI: JLS56RAMYQZECFUF2G44 | Long             | DBT              | CORP              | BE        |      400000 | PA      | $470048.56    | 0.00%             | 2026-09-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1665000 | PA      | $1906285.38   | 0.02%             | 2028-06-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                                   | RTE Reseau de Transport d'Electricite SADIR                                      | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $195221.10    | 0.00%             | 2038-09-27      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $279929.22    | 0.00%             | 2038-09-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                  | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $527121.89    | 0.00%             | 2028-09-26      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1170450.91   | 0.01%             | 2028-09-27      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| SAMPO OYJ                                                 | Sampo Oyj                                                                        | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | DBT              | CORP              | FI        |      350000 | PA      | $410776.80    | 0.00%             | 2030-09-27      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE KREDITBANK AG                                    | Deutsche Kreditbank AG                                                           | CUSIP: 000000000<br>LEI: 529900K16YGKC8BES892 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $798196.64    | 0.01%             | 2028-10-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 58031000000 | PA      | $3746164.39   | 0.03%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POST HOME LOAN                                  | La Banque Postale Home Loan SFH SA                                               | CUSIP: 000000000<br>LEI: 969500D5PFMTWUYSUF61 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $342370.38    | 0.00%             | 2028-10-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $114716.29    | 0.00%             | 2028-05-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1565250000 | PA      | $9798978.49   | 0.08%             | 2028-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ING-DIBA AG                                               | ING-DiBa AG                                                                      | CUSIP: 000000000<br>LEI: 3KXUNHVVQFIJN6RHLO76 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $523364.19    | 0.00%             | 2033-10-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      397000 | PA      | $464307.39    | 0.00%             | 2029-03-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NEDERLANDSE GASUNIE N.V.                                  | Nederlandse Gasunie NV                                                           | CUSIP: 000000000<br>LEI: 724500MQFZSYSBC5H178 | Long             | DBT              | CORP              | NL        |      750000 | PA      | $862180.96    | 0.01%             | 2028-10-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                  | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |      270000 | PA      | $319682.85    | 0.00%             | 2026-10-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      694000 | PA      | $779375.70    | 0.01%             | 2031-03-18      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $302839.37    | 0.00%             | 2034-10-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HOUSING NEW ZEALAND LTD                                   | Housing New Zealand Ltd                                                          | CUSIP: 000000000<br>LEI: 254900JDUJGPMP204P63 | Long             | DBT              | NUSS              | NZ        |      500000 | PA      | $299350.78    | 0.00%             | 2028-10-18      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| SOUTHERN HOUSING GROUP                                    | Southern Housing                                                                 | CUSIP: 000000000<br>LEI: 213800XJQUYGOARTZX86 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $280370.55    | 0.00%             | 2047-10-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      584000 | PA      | $546618.36    | 0.00%             | 2039-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JUNTA DE ANDALUCIA                                        | Junta de Andalucia                                                               | CUSIP: 000000000<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | NUSS              | ES        |      200000 | PA      | $233603.18    | 0.00%             | 2028-10-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |     1000000 | PA      | $1139042.71   | 0.01%             | 2028-10-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $573351.26    | 0.00%             | 2028-10-25      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ROYAL SCHIPHOL GROUP NV                                   | Royal Schiphol Group NV                                                          | CUSIP: 000000000<br>LEI: 724500XSMG4AYQ8NDK42 | Long             | DBT              | CORP              | NL        |      900000 | PA      | $1000889.39   | 0.01%             | 2030-11-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                      | EnBW International Finance BV                                                    | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |      150000 | PA      | $161268.57    | 0.00%             | 2033-10-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                   | Procter & Gamble Co/The                                                          | CUSIP: 000000000<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      300000 | PA      | $295708.13    | 0.00%             | 2038-10-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ESB FINANCE DAC                                           | ESB Finance DAC                                                                  | CUSIP: 000000000<br>LEI: 635400VCPRSU89DLMZ57 | Long             | DBT              | CORP              | IE        |      957000 | PA      | $1035639.23   | 0.01%             | 2033-11-05      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| FINNVERA PLC                                              | Finnvera Oyj                                                                     | CUSIP: 000000000<br>LEI: 743700T69OBBJO7TCA15 | Long             | DBT              | NUSS              | FI        |      200000 | PA      | $228119.40    | 0.00%             | 2028-08-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TELE2 AB                                                  | Tele2 AB                                                                         | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | DBT              | CORP              | SE        |      525000 | PA      | $613750.80    | 0.01%             | 2028-05-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      200000 | PA      | $186509.34    | 0.00%             | 2039-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                    | Kazakhstan Government International Bond                                         | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |      100000 | PA      | $117383.52    | 0.00%             | 2028-11-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TC DUDGEON OFTO PLC                                       | TC Dudgeon Ofto PLC                                                              | CUSIP: 000000000<br>LEI: 213800XMRT4PFW52JR39 | Long             | DBT              | CORP              | GB        |       80124 | PA      | $95574.28     | 0.00%             | 2038-11-12      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                | AT&T, Inc.                                                                       | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      200000 | PA      | $233221.93    | 0.00%             | 2029-09-05      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                    | Logicor Financing Sarl                                                           | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |      410000 | PA      | $490998.62    | 0.00%             | 2028-11-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL HOTELS                                   | InterContinental Hotels Group PLC                                                | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $825700.32    | 0.01%             | 2027-05-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      600000 | PA      | $683242.30    | 0.01%             | 2028-11-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $697221.58    | 0.01%             | 2030-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     1390000 | PA      | $933161.04    | 0.01%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $260640.09    | 0.00%             | 2031-11-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $593331.88    | 0.01%             | 2027-11-16      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $680518.13    | 0.01%             | 2026-11-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $357319.95    | 0.00%             | 2030-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $472898.76    | 0.00%             | 2038-11-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CPUK FINANCE LTD                                          | CPUK Finance Ltd                                                                 | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |      350000 | PA      | $465301.88    | 0.00%             | 2028-08-28      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $346056.25    | 0.00%             | 2027-11-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $119450.86    | 0.00%             | 2049-05-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                            | Takeda Pharmaceutical Co. Ltd.                                                   | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      350000 | PA      | $413885.56    | 0.00%             | 2030-11-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                              | Carrefour SA                                                                     | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $236728.51    | 0.00%             | 2026-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                    | OMV AG                                                                           | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | DBT              | CORP              | AT        |      456000 | PA      | $530292.32    | 0.00%             | 2028-12-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                             | Stryker Corp.                                                                    | CUSIP: 000000000<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      560000 | PA      | $654613.62    | 0.01%             | 2030-11-30      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                          | Deutsche Post AG                                                                 | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |     1100000 | PA      | $1278851.46   | 0.01%             | 2028-12-05      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| LONDON STOCK EXCHANGE PL                                  | London Stock Exchange Group PLC                                                  | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $702679.15    | 0.01%             | 2027-12-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     6610000 | PA      | $2064972.51   | 0.02%             | 2029-02-12      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    67106000 | PA      | $2363242.28   | 0.02%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                    | SAP SE                                                                           | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $334711.24    | 0.00%             | 2031-03-10      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                    | SAP SE                                                                           | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $694712.64    | 0.01%             | 2028-03-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     9145000 | PA      | $2122692.90   | 0.02%             | 2026-04-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $313077.65    | 0.00%             | 2034-01-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 19760000000 | PA      | $1366128.53   | 0.01%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1086750000 | PA      | $6772159.87   | 0.06%             | 2028-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    11091000 | PA      | $2900874.29   | 0.03%             | 2029-07-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $415953.64    | 0.00%             | 2034-01-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1835000 | PA      | $2073026.41   | 0.02%             | 2029-06-22      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    12621000 | PA      | $14131291.92  | 0.12%             | 2029-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     2263000 | PA      | $2584799.21   | 0.02%             | 2029-05-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                           | Israel Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      900000 | PA      | $1022638.73   | 0.01%             | 2029-01-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     2417000 | PA      | $2840353.57   | 0.02%             | 2029-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                           | Israel Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      850000 | PA      | $703316.98    | 0.01%             | 2049-01-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co. KGaA                                   | Fresenius SE & Co. KGaA                                                          | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |      270000 | PA      | $323342.76    | 0.00%             | 2029-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CLARION FUNDING PLC                                       | Clarion Funding PLC                                                              | CUSIP: 000000000<br>LEI: 213800BLOAKXC1BXLJ29 | Long             | DBT              | CORP              | GB        |      550000 | PA      | $714572.34    | 0.01%             | 2029-01-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| VINCI SA                                                  | Vinci SA                                                                         | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $576455.02    | 0.00%             | 2029-01-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     3700000 | PA      | $943545.67    | 0.01%             | 2026-07-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| PRS FINANCE PLC                                           | Prs Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 2138002JNX4ZKQI8OU17 | Long             | DBT              | CORP              | GB        |      199941 | PA      | $257720.19    | 0.00%             | 2029-01-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $225867.84    | 0.00%             | 2029-01-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $237069.91    | 0.00%             | 2026-01-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $794240.61    | 0.01%             | 2029-01-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |     1200000 | PA      | $1359133.82   | 0.01%             | 2029-01-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |      900000 | PA      | $1023490.13   | 0.01%             | 2029-01-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                      | Volkswagen Bank GmbH                                                             | CUSIP: 000000000<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $592840.77    | 0.01%             | 2026-07-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT BREMEN                                   | State of Bremen                                                                  | CUSIP: 000000000<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $207201.28    | 0.00%             | 2034-01-30      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     2342000 | PA      | $2633078.31   | 0.02%             | 2029-02-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  5054630000 | PA      | $2649341.79   | 0.02%             | 2049-03-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                                   | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $232784.56    | 0.00%             | 2027-02-08      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WAT FIN                                  | United Utilities Water Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $371465.01    | 0.00%             | 2031-02-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                  | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |      350000 | PA      | $404044.14    | 0.00%             | 2029-04-30      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME BUNDESLAENDER                                  | Gemeinsame Deutsche Bundeslaender HB HH RP SL SH                                 | CUSIP: 000000000<br>LEI: 529900QAEEZOGUK5F293 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $336857.14    | 0.00%             | 2029-02-13      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2133000 | PA      | $2417300.69   | 0.02%             | 2049-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     8780000 | PA      | $2366191.39   | 0.02%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      550000 | PA      | $628145.45    | 0.01%             | 2028-02-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| OP MORTGAGE BANK                                          | OP Mortgage Bank                                                                 | CUSIP: 000000000<br>LEI: 743700IJXAGL8TGFRC33 | Long             | DBT              | CORP              | FI        |      700000 | PA      | $785492.15    | 0.01%             | 2029-02-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                          | Altria Group Inc                                                                 | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      300000 | PA      | $352902.28    | 0.00%             | 2031-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   101390000 | PA      | $15338516.75  | 0.13%             | 2029-01-08      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                                  | South Australian Government Financing Authority                                  | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |     1000000 | PA      | $647493.48    | 0.01%             | 2030-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $461721.50    | 0.00%             | 2027-09-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |      900000 | PA      | $593089.55    | 0.01%             | 2029-07-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    12025000 | PA      | $8360370.37   | 0.07%             | 2050-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      550000 | PA      | $524870.17    | 0.00%             | 2039-02-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                      | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      925000 | PA      | $1021229.01   | 0.01%             | 2031-02-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                                    | Mercedes-Benz Group AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |      510000 | PA      | $578850.23    | 0.01%             | 2031-02-27      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      300000 | PA      | $305256.86    | 0.00%             | 2034-02-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $448084.61    | 0.00%             | 2029-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5468000 | PA      | $6605382.21   | 0.06%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     7378000 | PA      | $711162.02    | 0.01%             | 2029-09-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   367180000 | PA      | $1002269.45   | 0.01%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      400000 | PA      | $453617.12    | 0.00%             | 2029-03-07      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    40000000 | PA      | $84829.65     | 0.00%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   350000000 | PA      | $380623.75    | 0.00%             | 2050-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                  | Medtronic Global Holdings SCA                                                    | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      920000 | PA      | $1076277.91   | 0.01%             | 2027-03-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                      | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $207119.71    | 0.00%             | 2034-03-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CIE DE SAINT-GOBAIN SA                                    | Cie de Saint-Gobain SA                                                           | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $448508.45    | 0.00%             | 2031-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                     | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $343930.16    | 0.00%             | 2029-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VINCI SA                                                  | Vinci SA                                                                         | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $235021.42    | 0.00%             | 2034-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                          | McDonald's Corp.                                                                 | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      500000 | PA      | $551990.19    | 0.00%             | 2031-03-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                   | Societe Des Grands Projets EPIC                                                  | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $398742.11    | 0.00%             | 2034-05-25      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BK AUSTRIA AG                                   | UniCredit Bank Austria AG                                                        | CUSIP: 000000000<br>LEI: D1HEB8VEU6D9M8ZUXG17 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $224040.26    | 0.00%             | 2029-03-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                 | Sanofi SA                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $306728.23    | 0.00%             | 2034-03-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     2930000 | PA      | $796202.44    | 0.01%             | 2039-09-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR HYPOTEK                                  | Lansforsakringar Hypotek AB                                                      | CUSIP: 000000000<br>LEI: 5493001P7BX1N0JAG961 | Long             | DBT              | CORP              | SE        |     6000000 | PA      | $671467.41    | 0.01%             | 2026-09-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE LUX                                      | Swiss Re Finance Luxembourg SA                                                   | CUSIP: 000000000<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $344854.35    | 0.00%             | 2050-04-30      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                  | Marsh & McLennan Cos Inc                                                         | CUSIP: 000000000<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      200000 | PA      | $228016.27    | 0.00%             | 2030-03-21      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                  | African Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $335140.92    | 0.00%             | 2029-03-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA                                    | Credit Agricole Italia SpA                                                       | CUSIP: 000000000<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $467391.07    | 0.00%             | 2027-03-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $923397.93    | 0.01%             | 2029-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      845000 | PA      | $588581.15    | 0.01%             | 2119-03-21      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    34900000 | PA      | $5344757.52   | 0.05%             | 2028-02-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                              | Nasdaq, Inc.                                                                     | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      200000 | PA      | $229910.89    | 0.00%             | 2029-03-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    10000000 | PA      | $1560286.42   | 0.01%             | 2028-06-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    18250000 | PA      | $3131811.89   | 0.03%             | 2035-09-22      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      475000 | PA      | $472020.40    | 0.00%             | 2034-04-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     3400000 | PA      | $499590.30    | 0.00%             | 2027-01-06      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     2100000 | PA      | $359698.25    | 0.00%             | 2046-04-25      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    18400000 | PA      | $3429216.94   | 0.03%             | 2047-07-24      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    32650000 | PA      | $4980486.30   | 0.04%             | 2029-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     2700000 | PA      | $454229.46    | 0.00%             | 2036-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   188000000 | PA      | $28441080.47  | 0.25%             | 2029-01-08      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    10850000 | PA      | $2092582.50   | 0.02%             | 2041-06-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      620000 | PA      | $609557.89    | 0.01%             | 2049-04-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    25000000 | PA      | $3835805.71   | 0.03%             | 2028-05-11      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    67000000 | PA      | $11211306.56  | 0.10%             | 2036-01-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     7000000 | PA      | $1035598.23   | 0.01%             | 2027-03-20      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      200000 | PA      | $215027.19    | 0.00%             | 2034-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    21800000 | PA      | $3349932.48   | 0.03%             | 2028-03-26      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     1800000 | PA      | $338944.43    | 0.00%             | 2048-10-22      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1170000000 | PA      | $7260216.59   | 0.06%             | 2029-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      100000 | PA      | $116966.01    | 0.00%             | 2026-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                           | Citigroup, Inc.                                                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      400000 | PA      | $452626.65    | 0.00%             | 2029-04-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   250350000 | PA      | $871095.32    | 0.01%             | 2049-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      100000 | PA      | $79483.35     | 0.00%             | 2044-04-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ILE DE FRANCE MOBILITES                                   | Ile-de-France Mobilites                                                          | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $293519.01    | 0.00%             | 2034-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1622550000 | PA      | $7883809.41   | 0.07%             | 2039-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                               | Netflix Inc                                                                      | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      700000 | PA      | $858916.42    | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REGION WALLONNE                                           | Region Wallonne Belgium                                                          | CUSIP: 000000000<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |      500000 | PA      | $501082.83    | 0.00%             | 2034-05-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  4113770000 | PA      | $2733461.75   | 0.02%             | 2029-06-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $200679.43    | 0.00%             | 2034-04-12      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MAN AIR GRP FND P                                         | Manchester Airport Group Funding PLC                                             | CUSIP: 000000000<br>LEI: 2138006NA5VAMMBK3892 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $397445.99    | 0.00%             | 2044-09-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ADECCO INT FINANCIAL SVS                                  | Adecco International Financial Services BV                                       | CUSIP: 000000000<br>LEI: 549300PDNGPM4PIAUK57 | Long             | DBT              | CORP              | NL        |      225000 | PA      | $250535.04    | 0.00%             | 2029-11-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     3521760 | PA      | $2749998.61   | 0.02%             | 2050-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA HBC FINANCE BV                                  | Coca-Cola HBC Finance BV                                                         | CUSIP: 000000000<br>LEI: 549300BXVNOCYQ83FU09 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $465827.72    | 0.00%             | 2027-05-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                   | Philippine Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      200000 | PA      | $231780.96    | 0.00%             | 2027-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                | Baxter International, Inc.                                                       | CUSIP: 000000000<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      500000 | PA      | $559732.74    | 0.00%             | 2029-05-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                              | National Australia Bank Ltd.                                                     | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      236000 | PA      | $256920.97    | 0.00%             | 2031-05-20      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                   | Fidelity National Information Services Inc                                       | CUSIP: 000000000<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      200000 | PA      | $207811.19    | 0.00%             | 2039-05-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1200000 | PA      | $1387342.06   | 0.01%             | 2027-05-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      400000 | PA      | $472321.31    | 0.00%             | 2026-05-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                       | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $337246.12    | 0.00%             | 2029-05-23      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $398693.13    | 0.00%             | 2039-05-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $111719.97    | 0.00%             | 2030-11-24      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1242151.99   | 0.01%             | 2029-05-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON EURO                                     | Becton Dickinson Euro Finance Sarl                                               | CUSIP: 07589LAC1<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $354372.01    | 0.00%             | 2026-06-04      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| GECINA                                                    | Gecina SA                                                                        | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              |  | FR        |      500000 | PA      | $508292.34    | 0.00%             | 2034-05-29      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1231650000 | PA      | $3342259.03   | 0.03%             | 2059-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     3300000 | PA      | $920220.10    | 0.01%             | 2049-11-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |      250000 | PA      | $276885.86    | 0.00%             | 2029-06-05      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     8300000 | PA      | $2200311.03   | 0.02%             | 2034-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                    | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |     5000000 | PA      | $557157.64    | 0.00%             | 2026-11-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     4160000 | PA      | $2287693.20   | 0.02%             | 2034-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   298000000 | PA      | $45562998.31  | 0.39%             | 2029-05-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MMS USA Holdings, Inc.                                    | MMS USA Holdings, Inc.                                                           | CUSIP: 000000000<br>LEI: 5493006U67P2Y34N2G08 | Long             | DBT              | CORP              | US        |      400000 | PA      | $440538.50    | 0.00%             | 2031-06-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      150000 | PA      | $176692.23    | 0.00%             | 2026-07-13      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SLOVENSKA SPORITELNA AS                                   | Slovenska Sporitelna AS                                                          | CUSIP: 000000000<br>LEI: 549300S2T3FWVVXWJI89 | Long             | DBT              | CORP              | SK        |      200000 | PA      | $235418.33    | 0.00%             | 2026-06-12      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                                               | Swiss Confederation Government Bond                                              | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |    16063000 | PA      | $20477683.19  | 0.18%             | 2034-06-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZURICH FINANCE IRELAND                                    | Zurich Finance Ireland Designated Activity Co                                    | CUSIP: 000000000<br>LEI: 549300E0FVHYR37EGX65 | Long             | DBT              | CORP              | IE        |      600000 | PA      | $555954.52    | 0.00%             | 2039-06-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                           | Lloyds Bank PLC                                                                  | CUSIP: 000000000<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $235305.20    | 0.00%             | 2026-06-18      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     6397000 | PA      | $7099930.38   | 0.06%             | 2029-10-31      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     6114000 | PA      | $6721990.32   | 0.06%             | 2040-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                     | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      370000 | PA      | $264864.22    | 0.00%             | 2049-06-19      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                    | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664CS8<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      700000 | PA      | $677056.51    | 0.01%             | 2039-06-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      552000 | PA      | $626341.66    | 0.01%             | 2029-06-19      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                    | Berkshire Hathaway Finance Corp                                                  | CUSIP: 000000000<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      600000 | PA      | $436773.39    | 0.00%             | 2059-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BAWAG P.S.K.                                              | BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | CUSIP: 000000000<br>LEI: 529900ICA8XQYGIKR372 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $193637.77    | 0.00%             | 2034-06-19      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| INVESTOR AB                                               | Investor AB                                                                      | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $267850.77    | 0.00%             | 2039-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $354149.59    | 0.00%             | 2026-06-22      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| OPTUS FINANCE PTY LTD                                     | Optus Finance Pty Ltd                                                            | CUSIP: 000000000<br>LEI: 254900UAM2PKZZ3FLH23 | Long             | DBT              | CORP              | AU        |      700000 | PA      | $776835.12    | 0.01%             | 2029-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| COVENTRY BLDG SOCIETY                                     | Coventry Building Society                                                        | CUSIP: 000000000<br>LEI: 2138004G59FXEAZ6IO10 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $352920.05    | 0.00%             | 2026-06-20      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    10540000 | PA      | $3130911.76   | 0.03%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $170652.95    | 0.00%             | 2039-06-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                | Fiserv Inc                                                                       | CUSIP: 337738BA5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      300000 | PA      | $370362.41    | 0.00%             | 2031-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MERCK KGAA                                                | Merck KGaA                                                                       | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $116340.60    | 0.00%             | 2079-06-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ENEXIS HOLDING NV                                         | Enexis Holding NV                                                                | CUSIP: 000000000<br>LEI: 7245009Q5867Q0YC9Q13 | Long             | DBT              | CORP              | NL        |      825000 | PA      | $867294.93    | 0.01%             | 2031-07-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| IN'LI                                                     | In'li SA                                                                         | CUSIP: 000000000<br>LEI: 969500X711HT6Q60P382 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $443478.47    | 0.00%             | 2029-07-02      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $117888.17    | 0.00%             | 2026-07-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |     1100000 | PA      | $1201571.33   | 0.01%             | 2029-06-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                  | Medtronic Global Holdings SCA                                                    | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $364879.17    | 0.00%             | 2049-07-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                  | Medtronic Global Holdings SCA                                                    | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $319658.77    | 0.00%             | 2031-07-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      100000 | PA      | $104673.98    | 0.00%             | 2031-07-02      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $540110.25    | 0.00%             | 2029-12-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1710000 | PA      | $1383152.94   | 0.01%             | 2039-07-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      525000 | PA      | $602321.90    | 0.01%             | 2029-07-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    27250000 | PA      | $5611131.25   | 0.05%             | 2069-06-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |   134200000 | PA      | $20643602.92  | 0.18%             | 2029-05-20      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1370450000 | PA      | $8463406.76   | 0.07%             | 2029-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $235586.91    | 0.00%             | 2026-07-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                             | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $344246.25    | 0.00%             | 2028-07-09      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      350000 | PA      | $326211.36    | 0.00%             | 2039-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 45000000000 | PA      | $2894447.45   | 0.03%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $587323.43    | 0.01%             | 2026-07-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $329831.54    | 0.00%             | 2029-07-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $229744.60    | 0.00%             | 2027-07-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                               | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $341961.52    | 0.00%             | 2029-07-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1294500000 | PA      | $4322497.10   | 0.04%             | 2049-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     9380000 | PA      | $2430582.34   | 0.02%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      400000 | PA      | $250093.94    | 0.00%             | 2049-06-28      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| A2A SPA                                                   | A2A SpA                                                                          | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |      950000 | PA      | $1061756.81   | 0.01%             | 2029-07-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                                               | Swiss Confederation Government Bond                                              | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |     5179000 | PA      | $6386984.11   | 0.06%             | 2039-07-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      250000 | PA      | $265914.18    | 0.00%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    18600000 | PA      | $20406066.30  | 0.18%             | 2029-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GELF BOND ISSUER I SA                                     | GELF Bond Issuer I SA                                                            | CUSIP: 000000000<br>LEI: 213800L6LMHEP8TLAY43 | Long             | DBT              |  | LU        |      650000 | PA      | $719840.74    | 0.01%             | 2029-07-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BANCO DESIO DELLA BRIANZ                                  | Banco di Desio e della Brianza SpA                                               | CUSIP: 000000000<br>LEI: 81560026D234790EB288 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $235103.17    | 0.00%             | 2026-07-24      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     1000000 | PA      | $1184464.62   | 0.01%             | 2026-07-23      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                      | Mitsubishi UFJ Financial Group, Inc.                                             | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $222321.45    | 0.00%             | 2029-07-19      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1146550000 | PA      | $5438271.72   | 0.05%             | 2039-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| ITALGAS SPA                                               | Italgas SpA                                                                      | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |      530000 | PA      | $576329.89    | 0.00%             | 2030-04-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PHOENIX GRP HLD PLC                                       | Phoenix Group Holdings PLC                                                       | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $565038.99    | 0.00%             | 2029-06-13      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |   100100000 | PA      | $15371325.46  | 0.13%             | 2029-07-12      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     2102000 | PA      | $2826296.38   | 0.02%             | 2026-09-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS                                  | AusNet Services Holdings Pty Ltd                                                 | CUSIP: 000000000<br>LEI: TTMIG9TE1S0X3ZPDHD61 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $191898.74    | 0.00%             | 2029-07-31      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    53070000 | PA      | $9726926.91   | 0.08%             | 2049-07-22      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      600000 | PA      | $367815.84    | 0.00%             | 2031-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENBW ENERGIE BADEN - WU                                   | EnBW Energie Baden-Wuerttemberg AG                                               | CUSIP: 000000000<br>LEI: 529900JSFZ4TS59HKD79 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $931282.99    | 0.01%             | 2079-08-05      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                  | CUSIP: 000000000<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      400000 | PA      | $341503.12    | 0.00%             | 2039-08-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 40048000000 | PA      | $2503460.56   | 0.02%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                                    | Mercedes-Benz Group AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $219555.65    | 0.00%             | 2030-02-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                                    | Mercedes-Benz Group AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |      355000 | PA      | $352790.80    | 0.00%             | 2034-08-08      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                                   | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |      250000 | PA      | $190513.26    | 0.00%             | 2039-08-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |     1800000 | PA      | $1791430.06   | 0.02%             | 2049-08-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                                  | New Zealand Local Government Funding Agency Bond                                 | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |     2345000 | PA      | $1317444.51   | 0.01%             | 2029-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $191359.93    | 0.00%             | 2034-09-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      300000 | PA      | $343014.25    | 0.00%             | 2027-09-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      100000 | PA      | $67765.66     | 0.00%             | 2049-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                    | TotalEnergies Capital International SA                                           | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $234428.49    | 0.00%             | 2031-09-03      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4873000 | PA      | $5505131.32   | 0.05%             | 2030-04-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| FASTIGHETS AB BALDER                                      | Fastighets AB Balder                                                             | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | DBT              | CORP              | SE        |      250000 | PA      | $292302.30    | 0.00%             | 2027-01-29      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                              | Mizuho Financial Group, Inc.                                                     | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      759000 | PA      | $827191.85    | 0.01%             | 2029-09-06      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                                   | RTE Reseau de Transport d'Electricite SADIR                                      | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $121406.80    | 0.00%             | 2049-09-09      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                                   | RTE Reseau de Transport d'Electricite SADIR                                      | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $684145.25    | 0.01%             | 2027-09-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                      | DH Europe Finance II Sarl                                                        | CUSIP: 000000000<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      675000 | PA      | $766374.54    | 0.01%             | 2028-03-18      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                      | DH Europe Finance II Sarl                                                        | CUSIP: 000000000<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      450000 | PA      | $395520.10    | 0.00%             | 2039-09-18      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                      | DH Europe Finance II Sarl                                                        | CUSIP: 000000000<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      600000 | PA      | $627177.33    | 0.01%             | 2031-09-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BABCOCK INTL GROUP PLC                                    | Babcock International Group PLC                                                  | CUSIP: 000000000<br>LEI: 213800TSKOLX4EU6L377 | Long             | DBT              | CORP              | GB        |      425000 | PA      | $494629.48    | 0.00%             | 2027-09-13      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ORIGIN ENERGY FINANCE                                     | Origin Energy Finance Ltd                                                        | CUSIP: 000000000<br>LEI: 5493002W5C9Z753C7Q57 | Long             | DBT              | CORP              | AU        |      230000 | PA      | $254052.95    | 0.00%             | 2029-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER FINANCE BV                                   | Schlumberger Finance BV                                                          | CUSIP: 000000000<br>LEI: 5299003L3TGTOIYBX911 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $514705.21    | 0.00%             | 2031-10-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ANZ New Zealand International Ltd.                        | ANZ New Zealand International Ltd.                                               | CUSIP: 000000000<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |      550000 | PA      | $598320.02    | 0.01%             | 2029-09-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EDP FINANCE BV                                            | EDP Finance BV                                                                   | CUSIP: 000000000<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |      602000 | PA      | $705419.39    | 0.01%             | 2026-09-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LA POSTE SA                                               | La Poste SA                                                                      | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |     1300000 | PA      | $1491623.79   | 0.01%             | 2027-09-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| WPC EUROBOND BV                                           | WPC Eurobond BV                                                                  | CUSIP: 000000000<br>LEI: 5493005XDMOLBARL5M14 | Long             | DBT              |  | NL        |      200000 | PA      | $230061.31    | 0.00%             | 2028-04-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| LA POSTE SA                                               | La Poste SA                                                                      | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $876915.47    | 0.01%             | 2034-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KERRY GROUP FIN SERVICES                                  | Kerry Group Financial Services Unltd Co                                          | CUSIP: 000000000<br>LEI: 635400SE9OHFJ8SLDG45 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $329100.47    | 0.00%             | 2029-09-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    14000000 | PA      | $2565987.88   | 0.02%             | 2049-07-22      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $444823.85    | 0.00%             | 2049-09-25      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FINANCE                                   | Wintershall Dea Finance BV                                                       | CUSIP: 000000000<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $452463.17    | 0.00%             | 2028-09-25      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      650000 | PA      | $754978.67    | 0.01%             | 2027-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE BANK PLC                                       | Clydesdale Bank PLC                                                              | CUSIP: 000000000<br>LEI: NHXOBHMY8K53VRC7MZ54 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $468006.03    | 0.00%             | 2026-09-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                | AbbVie Inc                                                                       | CUSIP: 000000000<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      900000 | PA      | $1036135.40   | 0.01%             | 2027-11-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                                  | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |      700000 | PA      | $761653.14    | 0.01%             | 2032-03-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     1862000 | PA      | $985383.24    | 0.01%             | 2031-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTL HLDINGS NE                                  | Mondelez International Holdings Netherlands BV                                   | CUSIP: 000000000<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $734475.03    | 0.01%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1133518.88   | 0.01%             | 2030-03-25      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                                  | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $759677.60    | 0.01%             | 2029-09-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUCKLAND COUNCIL                                          | Auckland Council                                                                 | CUSIP: 000000000<br>LEI: 213800RWHTSELJS5LA96 | Long             | DBT              | NUSS              | NZ        |      300000 | PA      | $324230.07    | 0.00%             | 2029-09-26      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                  | Generali                                                                         | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $227962.80    | 0.00%             | 2030-10-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                  | Thermo Fisher Scientific Inc                                                     | CUSIP: 000000000<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      550000 | PA      | $413784.20    | 0.00%             | 2049-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ELIS SA                                                   | Elis SA                                                                          | CUSIP: 000000000<br>LEI: 969500UX71LCE8MAY492 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115780.87    | 0.00%             | 2028-04-03      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $134744.56    | 0.00%             | 2026-10-07      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $574993.87    | 0.00%             | 2027-10-07      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                    | Kazakhstan Government International Bond                                         | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |      100000 | PA      | $98923.61     | 0.00%             | 2034-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                    | Kazakhstan Government International Bond                                         | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |      300000 | PA      | $350353.27    | 0.00%             | 2026-09-30      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $85193.99     | 0.00%             | 2039-10-07      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |     1250000 | PA      | $682227.09    | 0.01%             | 2034-10-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2004990000 | PA      | $1022694.95   | 0.01%             | 2039-09-10      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| RL FINANCE NO 4 PLC                                       | RL Finance Bonds NO 4 PLC                                                        | CUSIP: 000000000<br>LEI: 21380094SBEIOBDS8O41 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $232622.13    | 0.00%             | 2049-10-07      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  2198550000 | PA      | $13509869.84  | 0.12%             | 2029-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                                  | Caisse de Refinancement de l'Habitat SA                                          | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $539644.23    | 0.00%             | 2029-10-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SR-BOLIGKREDITT AS                                        | SR-Boligkreditt AS                                                               | CUSIP: 000000000<br>LEI: 5493005EFLOPQ4K0ZF42 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $233727.14    | 0.00%             | 2026-10-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI S                                  | Banca Monte dei Paschi di Siena SpA                                              | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $352509.59    | 0.00%             | 2026-10-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    13184000 | PA      | $14227713.91  | 0.12%             | 2029-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      420000 | PA      | $227378.64    | 0.00%             | 2050-01-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN POWERGRID YORKS                                  | Northern Powergrid Yorkshire PLC                                                 | CUSIP: 000000000<br>LEI: 213800VZL2QT3Q7NOP46 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $63333.71     | 0.00%             | 2059-10-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DIGITAL EURO FINCO                                        | Digital Euro Finco LLC                                                           | CUSIP: 000000000<br>LEI: 635400OUEAPTXSW3SC91 | Long             | DBT              |  | US        |      300000 | PA      | $343614.04    | 0.00%             | 2028-04-09      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| AXA HOME LOAN SFH                                         | AXA Home Loan SFH SA                                                             | CUSIP: 000000000<br>LEI: 969500AIOJG7FHMDYZ30 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $322115.09    | 0.00%             | 2029-10-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON GROUP                                        | CK Hutchison Group Telecom Finance SA                                            | CUSIP: 000000000<br>LEI: 254900OM17Q9YNDIUG82 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $454588.89    | 0.00%             | 2028-10-17      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $402424.68    | 0.00%             | 2026-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   395350000 | PA      | $1306265.34   | 0.01%             | 2049-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     1710000 | PA      | $1018814.65   | 0.01%             | 2031-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ALTAREA                                                   | Altarea SCA                                                                      | CUSIP: 000000000<br>LEI: 969500ICGCY1PD6OT783 | Long             | DBT              |  | FR        |      100000 | PA      | $116410.63    | 0.00%             | 2028-01-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     1200000 | PA      | $1383757.11   | 0.01%             | 2027-06-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      216000 | PA      | $208366.00    | 0.00%             | 2034-10-17      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POST HOME LOAN                                  | La Banque Postale Home Loan SFH SA                                               | CUSIP: 000000000<br>LEI: 969500D5PFMTWUYSUF61 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $322905.56    | 0.00%             | 2029-10-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUST CAPITAL TERRITORY                                    | Australian Capital Territory                                                     | CUSIP: 000000000<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | NUSS              | AU        |      300000 | PA      | $176582.22    | 0.00%             | 2031-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $930495.69    | 0.01%             | 2027-02-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      100000 | PA      | $134582.76    | 0.00%             | 2026-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $154758.57    | 0.00%             | 2041-10-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      450000 | PA      | $525821.70    | 0.00%             | 2026-10-24      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                          | Pernod Ricard SA                                                                 | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $458692.99    | 0.00%             | 2027-10-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      200000 | PA      | $203109.69    | 0.00%             | 2032-03-29      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  4624080000 | PA      | $2979659.52   | 0.03%             | 2029-12-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      300000 | PA      | $317099.44    | 0.00%             | 2031-10-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   363100000 | PA      | $1706591.91   | 0.01%             | 2039-09-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| TASMANIAN PUBLIC FINANCE                                  | Tasmanian Public Finance Corp                                                    | CUSIP: 000000000<br>LEI: 254900YGZAI23JWAJW51 | Long             | DBT              | NUSS              | AU        |      550000 | PA      | $346415.99    | 0.00%             | 2030-01-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |     1200000 | PA      | $1303804.36   | 0.01%             | 2029-11-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      650000 | PA      | $683135.64    | 0.01%             | 2032-11-04      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                                | Dover Corp                                                                       | CUSIP: 000000000<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |      300000 | PA      | $344753.54    | 0.00%             | 2027-11-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |      300000 | PA      | $325375.83    | 0.00%             | 2029-11-05      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING                                   | Sumitomo Mitsui Banking Corp                                                     | CUSIP: 000000000<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |      250000 | PA      | $272032.41    | 0.00%             | 2029-11-07      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                  | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      300000 | PA      | $317523.02    | 0.00%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                   | CUSIP: 000000000<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      400000 | PA      | $418547.50    | 0.00%             | 2031-11-01      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $466614.83    | 0.00%             | 2026-11-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PRS FINANCE PLC                                           | Prs Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 2138002JNX4ZKQI8OU17 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $211505.61    | 0.00%             | 2034-08-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                             | Netflix, Inc.                                                                    | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      100000 | PA      | $125310.77    | 0.00%             | 2029-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      400000 | PA      | $436599.04    | 0.00%             | 2029-11-12      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      475000 | PA      | $449643.48    | 0.00%             | 2034-11-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                   | Shell International Finance BV                                                   | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $395443.17    | 0.00%             | 2039-11-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT INTL BOND                                      | China Government International Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      700000 | PA      | $816477.97    | 0.01%             | 2026-11-12      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT INTL BOND                                      | China Government International Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      300000 | PA      | $314814.10    | 0.00%             | 2031-11-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN LB VORARLBERG                                  | Raiffeisen Landesbank Vorarlberg mit Revisionsverband eGen                       | CUSIP: 000000000<br>LEI: 529900FEID5L4H2T2L70 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $184619.79    | 0.00%             | 2034-11-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SP TRANSMISSION PLC                                       | SP Transmission PLC                                                              | CUSIP: 000000000<br>LEI: 21380066GRV5QOWJZC71 | Long             | DBT              | CORP              | GB        |      473000 | PA      | $562921.88    | 0.00%             | 2031-11-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      200000 | PA      | $233259.71    | 0.00%             | 2026-11-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $701127.29    | 0.01%             | 2026-11-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $539533.66    | 0.00%             | 2030-01-18      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                                   | Temasek Financial I Ltd                                                          | CUSIP: 000000000<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |      850000 | PA      | $878640.64    | 0.01%             | 2031-11-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                                   | Temasek Financial I Ltd                                                          | CUSIP: 000000000<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |      150000 | PA      | $102807.49    | 0.00%             | 2049-11-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DEKABANK DEUTSCHE GIRO                                    | DekaBank Deutsche Girozentrale                                                   | CUSIP: 000000000<br>LEI: 0W2PZJM8XOY22M4GG883 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $933444.48    | 0.01%             | 2026-11-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                       | Moody's Corp                                                                     | CUSIP: 000000000<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |      350000 | PA      | $385590.31    | 0.00%             | 2030-02-25      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| COCA-COLA HBC FINANCE BV                                  | Coca-Cola HBC Finance BV                                                         | CUSIP: 000000000<br>LEI: 549300BXVNOCYQ83FU09 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $327512.20    | 0.00%             | 2029-11-21      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Albemarle New Holding GmbH                                | Albemarle New Holding GmbH                                                       | CUSIP: 000000000<br>LEI: 549300SIM4N1U1700V02 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $230932.03    | 0.00%             | 2028-11-25      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| HOUSING AUSTRALIA                                         | Housing Australia                                                                | CUSIP: 000000000<br>LEI: 254900BEME245Y10BH15 | Long             | DBT              | NUSS              | AU        |      500000 | PA      | $304827.59    | 0.00%             | 2030-05-27      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 000000000<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $227410.26    | 0.00%             | 2027-11-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LEGAL & GENERAL GROUP                                     | Legal & General Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $525266.07    | 0.00%             | 2049-11-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    45481000 | PA      | $1459637.28   | 0.01%             | 2029-12-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $631354.91    | 0.01%             | 2031-12-03      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| QANTAS AIRWAYS LTD                                        | Qantas Airways Ltd                                                               | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | DBT              | CORP              | AU        |      250000 | PA      | $160466.97    | 0.00%             | 2029-11-27      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     1610000 | PA      | $1738595.40   | 0.02%             | 2029-11-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ESSILORLUXOTTICA                                          | EssilorLuxottica SA                                                              | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $914911.42    | 0.01%             | 2027-11-27      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE A                                  | Fresenius Medical Care AG                                                        | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | DBT              | CORP              | DE        |      450000 | PA      | $501211.32    | 0.00%             | 2029-11-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    11200000 | PA      | $2825955.90   | 0.02%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN SE                                         | LEG Immobilien SE                                                                | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $345083.81    | 0.00%             | 2027-11-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.              | Fidelity National Information Services, Inc.                                     | CUSIP: 31620MBM7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      350000 | PA      | $394981.76    | 0.00%             | 2028-12-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     6760000 | PA      | $1796777.37   | 0.02%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ARKEMA                                                    | Arkema SA                                                                        | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $660435.63    | 0.01%             | 2029-12-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                       | Deutsche Telekom AG                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |      644000 | PA      | $477680.75    | 0.00%             | 2049-12-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $753121.07    | 0.01%             | 2029-12-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERLIN PROPERTIES SOCIMI                                  | Merlin Properties Socimi SA                                                      | CUSIP: 000000000<br>LEI: 959800L8KD863DP30X04 | Long             | DBT              |  | ES        |      200000 | PA      | $202061.79    | 0.00%             | 2034-12-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SERVICIOS MEDIO AMBIENTE                                  | FCC Servicios Medio Ambiente Holding SA                                          | CUSIP: 000000000<br>LEI: 959800JMZW3HYQVLKG81 | Long             | DBT              | CORP              | ES        |      350000 | PA      | $412326.49    | 0.00%             | 2026-12-04      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     8576000 | PA      | $2498225.61   | 0.02%             | 2030-03-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |     1500000 | PA      | $1937720.12   | 0.02%             | 2027-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $426766.47    | 0.00%             | 2049-12-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                           | JAB Holdings BV                                                                  | CUSIP: 000000000<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $277618.55    | 0.00%             | 2039-12-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                           | JAB Holdings BV                                                                  | CUSIP: 000000000<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $576171.06    | 0.00%             | 2027-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2120000 | PA      | $433730.63    | 0.00%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ZUERCHER KANTONALBANK                                     | Zuercher Kantonalbank                                                            | CUSIP: 000000000<br>LEI: 165GRDQ39W63PHVONY02 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $631248.50    | 0.01%             | 2031-02-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  2161650000 | PA      | $13221956.41  | 0.11%             | 2029-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $229658.69    | 0.00%             | 2027-07-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $206917.27    | 0.00%             | 2032-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                             | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |     1050000 | PA      | $1229052.98   | 0.01%             | 2027-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                       | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      335000 | PA      | $363313.91    | 0.00%             | 2030-04-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ALLIANZ FINANCE II B.V.                                   | Allianz Finance II BV                                                            | CUSIP: 000000000<br>LEI: 529900C9NVPTCPDI1D65 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $427262.81    | 0.00%             | 2031-01-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $696848.01    | 0.01%             | 2027-01-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      700000 | PA      | $815966.35    | 0.01%             | 2028-01-14      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $786350.68    | 0.01%             | 2027-12-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      100000 | PA      | $116470.85    | 0.00%             | 2027-02-14      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     7750000 | PA      | $8389173.70   | 0.07%             | 2030-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $760624.39    | 0.01%             | 2030-01-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      835000 | PA      | $391160.67    | 0.00%             | 2120-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $582786.83    | 0.01%             | 2032-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                    | Logicor Financing Sarl                                                           | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |      250000 | PA      | $314771.23    | 0.00%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      500000 | PA      | $637030.91    | 0.01%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $700616.93    | 0.01%             | 2027-01-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $582399.38    | 0.01%             | 2027-01-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   996600000 | PA      | $3258168.68   | 0.03%             | 2049-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                   | Nykredit Realkredit A/S                                                          | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $233639.63    | 0.00%             | 2027-01-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      700000 | PA      | $813590.33    | 0.01%             | 2027-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $824423.26    | 0.01%             | 2027-01-20      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $430307.24    | 0.00%             | 2030-01-21      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $580264.31    | 0.01%             | 2027-01-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                      | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $453608.52    | 0.00%             | 2028-02-10      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      500000 | PA      | $541660.01    | 0.00%             | 2030-01-17      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BK AUSTRIA AG                                   | UniCredit Bank Austria AG                                                        | CUSIP: 000000000<br>LEI: D1HEB8VEU6D9M8ZUXG17 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $321131.69    | 0.00%             | 2030-06-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DEUT PFANDBRIEFBANK AG                                    | Deutsche Pfandbriefbank AG                                                       | CUSIP: 000000000<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | DBT              | CORP              | DE        |      900000 | PA      | $1018399.32   | 0.01%             | 2028-01-21      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $372331.38    | 0.00%             | 2035-01-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $112794.20    | 0.00%             | 2028-03-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                        | Cyprus Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      472000 | PA      | $416279.26    | 0.00%             | 2040-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $818909.51    | 0.01%             | 2027-01-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5123000 | PA      | $4455594.07   | 0.04%             | 2050-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAND-PFALZ                                      | State of Rhineland-Palatinate                                                    | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |      425000 | PA      | $457061.57    | 0.00%             | 2030-01-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $429273.36    | 0.00%             | 2030-01-28      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $434931.13    | 0.00%             | 2030-01-23      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      450000 | PA      | $523101.51    | 0.00%             | 2027-01-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1138500000 | PA      | $5300752.57   | 0.05%             | 2039-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                      | Public Storage Operating Co                                                      | CUSIP: 000000000<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |      200000 | PA      | $206718.30    | 0.00%             | 2032-01-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1168003.85   | 0.01%             | 2027-01-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    12166000 | PA      | $6979031.11   | 0.06%             | 2032-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UBS SWITZERLAND AG                                        | UBS Switzerland AG                                                               | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | Long             | DBT              | CORP              | CH        |      460000 | PA      | $579437.24    | 0.01%             | 2030-10-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FASTIGHETS AB BALDER                                      | Fastighets AB Balder                                                             | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $115275.08    | 0.00%             | 2028-01-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      400000 | PA      | $437684.68    | 0.00%             | 2030-01-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                   | Philippine Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      100000 | PA      | $110774.28    | 0.00%             | 2029-02-03      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      250000 | PA      | $259405.51    | 0.00%             | 2032-01-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      100000 | PA      | $84838.12     | 0.00%             | 2040-01-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| THALES SA                                                 | Thales SA                                                                        | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $348405.61    | 0.00%             | 2027-01-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ARGENTA SPAARBANK                                         | Argenta Spaarbank NV                                                             | CUSIP: 000000000<br>LEI: A6NZLYKYN1UV7VVGFX65 | Long             | DBT              | CORP              | BE        |      600000 | PA      | $701510.21    | 0.01%             | 2027-01-29      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                       | Macquarie Group Ltd                                                              | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |      500000 | PA      | $583155.52    | 0.01%             | 2027-02-03      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     7960000 | PA      | $4209544.74   | 0.04%             | 2052-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                                  | Caisse de Refinancement de l'Habitat SA                                          | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $452341.86    | 0.00%             | 2028-02-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $638929.13    | 0.01%             | 2030-02-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANKINTER SA                                              | Bankinter SA                                                                     | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $689749.68    | 0.01%             | 2027-10-06      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1293000 | PA      | $1390724.26   | 0.01%             | 2030-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                                  | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $346681.98    | 0.00%             | 2028-02-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT BREMEN                                   | State of Bremen                                                                  | CUSIP: 000000000<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $173665.74    | 0.00%             | 2050-02-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                   | Nykredit Realkredit A/S                                                          | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |     3000000 | PA      | $467052.87    | 0.00%             | 2028-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     6650000 | PA      | $973911.71    | 0.01%             | 2027-01-14      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $631714.80    | 0.01%             | 2031-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                                  | Cassa Depositi e Prestiti SpA                                                    | CUSIP: 000000000<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |      100000 | PA      | $110443.74    | 0.00%             | 2030-02-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $463815.09    | 0.00%             | 2027-02-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                     | CUSIP: 000000000<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102428.56    | 0.00%             | 2032-02-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY VUITT                                  | LVMH Moet Hennessy Louis Vuitton SE                                              | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $798184.29    | 0.01%             | 2027-02-11      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY VUITT                                  | LVMH Moet Hennessy Louis Vuitton SE                                              | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $566765.62    | 0.00%             | 2028-02-11      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                     | CUSIP: 20030NDF5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      450000 | PA      | $449523.75    | 0.00%             | 2036-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| TELENOR ASA                                               | Telenor ASA                                                                      | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | DBT              | CORP              | NO        |      850000 | PA      | $963144.25    | 0.01%             | 2028-02-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TELENOR ASA                                               | Telenor ASA                                                                      | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | DBT              | CORP              | NO        |      296000 | PA      | $279369.97    | 0.00%             | 2035-02-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CEPSA FINANCE SA                                          | Cepsa Finance SA                                                                 | CUSIP: 000000000<br>LEI: 959800QEUH8V5SPPCB45 | Long             | DBT              | CORP              | ES        |     1200000 | PA      | $1366702.80   | 0.01%             | 2028-02-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $695365.89    | 0.01%             | 2027-02-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                | Nasdaq Inc                                                                       | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      300000 | PA      | $328514.67    | 0.00%             | 2030-02-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $929382.01    | 0.01%             | 2027-02-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ING BELGIUM SA                                            | ING Belgium SA                                                                   | CUSIP: 000000000<br>LEI: JLS56RAMYQZECFUF2G44 | Long             | DBT              | CORP              | BE        |      500000 | PA      | $534198.41    | 0.00%             | 2030-02-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $536909.51    | 0.00%             | 2030-02-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS                                  | AusNet Services Holdings Pty Ltd                                                 | CUSIP: 000000000<br>LEI: TTMIG9TE1S0X3ZPDHD61 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $319005.81    | 0.00%             | 2030-08-25      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 14098740000 | PA      | $6546485.95   | 0.06%             | 2050-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DWR CYMRU FINANCING UK                                    | DWR Cymru Financing UK PLC                                                       | CUSIP: 000000000<br>LEI: 213800GDOFO2ED5PNC85 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $632511.72    | 0.01%             | 2033-03-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     5755000 | PA      | $1293567.40   | 0.01%             | 2028-01-26      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     6960000 | PA      | $4192157.63   | 0.04%             | 2030-11-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |     3100000 | PA      | $3996704.38   | 0.03%             | 2028-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |     1950000 | PA      | $2044804.02   | 0.02%             | 2045-05-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     3390000 | PA      | $2533365.97   | 0.02%             | 2040-06-22      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                       | Dow Chemical Co/The                                                              | CUSIP: 260543DB6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      100000 | PA      | $84538.67     | 0.00%             | 2040-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                       | Dow Chemical Co/The                                                              | CUSIP: 260543DA8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      400000 | PA      | $409451.15    | 0.00%             | 2032-03-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                  | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |      530000 | PA      | $574346.42    | 0.00%             | 2030-04-30      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $805589.28    | 0.01%             | 2031-11-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TEREGA SASU                                               | Terega SASU                                                                      | CUSIP: 000000000<br>LEI: 969500D9BIKJL7H9TB80 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $226982.59    | 0.00%             | 2028-02-27      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| WALES & WEST UTL FIN PLC                                  | Wales & West Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800PMB3SYMEH5NH78 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $329661.10    | 0.00%             | 2041-05-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4218000 | PA      | $4650202.14   | 0.04%             | 2030-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     2030000 | PA      | $1081349.30   | 0.01%             | 2034-07-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     2690000 | PA      | $2012331.42   | 0.02%             | 2050-03-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    17000000 | PA      | $2594971.18   | 0.02%             | 2029-09-20      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     3320000 | PA      | $1907356.68   | 0.02%             | 2033-03-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                   | Honeywell International Inc                                                      | CUSIP: 438516BY1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      300000 | PA      | $308118.98    | 0.00%             | 2032-03-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                     | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $442255.72    | 0.00%             | 2029-03-11      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EIKA BOLIGKREDITT AS                                      | Eika Boligkreditt AS                                                             | CUSIP: 000000000<br>LEI: 549300T7MMTBQXCJOQ79 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $231481.65    | 0.00%             | 2027-03-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    40810000 | PA      | $1751094.14   | 0.02%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |     1900000 | PA      | $2422880.42   | 0.02%             | 2030-02-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   700000000 | PA      | $1385155.11   | 0.01%             | 2041-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |     1000000 | PA      | $1159875.11   | 0.01%             | 2027-03-31      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1211308.35   | 0.01%             | 2029-03-31      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     7571000 | PA      | $8807917.22   | 0.08%             | 2027-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                                        | Diageo Finance PLC                                                               | CUSIP: 000000000<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $342653.69    | 0.00%             | 2032-03-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $341561.98    | 0.00%             | 2030-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                              | Danaher Corp                                                                     | CUSIP: 000000000<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |      200000 | PA      | $234500.72    | 0.00%             | 2030-03-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                               | Heineken NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |      550000 | PA      | $638024.75    | 0.01%             | 2030-03-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KONINKIJKE AHOLD DLHAIZE                                  | Koninklijke Ahold Delhaize NV                                                    | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |      450000 | PA      | $529441.40    | 0.00%             | 2027-04-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     3290000 | PA      | $2003522.27   | 0.02%             | 2051-03-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE PARIS SA                                     | Aeroports de Paris SA                                                            | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | DBT              | CORP              | FR        |     1300000 | PA      | $1531909.65   | 0.01%             | 2030-04-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    21330000 | PA      | $5448395.65   | 0.05%             | 2027-09-30      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                  | Thermo Fisher Scientific Inc                                                     | CUSIP: 000000000<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      500000 | PA      | $568514.08    | 0.00%             | 2032-04-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                 | Airbus SE                                                                        | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $352622.18    | 0.00%             | 2028-04-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                 | Airbus SE                                                                        | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |      380000 | PA      | $436940.03    | 0.00%             | 2032-04-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EXPERIAN FINANCE PLC                                      | Experian Finance PLC                                                             | CUSIP: 000000000<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $254710.01    | 0.00%             | 2032-04-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                                  | Denmark Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |    19088000 | PA      | $1455778.09   | 0.01%             | 2052-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                     | Transurban Finance Co Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |      450000 | PA      | $534824.22    | 0.00%             | 2030-04-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    39890000 | PA      | $6848618.95   | 0.06%             | 2050-03-16      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    15000000 | PA      | $2196460.42   | 0.02%             | 2027-02-24      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                   | APRR SA                                                                          | CUSIP: 000000000<br>LEI: 9695002SV2VP9CU42826 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1173920.44   | 0.01%             | 2027-01-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     2307000 | PA      | $2675459.02   | 0.02%             | 2027-10-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $232228.62    | 0.00%             | 2027-04-08      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                          | Pernod Ricard SA                                                                 | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $339542.62    | 0.00%             | 2030-04-08      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  3525800000 | PA      | $21461552.12  | 0.19%             | 2030-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      200000 | PA      | $233520.69    | 0.00%             | 2030-04-09      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                   | Shell International Finance BV                                                   | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      360000 | PA      | $396887.81    | 0.00%             | 2032-04-07      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SANCTUARY CAPITAL PLC                                     | Sanctuary Capital PLC                                                            | CUSIP: 000000000<br>LEI: 213800A6T7362M7XHO44 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $220877.85    | 0.00%             | 2050-04-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   437500000 | PA      | $1415528.11   | 0.01%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF S                                  | Societe Nationale SNCF SACA                                                      | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $1085860.72   | 0.01%             | 2030-04-17      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     5204000 | PA      | $6031137.58   | 0.05%             | 2027-05-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                          | Deutsche Bahn AG                                                                 | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |      550000 | PA      | $488231.03    | 0.00%             | 2040-04-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |     6120000 | PA      | $6841832.29   | 0.06%             | 2030-07-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $644407.39    | 0.01%             | 2030-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CAPGEMINI SE                                              | Capgemini SE                                                                     | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $462717.01    | 0.00%             | 2029-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CAPGEMINI SE                                              | Capgemini SE                                                                     | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $561531.44    | 0.00%             | 2032-04-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     5780000 | PA      | $6360437.29   | 0.06%             | 2030-10-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                                  | New Zealand Local Government Funding Agency Bond                                 | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |      200000 | PA      | $120160.84    | 0.00%             | 2026-04-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     4000000 | PA      | $1022059.75   | 0.01%             | 2030-10-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $916848.03    | 0.01%             | 2029-04-17      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| LA POSTE SA                                               | La Poste SA                                                                      | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |     1400000 | PA      | $1495011.91   | 0.01%             | 2032-04-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  5410230000 | PA      | $3444109.46   | 0.03%             | 2030-06-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GUINNESS PARTNERSHIP LTD                                  | Guinness Partnership Ltd/The                                                     | CUSIP: 000000000<br>LEI: 213800OE2SS4VDHBR129 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $123535.94    | 0.00%             | 2055-04-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GIVAUDAN FIN EUROPE                                       | Givaudan Finance Europe BV                                                       | CUSIP: 000000000<br>LEI: 213800MGRS1DZVKTKA03 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $108375.45    | 0.00%             | 2032-04-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $338848.40    | 0.00%             | 2028-04-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $306692.48    | 0.00%             | 2029-12-14      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   730550000 | PA      | $3423953.17   | 0.03%             | 2040-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    53050000 | PA      | $1741375.61   | 0.02%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                                  | Caisse de Refinancement de l'Habitat SA                                          | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $462019.07    | 0.00%             | 2027-04-30      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| PHOENIX GRP HLD PLC                                       | Phoenix Group Holdings PLC                                                       | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $138557.51    | 0.00%             | 2031-04-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                    | Nordic Investment Bank                                                           | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |      600000 | PA      | $692909.25    | 0.01%             | 2027-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIRMENICH PRODUCTIONS                                     | Firmenich Productions Participations SAS                                         | CUSIP: 000000000<br>LEI: 635400DX7HXMEAP36T24 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $563476.57    | 0.00%             | 2030-04-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      423000 | PA      | $441267.57    | 0.00%             | 2032-04-28      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| LEGAL & GENERAL GROUP                                     | Legal & General Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $133455.22    | 0.00%             | 2050-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                         | Wells Fargo & Co.                                                                | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      920000 | PA      | $1052610.98   | 0.01%             | 2030-05-04      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| ASML HOLDING NV                                           | ASML Holding NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | DBT              | CORP              | NL        |      340000 | PA      | $378884.37    | 0.00%             | 2029-05-07      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                     | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      730000 | PA      | $794180.96    | 0.01%             | 2030-05-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER FINANCE BV                                   | Schlumberger Finance BV                                                          | CUSIP: 000000000<br>LEI: 5299003L3TGTOIYBX911 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $588968.30    | 0.01%             | 2026-10-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                  | Air Products and Chemicals Inc                                                   | CUSIP: 000000000<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |      500000 | PA      | $510997.74    | 0.00%             | 2032-05-05      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                  | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |      600000 | PA      | $697605.56    | 0.01%             | 2027-07-30      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     1050000 | PA      | $471921.59    | 0.00%             | 2041-05-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     2500000 | PA      | $1650316.79   | 0.01%             | 2027-11-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KERING                                                    | Kering SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1137054.74   | 0.01%             | 2028-05-13      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $383304.83    | 0.00%             | 2035-05-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4591000 | PA      | $4206857.06   | 0.04%             | 2035-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      800000 | PA      | $930744.20    | 0.01%             | 2027-05-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     1000000 | PA      | $1158162.48   | 0.01%             | 2027-05-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NOKIA OYJ                                                 | Nokia Oyj                                                                        | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |      500000 | PA      | $597945.03    | 0.01%             | 2028-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $101897.28    | 0.00%             | 2032-05-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    87521000 | PA      | $21500756.68  | 0.19%             | 2030-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FERROVIAL EMISIONES SA                                    | Ferrovial Emisiones SA                                                           | CUSIP: 000000000<br>LEI: 95980020140005209562 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $354623.76    | 0.00%             | 2026-05-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $576498.66    | 0.00%             | 2027-05-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    15670000 | PA      | $9320220.04   | 0.08%             | 2030-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $338360.79    | 0.00%             | 2031-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HYPO NOE LB NOE WIEN AG                                   | HYPO NOE Landesbank fuer Niederoesterreich und Wien AG                           | CUSIP: 000000000<br>LEI: 5493007BWYDPQZLZ0Y27 | Long             | DBT              | CORP              | AT        |      500000 | PA      | $575325.48    | 0.00%             | 2027-06-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      639000 | PA      | $569613.09    | 0.00%             | 2040-05-18      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TSY NL                                  | Reckitt Benckiser Treasury Services Nederland BV                                 | CUSIP: 000000000<br>LEI: 54930007FVPKN1NNHV37 | Long             | DBT              | CORP              | NL        |      416000 | PA      | $451095.91    | 0.00%             | 2030-05-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      400000 | PA      | $504128.39    | 0.00%             | 2032-04-23      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| WOOLWORTHS GROUP LTD                                      | Woolworths Group Ltd                                                             | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $189267.32    | 0.00%             | 2030-05-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4257000 | PA      | $4870128.54   | 0.04%             | 2027-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                          | Deutsche Post AG                                                                 | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |      449000 | PA      | $473793.84    | 0.00%             | 2032-05-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ INT FINCE                                   | Mercedes-Benz International Finance BV                                           | CUSIP: 000000000<br>LEI: 529900RUGCXMPEENHQ31 | Long             | DBT              | CORP              | NL        |      595000 | PA      | $704196.09    | 0.01%             | 2026-08-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $698267.18    | 0.01%             | 2027-08-21      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                                    | Mercedes-Benz Group AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $583469.64    | 0.01%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      327000 | PA      | $374546.04    | 0.00%             | 2028-02-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| IGNITIS GRUPE AB                                          | Ignitis Grupe AB                                                                 | CUSIP: 000000000<br>LEI: 5493005RZJHJT5PNHY10 | Long             | DBT              | CORP              | LT        |      200000 | PA      | $222566.41    | 0.00%             | 2030-05-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RICHEMONT INTERNATIONAL                                   | Richemont International Holding SA                                               | CUSIP: 000000000<br>LEI: 549300V9893NUQX6X069 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $317053.74    | 0.00%             | 2032-05-26      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| RICHEMONT INTERNATIONAL                                   | Richemont International Holding SA                                               | CUSIP: 000000000<br>LEI: 549300V9893NUQX6X069 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $178486.43    | 0.00%             | 2040-05-26      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL AG                                            | Continental AG                                                                   | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | DBT              | CORP              | DE        |      450000 | PA      | $533571.53    | 0.00%             | 2026-08-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |     1000000 | PA      | $595285.48    | 0.01%             | 2031-10-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $527888.81    | 0.00%             | 2030-05-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      400000 | PA      | $464225.59    | 0.00%             | 2028-05-19      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      310000 | PA      | $184372.23    | 0.00%             | 2030-11-27      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   398100000 | PA      | $60149321.74  | 0.52%             | 2030-05-21      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   196060000 | PA      | $29622898.82  | 0.26%             | 2030-05-21      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1092200000 | PA      | $2922696.71   | 0.03%             | 2060-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE UK                                       | Swiss Re Finance UK PLC                                                          | CUSIP: 000000000<br>LEI: 549300C654ZPQWG3JF34 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $336034.92    | 0.00%             | 2052-06-04      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| COLONIAL SFL SOCIMI                                       | Colonial SFL Socimi SA                                                           | CUSIP: 000000000<br>LEI: 95980020140005007414 | Long             | DBT              |  | ES        |      500000 | PA      | $586065.21    | 0.01%             | 2027-06-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC                                                 | Aviva PLC                                                                        | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $119238.49    | 0.00%             | 2055-06-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     5770000 | PA      | $1133458.58   | 0.01%             | 2070-05-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    11520000 | PA      | $2262988.35   | 0.02%             | 2070-05-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| 3I GROUP PLC                                              | 3i Group PLC                                                                     | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $218691.38    | 0.00%             | 2040-06-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    25473000 | PA      | $26606278.31  | 0.23%             | 2030-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                 | Airbus SE                                                                        | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $297884.42    | 0.00%             | 2040-06-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                 | Airbus SE                                                                        | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |      450000 | PA      | $508502.36    | 0.00%             | 2030-06-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      500000 | PA      | $689352.51    | 0.01%             | 2030-06-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $898741.19    | 0.01%             | 2035-06-10      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2248000 | PA      | $2542721.92   | 0.02%             | 2030-12-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                       | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $343835.58    | 0.00%             | 2029-06-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $588178.97    | 0.01%             | 2026-06-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $769326.51    | 0.01%             | 2030-06-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF S                                  | Societe Nationale SNCF SACA                                                      | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $79700.36     | 0.00%             | 2040-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MOHAWK CAPITAL FINANCE                                    | Mohawk Capital Finance SA                                                        | CUSIP: 000000000<br>LEI: 549300IXL8ST9Z2BTY31 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $351745.58    | 0.00%             | 2027-06-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     1387000 | PA      | $1481544.23   | 0.01%             | 2030-10-18      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| NORTHERN POWERGRID NORTH                                  | Northern Powergrid Northeast PLC                                                 | CUSIP: 000000000<br>LEI: 21380072EMKFDZSTLD28 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $218997.08    | 0.00%             | 2062-06-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     5864000 | PA      | $5031088.01   | 0.04%             | 2040-10-31      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     2562000 | PA      | $2906566.10   | 0.03%             | 2030-06-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      790000 | PA      | $875308.11    | 0.01%             | 2031-06-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      920000 | PA      | $686932.22    | 0.01%             | 2040-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $472133.24    | 0.00%             | 2029-06-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     9570000 | PA      | $2452489.33   | 0.02%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      400000 | PA      | $454830.94    | 0.00%             | 2042-10-06      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      800000 | PA      | $842494.81    | 0.01%             | 2030-06-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LA MONDIALE                                               | La Mondiale SAM                                                                  | CUSIP: 000000000<br>LEI: 969500L0T16HX3R78P61 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $112055.14    | 0.00%             | 2031-06-23      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| AMCOR UK FINANCE PLC                                      | Amcor UK Finance PLC                                                             | CUSIP: 000000000<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $232702.02    | 0.00%             | 2027-06-23      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CAPGEMINI SE                                              | Capgemini SE                                                                     | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $218749.54    | 0.00%             | 2030-06-23      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    12730000 | PA      | $13601902.84  | 0.12%             | 2030-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                      | WMG Acquisition Corp                                                             | CUSIP: 000000000<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |      100000 | PA      | $118156.82    | 0.00%             | 2028-07-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INFINEON TECHNOLOGIES AG                                  | Infineon Technologies AG                                                         | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $456309.62    | 0.00%             | 2029-06-24      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| INFINEON TECHNOLOGIES AG                                  | Infineon Technologies AG                                                         | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $110439.80    | 0.00%             | 2032-06-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UPJOHN FINANCE BV                                         | Upjohn Finance BV                                                                | CUSIP: 000000000<br>LEI: 254900OG32E8F3XO5O83 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $425036.21    | 0.00%             | 2032-06-23      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      550000 | PA      | $653631.32    | 0.01%             | 2029-03-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1357659.86   | 0.01%             | 2027-03-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $423122.97    | 0.00%             | 2030-06-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      900000 | PA      | $798335.84    | 0.01%             | 2035-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                          | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $560897.43    | 0.00%             | 2028-06-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EVERSHOLT FUNDING PLC                                     | Eversholt Funding PLC                                                            | CUSIP: 000000000<br>LEI: 5493002X7O83FCJVYO69 | Long             | DBT              | CORP              | GB        |      446154 | PA      | $521515.53    | 0.00%             | 2040-06-30      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                               | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $583442.87    | 0.01%             | 2029-03-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      400000 | PA      | $430611.97    | 0.00%             | 2032-06-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BRISBANE AIRPORT CORP                                     | Brisbane Airport Corp Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 213800C7HCV4YHQ1B159 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $201279.61    | 0.00%             | 2030-12-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     5000000 | PA      | $731011.93    | 0.01%             | 2027-05-14      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| CNP ASSURANCES SA                                         | CNP Assurances SA                                                                | CUSIP: 000000000<br>LEI: 969500QKVPV2H8UXM738 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $903269.62    | 0.01%             | 2051-06-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HELVETIA EUROPE SA                                        | Helvetia Europe SA                                                               | CUSIP: 000000000<br>LEI: 549300KW3XYA7W477U50 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $225896.66    | 0.00%             | 2041-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                   | Exxon Mobil Corp                                                                 | CUSIP: 000000000<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      450000 | PA      | $462648.53    | 0.00%             | 2032-06-26      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| IREN SPA                                                  | Iren SpA                                                                         | CUSIP: 000000000<br>LEI: 8156001EBD33FD474E60 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $434973.47    | 0.00%             | 2030-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                   | Exxon Mobil Corp                                                                 | CUSIP: 000000000<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      500000 | PA      | $435900.11    | 0.00%             | 2039-06-26      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $423986.02    | 0.00%             | 2030-07-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WOLTERS KLUWER NV                                         | Wolters Kluwer NV                                                                | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $269667.05    | 0.00%             | 2030-07-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GRAINGER PLC                                              | Grainger PLC                                                                     | CUSIP: 000000000<br>LEI: 2138007CEIRKZMNI2979 | Long             | DBT              |  | GB        |      300000 | PA      | $379130.40    | 0.00%             | 2030-07-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HANNOVER RE                                               | Hannover Rueck SE                                                                | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $553646.67    | 0.00%             | 2040-10-08      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                     | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $181496.34    | 0.00%             | 2040-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                     | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $210568.72    | 0.00%             | 2032-07-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                            | Takeda Pharmaceutical Co. Ltd.                                                   | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      700000 | PA      | $780095.18    | 0.01%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                     | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      100000 | PA      | $115699.30    | 0.00%             | 2027-07-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     7977000 | PA      | $2003814.17   | 0.02%             | 2037-05-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    17000000 | PA      | $2583668.22   | 0.02%             | 2030-06-18      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    29450000 | PA      | $4475825.24   | 0.04%             | 2030-06-18      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     1430000 | PA      | $1650376.06   | 0.01%             | 2027-06-17      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      670000 | PA      | $600317.86    | 0.01%             | 2035-07-09      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                  | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $210717.33    | 0.00%             | 2032-07-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                  | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $442211.78    | 0.00%             | 2030-01-06      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  3084850000 | PA      | $18677662.46  | 0.16%             | 2030-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE                                      | Agence France Locale                                                             | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $342692.75    | 0.00%             | 2027-09-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HANN BETEILIGUNG NDS                                      | Hannoversche Beteiligungsgesellschaft Niedersachsen mbH                          | CUSIP: 000000000<br>LEI: 391200ZYVJJCJO6H7178 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $91091.11     | 0.00%             | 2035-07-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   823150000 | PA      | $2808885.29   | 0.02%             | 2050-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $231333.02    | 0.00%             | 2041-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSRNCES                                  | Credit Agricole Assurances SA                                                    | CUSIP: 000000000<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $337181.03    | 0.00%             | 2030-07-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NE PROPERTY BV                                            | NE Property BV                                                                   | CUSIP: 000000000<br>LEI: 7245006AG9J70KOIJH36 | Long             | DBT              | CORP              | NL        |      840000 | PA      | $1003579.40   | 0.01%             | 2027-07-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SODEXO SA                                                 | Sodexo SA                                                                        | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $457933.08    | 0.00%             | 2028-07-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |     1400000 | PA      | $1243615.53   | 0.01%             | 2035-07-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AMCO SPA                                                  | AMCO - Asset Management Co SpA                                                   | CUSIP: 000000000<br>LEI: 815600188E751D28E867 | Long             | DBT              | CORP              | IT        |      462000 | PA      | $545874.38    | 0.00%             | 2027-07-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5060000 | PA      | $5891114.30   | 0.05%             | 2027-09-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    79700000 | PA      | $12185808.61  | 0.11%             | 2029-05-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |   114500000 | PA      | $17582585.07  | 0.15%             | 2029-07-12      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     1530000 | PA      | $605974.81    | 0.01%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1066550000 | PA      | $4953150.48   | 0.04%             | 2040-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                 | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      850000 | PA      | $975303.04    | 0.01%             | 2028-08-03      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| HYDE HOUSING ASSOC LTD                                    | Hyde Housing Association Ltd                                                     | CUSIP: 000000000<br>LEI: 213800WOZ2BUYBVOGK96 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $225680.17    | 0.00%             | 2055-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      950000 | PA      | $1004850.24   | 0.01%             | 2030-08-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 60396000000 | PA      | $3709757.50   | 0.03%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      700000 | PA      | $261365.29    | 0.00%             | 2050-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    50000000 | PA      | $1529524.31   | 0.01%             | 2035-12-17      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     1440000 | PA      | $693881.84    | 0.01%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      300000 | PA      | $136543.14    | 0.00%             | 2040-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME BUNDESLAENDER                                  | Gemeinsame Deutsche Bundeslaender                                                | CUSIP: 000000000<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | NUSS              | DE        |      700000 | PA      | $736094.77    | 0.01%             | 2030-08-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      225000 | PA      | $289743.65    | 0.00%             | 2028-06-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1160000 | PA      | $1229556.53   | 0.01%             | 2030-09-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                    | OMV AG                                                                           | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | DBT              | CORP              | AT        |      100000 | PA      | $115791.46    | 0.00%             | 2029-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $110705.16    | 0.00%             | 2050-09-02      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      300000 | PA      | $268175.17    | 0.00%             | 2035-09-03      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD TRESRY                                  | Heimstaden Bostad Treasury BV                                                    | CUSIP: 000000000<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $350879.39    | 0.00%             | 2027-03-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                          | TotalEnergies SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $773899.95    | 0.01%             | 2030-06-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SAMPO OYJ                                                 | Sampo Oyj                                                                        | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | DBT              | CORP              | FI        |      300000 | PA      | $330611.71    | 0.00%             | 2052-09-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    24150000 | PA      | $1029231.36   | 0.01%             | 2029-11-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     4340000 | PA      | $2538727.24   | 0.02%             | 2031-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF SWEDEN                                         | Sweden Government International Bond                                             | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    23690000 | PA      | $2416833.32   | 0.02%             | 2030-09-09      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ROYAL SCHIPHOL GROUP NV                                   | Royal Schiphol Group NV                                                          | CUSIP: 000000000<br>LEI: 724500XSMG4AYQ8NDK42 | Long             | DBT              | CORP              | NL        |      750000 | PA      | $770701.99    | 0.01%             | 2032-09-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ORANO SA                                                  | Orano SA                                                                         | CUSIP: 000000000<br>LEI: 969500161UMNDC85C891 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $947845.69    | 0.01%             | 2028-03-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    10010000 | PA      | $10699765.49  | 0.09%             | 2030-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |      250000 | PA      | $220795.96    | 0.00%             | 2035-09-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AKELIUS RESIDENTIAL PROP                                  | Akelius Residential Property Financing BV                                        | CUSIP: 000000000<br>LEI: 724500ABLEHD1CIBAA35 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $457179.00    | 0.00%             | 2028-01-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY LUXEMBOURG                                    | State of the Grand-Duchy of Luxembourg                                           | CUSIP: 000000000<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | NUSS              | LU        |      765000 | PA      | $761175.72    | 0.01%             | 2032-09-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                        | Koninklijke KPN NV                                                               | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $100747.92    | 0.00%             | 2032-12-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      900000 | PA      | $1002417.44   | 0.01%             | 2028-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      650000 | PA      | $718433.05    | 0.01%             | 2029-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT BREMEN                                   | State of Bremen                                                                  | CUSIP: 000000000<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $220234.76    | 0.00%             | 2040-09-14      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| BEVCO LUX SARL                                            | Bevco Lux Sarl                                                                   | CUSIP: 000000000<br>LEI: 529900A04GL02604LJ24 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $582443.06    | 0.01%             | 2027-09-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ABERTIS FRANCE SAS                                        | Abertis France SAS                                                               | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $565955.77    | 0.00%             | 2029-09-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      600000 | PA      | $537501.56    | 0.00%             | 2035-09-17      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3690000 | PA      | $787214.19    | 0.01%             | 2030-10-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                    | Digital Dutch Finco BV                                                           | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |      550000 | PA      | $562961.92    | 0.00%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                                  | Cassa Depositi e Prestiti SpA                                                    | CUSIP: 000000000<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |      300000 | PA      | $341561.02    | 0.00%             | 2028-09-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      400000 | PA      | $464161.77    | 0.00%             | 2027-09-18      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| NSW ELECTRICITY NETWORKS                                  | NSW Electricity Networks Finance Pty Ltd                                         | CUSIP: 000000000<br>LEI: 5493009VPYKFFK7UXM97 | Long             | DBT              | CORP              | AU        |      150000 | PA      | $92446.35     | 0.00%             | 2030-09-23      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| NN BANK NV NETHERLANDS                                    | Nationale-Nederlanden Bank NV/The Netherlands                                    | CUSIP: 000000000<br>LEI: 724500BICUQ0LF1AH770 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $263005.83    | 0.00%             | 2035-09-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $315101.57    | 0.00%             | 2030-09-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $387992.45    | 0.00%             | 2027-09-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $338993.45    | 0.00%             | 2028-09-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   157920000 | PA      | $28966702.08  | 0.25%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    64500000 | PA      | $11831004.84  | 0.10%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| EIKA BOLIGKREDITT AS                                      | Eika Boligkreditt AS                                                             | CUSIP: 000000000<br>LEI: 549300T7MMTBQXCJOQ79 | Long             | DBT              | CORP              | NO        |      500000 | PA      | $563986.18    | 0.00%             | 2028-03-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SATO-OYJ                                                  | SATO Oyj                                                                         | CUSIP: 000000000<br>LEI: 7437009ELUGUOA45V564 | Long             | DBT              | CORP              | FI        |      100000 | PA      | $115603.38    | 0.00%             | 2028-02-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $417388.99    | 0.00%             | 2030-09-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TERNA RETE ELETTRICA                                      | Terna - Rete Elettrica Nazionale                                                 | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |      650000 | PA      | $684977.29    | 0.01%             | 2030-09-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |     1500000 | PA      | $1906919.79   | 0.02%             | 2030-07-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  5474040000 | PA      | $2870574.44   | 0.02%             | 2040-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AVINOR AS                                                 | Avinor AS                                                                        | CUSIP: 000000000<br>LEI: 5967007LIEEXZX8ZW078 | Long             | DBT              | CORP              | NO        |      600000 | PA      | $645991.91    | 0.01%             | 2030-10-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                             | Medtronic Global Holdings SCA                                                    | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $101406.36    | 0.00%             | 2032-10-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                  | Medtronic Global Holdings SCA                                                    | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $168029.19    | 0.00%             | 2040-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     9930000 | PA      | $10743855.85  | 0.09%             | 2031-04-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     2200000 | PA      | $2489564.61   | 0.02%             | 2028-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  2179200000 | PA      | $13131457.75  | 0.11%             | 2030-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| DNB BOLIGKREDITT AS                                       | DNB Boligkreditt AS                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $228770.63    | 0.00%             | 2027-10-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MOL HUNGARIAN OIL & GAS                                   | MOL Hungarian Oil & Gas PLC                                                      | CUSIP: 000000000<br>LEI: 213800R83KX5FQFGXS67 | Long             | DBT              | CORP              | HU        |      300000 | PA      | $347595.39    | 0.00%             | 2027-10-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT BREMEN                                   | State of Bremen                                                                  | CUSIP: 000000000<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |     1000000 | PA      | $1112186.91   | 0.01%             | 2028-10-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                               | PepsiCo Inc                                                                      | CUSIP: 000000000<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      400000 | PA      | $248690.41    | 0.00%             | 2050-10-09      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                             | PepsiCo, Inc.                                                                    | CUSIP: 000000000<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      400000 | PA      | $396975.32    | 0.00%             | 2032-10-09      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   581950000 | PA      | $1964041.80   | 0.02%             | 2050-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      400000 | PA      | $347701.24    | 0.00%             | 2035-10-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      899000 | PA      | $1056970.41   | 0.01%             | 2029-07-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      800000 | PA      | $938250.25    | 0.01%             | 2030-10-14      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                   | Societe Des Grands Projets EPIC                                                  | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |     1900000 | PA      | $1973156.10   | 0.02%             | 2030-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLEND FUNDING PLC                                         | Blend Funding PLC                                                                | CUSIP: 000000000<br>LEI: 213800Y8TMLUT9SN1E94 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $159457.82    | 0.00%             | 2054-04-05      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                  | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 000000000<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |      300000 | PA      | $340937.96    | 0.00%             | 2027-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INMOBILIARIA COLONIAL SO                                  | Colonial SFL Socimi SA                                                           | CUSIP: 000000000<br>LEI: 95980020140005007414 | Long             | DBT              |  | ES        |      800000 | PA      | $919202.09    | 0.01%             | 2028-10-14      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1030320.52   | 0.01%             | 2028-07-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                     | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $834494.85    | 0.01%             | 2031-02-21      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      803000 | PA      | $453600.44    | 0.00%             | 2050-10-20      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    37430000 | PA      | $9172251.22   | 0.08%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |    30000000 | PA      | $3351955.82   | 0.03%             | 2026-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $256322.51    | 0.00%             | 2035-10-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                     | Bank of America Corp.                                                            | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      400000 | PA      | $422591.72    | 0.00%             | 2031-10-26      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     1530000 | PA      | $913977.43    | 0.01%             | 2030-11-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1586750000 | PA      | $7301416.80   | 0.06%             | 2040-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1900000 | PA      | $2010453.51   | 0.02%             | 2030-10-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     2500000 | PA      | $1829513.19   | 0.02%             | 2040-10-04      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3344780000 | PA      | $1374970.37   | 0.01%             | 2070-09-10      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  9042990000 | PA      | $5727234.60   | 0.05%             | 2030-12-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AAREAL BANK AG                                            | Aareal Bank AG                                                                   | CUSIP: 000000000<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $820894.19    | 0.01%             | 2026-08-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BUNZL FINANCE PLC                                         | Bunzl Finance PLC                                                                | CUSIP: 000000000<br>LEI: 549300G276IH2GSE0E88 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $178927.56    | 0.00%             | 2030-10-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                                         | Iberdrola International BV                                                       | CUSIP: 000000000<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $343425.97    | 0.00%             | 2029-01-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |     1175000 | PA      | $1306184.05   | 0.01%             | 2028-10-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $209309.44    | 0.00%             | 2030-10-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    70300000 | PA      | $11047189.47  | 0.10%             | 2030-10-26      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    13000000 | PA      | $2042865.76   | 0.02%             | 2030-10-26      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF S                                  | Societe Nationale SNCF SACA                                                      | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |      900000 | PA      | $485208.63    | 0.00%             | 2051-02-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    50000000 | PA      | $7826064.98   | 0.07%             | 2030-10-20      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    45050000 | PA      | $7051284.54   | 0.06%             | 2030-10-20      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |     3700000 | PA      | $4715397.12   | 0.04%             | 2030-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1000000 | PA      | $1138798.67   | 0.01%             | 2028-11-05      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ENAGAS FINANCIACIONES SA                                  | Enagas Financiaciones SA                                                         | CUSIP: 000000000<br>LEI: 213800H2FQSU5E19V152 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $483447.28    | 0.00%             | 2032-11-05      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     1200000 | PA      | $597349.20    | 0.01%             | 2051-01-03      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     4715000 | PA      | $2647148.09   | 0.02%             | 2028-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    57415000 | PA      | $1678986.53   | 0.01%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREISTAAT SACHSEN                                         | Free State of Saxony                                                             | CUSIP: 000000000<br>LEI: 5299000O7UMNSOGRRW53 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $432320.49    | 0.00%             | 2029-11-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  1078920000 | PA      | $2569111.41   | 0.02%             | 2033-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DAA FINANCE PLC                                           | DAA Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 635400KLDJPEGQCL6H42 | Long             | DBT              | CORP              | IE        |      650000 | PA      | $692533.00    | 0.01%             | 2032-11-05      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| KLEPIERRE SA                                              | Klepierre SA                                                                     | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | DBT              |  | FR        |      300000 | PA      | $318918.25    | 0.00%             | 2031-02-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      650000 | PA      | $383043.30    | 0.00%             | 2031-03-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      100000 | PA      | $68942.31     | 0.00%             | 2026-05-18      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     4000000 | PA      | $2350034.50   | 0.02%             | 2030-11-18      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |     2000000 | PA      | $2556695.25   | 0.02%             | 2029-10-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     2896000 | PA      | $1530495.67   | 0.01%             | 2050-11-04      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| BASQUE GOVERNMENT                                         | Basque Government                                                                | CUSIP: 000000000<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | NUSS              | ES        |      100000 | PA      | $104670.11    | 0.00%             | 2031-04-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |     1000000 | PA      | $1253641.78   | 0.01%             | 2032-11-19      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| OP MORTGAGE BANK                                          | OP Mortgage Bank                                                                 | CUSIP: 000000000<br>LEI: 743700IJXAGL8TGFRC33 | Long             | DBT              | CORP              | FI        |      500000 | PA      | $521775.01    | 0.00%             | 2030-11-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |      400000 | PA      | $443836.15    | 0.00%             | 2028-11-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                              | Holcim Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900XU3Z9D2HLBR716 | Long             | DBT              | CORP              | LU        |      750000 | PA      | $777271.86    | 0.01%             | 2031-04-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AGEAS                                                     | Ageas SA/NV                                                                      | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $217469.29    | 0.00%             | 2051-11-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     9550000 | PA      | $1499251.57   | 0.01%             | 2030-11-16      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    26000000 | PA      | $4081732.01   | 0.04%             | 2030-11-16      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $569510.57    | 0.00%             | 2027-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $71267.71     | 0.00%             | 2040-11-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                                        | Sweden Government Bond                                                           | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    14910000 | PA      | $1047037.15   | 0.01%             | 2045-11-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd.                         | Nestle Finance International Ltd.                                                | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      726000 | PA      | $699834.83    | 0.01%             | 2033-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $343262.50    | 0.00%             | 2028-05-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      286000 | PA      | $196927.31    | 0.00%             | 2026-06-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                  | United Overseas Bank Ltd                                                         | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |      425000 | PA      | $482858.51    | 0.00%             | 2027-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     2295000 | PA      | $2037091.10   | 0.02%             | 2035-07-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      350000 | PA      | $287044.09    | 0.00%             | 2040-12-02      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      400000 | PA      | $438608.91    | 0.00%             | 2029-12-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC                                     | Coca-Cola Europacific Partners PLC                                               | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $499288.89    | 0.00%             | 2028-12-02      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      200000 | PA      | $210597.70    | 0.00%             | 2031-12-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1500000 | PA      | $1477864.95   | 0.01%             | 2032-12-03      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| HERA SPA                                                  | Hera SpA                                                                         | CUSIP: 000000000<br>LEI: 8156009414FD99443B48 | Long             | DBT              | CORP              | IT        |      923000 | PA      | $960800.69    | 0.01%             | 2030-12-03      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CLOSE BROTHERS FIN PLC                                    | Close Brothers Finance PLC                                                       | CUSIP: 000000000<br>LEI: 213800URQKPVH3SJBM16 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $116722.06    | 0.00%             | 2030-12-03      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS BV                                     | BP Capital Markets BV                                                            | CUSIP: 000000000<br>LEI: 7245003VD7E4T30HJD24 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $75566.37     | 0.00%             | 2040-12-04      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                                   | Autostrade per l'Italia SpA                                                      | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      700000 | PA      | $813932.56    | 0.01%             | 2028-12-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| POSTE ITALIANE SPA                                        | Poste Italiane SpA                                                               | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $335659.23    | 0.00%             | 2028-12-10      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     3400000 | PA      | $1962461.19   | 0.02%             | 2032-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                             | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $351776.27    | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     4000000 | PA      | $422609.52    | 0.00%             | 2029-12-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $658146.50    | 0.01%             | 2030-02-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $531120.17    | 0.00%             | 2026-12-14      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      390000 | PA      | $143113.69    | 0.00%             | 2121-01-10      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1990000 | PA      | $2083448.81   | 0.02%             | 2031-01-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      750000 | PA      | $853452.22    | 0.01%             | 2028-01-12      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Digital Intrepid Holding BV                               | Digital Intrepid Holding BV                                                      | CUSIP: 000000000<br>LEI: 5493003H2CB2KXPP7461 | Long             | DBT              |  | NL        |      400000 | PA      | $406725.83    | 0.00%             | 2031-07-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     2955000 | PA      | $3030295.92   | 0.03%             | 2031-10-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                                   | Volkswagen Leasing GmbH                                                          | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $444798.79    | 0.00%             | 2029-01-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                    | Berkshire Hathaway Inc                                                           | CUSIP: 000000000<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |      600000 | PA      | $436554.18    | 0.00%             | 2041-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1237927.94   | 0.01%             | 2029-06-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ALSTOM SA                                                 | Alstom SA                                                                        | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $767693.44    | 0.01%             | 2029-01-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $265205.37    | 0.00%             | 2026-12-30      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      200000 | PA      | $196816.34    | 0.00%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     3180000 | PA      | $3349916.97   | 0.03%             | 2031-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      320000 | PA      | $425001.29    | 0.00%             | 2026-12-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 38116000000 | PA      | $2310825.09   | 0.02%             | 2051-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      900000 | PA      | $1016989.64   | 0.01%             | 2029-01-14      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |     5240000 | PA      | $5797979.51   | 0.05%             | 2041-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                  | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $362858.70    | 0.00%             | 2036-01-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                  | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $110910.47    | 0.00%             | 2029-01-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NATL GAS TRANSMISSION                                     | National Gas Transmission PLC                                                    | CUSIP: 000000000<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $146385.87    | 0.00%             | 2043-01-14      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                  | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $414410.19    | 0.00%             | 2031-07-12      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $409850.86    | 0.00%             | 2031-03-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ABB FINANCE BV                                            | ABB Finance BV                                                                   | CUSIP: 000000000<br>LEI: 5493004JXXFB454B6L79 | Long             | DBT              | CORP              | NL        |      454000 | PA      | $484454.91    | 0.00%             | 2030-01-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      650000 | PA      | $636824.76    | 0.01%             | 2033-01-18      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      290000 | PA      | $210589.83    | 0.00%             | 2041-01-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |     1200000 | PA      | $1238263.43   | 0.01%             | 2031-02-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1550000 | PA      | $1088134.44   | 0.01%             | 2041-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ICADE                                                     | ICADE                                                                            | CUSIP: 000000000<br>LEI: 969500UDH342QLTE1M42 | Long             | DBT              |  | FR        |      300000 | PA      | $308986.98    | 0.00%             | 2031-01-18      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      650000 | PA      | $728975.48    | 0.01%             | 2028-07-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $994969.01    | 0.01%             | 2030-01-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF S                                  | Societe Nationale SNCF SACA                                                      | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $172777.30    | 0.00%             | 2061-01-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      350000 | PA      | $374475.29    | 0.00%             | 2031-01-19      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                   | EXOR NV                                                                          | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $213775.99    | 0.00%             | 2031-01-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| HEMSO TREASURY OYJ                                        | Hemso Treasury Oyj                                                               | CUSIP: 000000000<br>LEI: 743700D3NKZC0VKKPY05 | Long             | DBT              | CORP              | FI        |      420000 | PA      | $471818.42    | 0.00%             | 2028-01-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      280000 | PA      | $200444.67    | 0.00%             | 2041-01-18      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      230000 | PA      | $86693.88     | 0.00%             | 2061-01-21      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| DEXIA                                                     | Dexia SA                                                                         | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $566014.39    | 0.00%             | 2028-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BALDER FINLAND OYJ                                        | Balder Finland Oyj                                                               | CUSIP: 000000000<br>LEI: 5493007P4MCJM21IB748 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $223674.83    | 0.00%             | 2029-01-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |    24000000 | PA      | $2629269.85   | 0.02%             | 2027-06-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     8046000 | PA      | $8375299.52   | 0.07%             | 2031-04-30      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      600000 | PA      | $624605.30    | 0.01%             | 2031-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4033000 | PA      | $4591797.62   | 0.04%             | 2028-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     7770000 | PA      | $1949032.44   | 0.02%             | 2036-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAND-PFALZ                                      | State of Rhineland-Palatinate                                                    | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |      900000 | PA      | $936964.64    | 0.01%             | 2031-01-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      150000 | PA      | $177170.19    | 0.00%             | 2026-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE                                      | Agence France Locale                                                             | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $306605.86    | 0.00%             | 2031-03-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      600000 | PA      | $384396.25    | 0.00%             | 2051-10-25      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      900000 | PA      | $865679.14    | 0.01%             | 2033-10-25      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      375000 | PA      | $274426.60    | 0.00%             | 2039-10-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                     | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $103591.04    | 0.00%             | 2031-01-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                                       | Swedbank Hypotek AB                                                              | CUSIP: 000000000<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |     4000000 | PA      | $448539.51    | 0.00%             | 2026-03-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      500000 | PA      | $518056.65    | 0.00%             | 2031-01-27      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                          | TotalEnergies SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $576348.82    | 0.00%             | 2027-10-25      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   260990000 | PA      | $595351.26    | 0.01%             | 2034-06-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      600000 | PA      | $497192.26    | 0.00%             | 2037-02-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $95443.71     | 0.00%             | 2051-01-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SPAREBANKEN NORG BOLIGKR                                  | Sparebanken Norge Boligkreditt AS                                                | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6AO004 | Long             | DBT              | CORP              | NO        |      500000 | PA      | $566944.04    | 0.00%             | 2028-01-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     4191000 | PA      | $1279647.20   | 0.01%             | 2072-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SAGAX EURO MTN                                            | Sagax Euro Mtn NL BV                                                             | CUSIP: 000000000<br>LEI: 549300M3FFATWSV78G84 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $798293.44    | 0.01%             | 2028-01-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      300000 | PA      | $193953.64    | 0.00%             | 2051-01-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CBRE OPEN-ENDED FUNDS                                     | CBRE Open-Ended Funds SCA SICAV-SIF                                              | CUSIP: 000000000<br>LEI: 529900J5H3JGJ83AUZ88 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $340309.25    | 0.00%             | 2028-01-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                                  | Denmark Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |    23025000 | PA      | $3204859.30   | 0.03%             | 2031-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      250000 | PA      | $127826.00    | 0.00%             | 2051-01-27      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV                               | Groupe Bruxelles Lambert NV                                                      | CUSIP: 000000000<br>LEI: 549300KV0ZEHT2KVU152 | Long             | DBT              | CORP              | BE        |      400000 | PA      | $410469.64    | 0.00%             | 2031-01-28      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ACEA SPA                                                  | ACEA SpA                                                                         | CUSIP: 000000000<br>LEI: 549300Q3448N041CTH56 | Long             | DBT              | CORP              | IT        |     1550000 | PA      | $1635189.95   | 0.01%             | 2030-07-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1117000 | PA      | $1265601.49   | 0.01%             | 2028-01-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $102985.99    | 0.00%             | 2031-02-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $207603.16    | 0.00%             | 2031-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |     1900000 | PA      | $2439592.24   | 0.02%             | 2029-02-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |     3225000 | PA      | $3996688.58   | 0.03%             | 2033-03-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |     5360000 | PA      | $6396508.70   | 0.06%             | 2036-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $663840.73    | 0.01%             | 2026-12-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     3050000 | PA      | $3438915.32   | 0.03%             | 2028-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1862790000 | PA      | $1292799.39   | 0.01%             | 2026-03-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     2232000 | PA      | $2327377.18   | 0.02%             | 2031-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $1023217.94   | 0.01%             | 2031-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ICELAND                                       | Iceland Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |      700000 | PA      | $783690.59    | 0.01%             | 2028-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     3870000 | PA      | $2184810.15   | 0.02%             | 2032-08-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ESSITY AB                                                 | Essity AB                                                                        | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | DBT              | CORP              | SE        |      650000 | PA      | $670439.28    | 0.01%             | 2031-02-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     3980000 | PA      | $1412633.29   | 0.01%             | 2071-06-22      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      350000 | PA      | $352345.50    | 0.00%             | 2032-02-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     1071000 | PA      | $501031.34    | 0.00%             | 2052-04-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                                         | Iberdrola International BV                                                       | CUSIP: 000000000<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $334684.23    | 0.00%             | 2029-08-09      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 17839930000 | PA      | $8908487.66   | 0.08%             | 2051-03-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1070930.00   | 0.01%             | 2031-02-07      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $259133.62    | 0.00%             | 2027-09-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     2705000 | PA      | $1620056.10   | 0.01%             | 2026-05-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                                     | Deutsche Lufthansa AG                                                            | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $723947.32    | 0.01%             | 2028-02-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VATTENFALL AB                                             | Vattenfall AB                                                                    | CUSIP: 000000000<br>LEI: 549300T5RZ1HA5HZ3109 | Long             | DBT              | CORP              | SE        |      700000 | PA      | $769170.30    | 0.01%             | 2029-02-12      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ITALGAS SPA                                               | Italgas SpA                                                                      | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $96978.20     | 0.00%             | 2033-02-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $257923.33    | 0.00%             | 2036-02-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| SKF AB                                                    | SKF AB                                                                           | CUSIP: 000000000<br>LEI: 549300B6HWYEE57O8J84 | Long             | DBT              | CORP              | SE        |      400000 | PA      | $440500.08    | 0.00%             | 2031-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                                  | South Australian Government Financing Authority                                  | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |      300000 | PA      | $161380.35    | 0.00%             | 2034-05-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NORDEA HYPOTEK AB                                         | Nordea Hypotek AB                                                                | CUSIP: 000000000<br>LEI: 5493000K2HPWIF6MFO29 | Long             | DBT              | CORP              | SE        |     4000000 | PA      | $444925.86    | 0.00%             | 2026-09-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                     | Cellnex Finance Co SA                                                            | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $640223.95    | 0.01%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AKELIUS RESIDENTIAL PROP                                  | Akelius Residential Property Financing BV                                        | CUSIP: 000000000<br>LEI: 724500ABLEHD1CIBAA35 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $213934.38    | 0.00%             | 2030-02-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                     | Cellnex Finance Co SA                                                            | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |     1100000 | PA      | $1249189.49   | 0.01%             | 2029-01-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    15000000 | PA      | $2236456.07   | 0.02%             | 2028-02-04      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    14929000 | PA      | $1338060.64   | 0.01%             | 2031-09-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 SMN                                           | SpareBank 1 SMN                                                                  | CUSIP: 000000000<br>LEI: 7V6Z97IO7R1SEAO84Q32 | Long             | DBT              | CORP              | NO        |      400000 | PA      | $450531.14    | 0.00%             | 2028-02-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LIVEWEST TREASURY PLC                                     | LiveWest Treasury PLC                                                            | CUSIP: 000000000<br>LEI: 2138003KE7A61PG6CK49 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $58859.49     | 0.00%             | 2056-02-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SECURITAS AB                                              | Securitas AB                                                                     | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | DBT              | CORP              | SE        |      550000 | PA      | $623001.61    | 0.01%             | 2028-02-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                   | Nykredit Realkredit A/S                                                          | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      300000 | PA      | $340990.73    | 0.00%             | 2028-01-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BOERSE AG                                        | Deutsche Boerse AG                                                               | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $516254.62    | 0.00%             | 2031-02-22      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $488806.60    | 0.00%             | 2033-02-24      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5553000 | PA      | $5855431.89   | 0.05%             | 2031-08-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     4000000 | PA      | $443205.35    | 0.00%             | 2026-12-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $904692.39    | 0.01%             | 2028-12-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| H&M FINANCE BV                                            | H&M Finance BV                                                                   | CUSIP: 000000000<br>LEI: 25490079TX62U2IW2D78 | Long             | DBT              | CORP              | NL        |      150000 | PA      | $162348.73    | 0.00%             | 2029-08-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     1100000 | PA      | $1085331.38   | 0.01%             | 2033-02-25      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $175946.84    | 0.00%             | 2036-02-22      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    20597000 | PA      | $5680423.33   | 0.05%             | 2026-10-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CHARTER HALL LWR LTD                                      | Charter Hall LWR Pty Ltd                                                         | CUSIP: 000000000<br>LEI: 254900TA7FL0KBPZO814 | Long             | DBT              |  | AU        |      100000 | PA      | $65561.22     | 0.00%             | 2028-03-03      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                  | CUSIP: 000000000<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      900000 | PA      | $1041740.28   | 0.01%             | 2027-05-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                      | EnBW International Finance BV                                                    | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $226288.77    | 0.00%             | 2028-03-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                      | EnBW International Finance BV                                                    | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |      792000 | PA      | $780229.93    | 0.01%             | 2033-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      900000 | PA      | $1002989.07   | 0.01%             | 2030-02-26      | Fixed         | 0.78%                 | No            |                  2 | On Loan: No      |
| EP INFRASTRUCTURE AS                                      | EP Infrastructure AS                                                             | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |      300000 | PA      | $324071.65    | 0.00%             | 2031-03-02      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO ASSICURA                                  | Intesa Sanpaolo Assicurazioni SpA                                                | CUSIP: 000000000<br>LEI: 549300UM31PJ24TTSR94 | Long             | DBT              | CORP              | IT        |      250000 | PA      | $283225.47    | 0.00%             | 2030-12-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                             | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |      300000 | PA      | $311643.84    | 0.00%             | 2031-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                               | Equinix Inc                                                                      | CUSIP: 000000000<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |      250000 | PA      | $289065.75    | 0.00%             | 2027-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EASYJET FINCO BV                                          | easyJet FinCo BV                                                                 | CUSIP: 000000000<br>LEI: 2138005GUMKABRAKJU30 | Long             | DBT              | CORP              | NL        |      450000 | PA      | $525880.87    | 0.00%             | 2028-03-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT Finance Corp                                                                 | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      500000 | PA      | $535568.19    | 0.00%             | 2030-03-03      | Fixed         | 0.34%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      200000 | PA      | $216689.08    | 0.00%             | 2030-03-03      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |      500000 | PA      | $303297.39    | 0.00%             | 2030-10-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      200000 | PA      | $208482.29    | 0.00%             | 2033-03-04      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      180000 | PA      | $165448.44    | 0.00%             | 2041-03-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    10680000 | PA      | $9436408.60   | 0.08%             | 2036-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co.                                             | Coca-Cola Co.                                                                    | CUSIP: 000000000<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      676000 | PA      | $743813.27    | 0.01%             | 2029-03-09      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                          | Coca-Cola Co/The                                                                 | CUSIP: 000000000<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      300000 | PA      | $238820.30    | 0.00%             | 2041-03-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AURIZON FINANCE PTY LTD                                   | Aurizon Finance Pty Ltd                                                          | CUSIP: 000000000<br>LEI: 8945002Q8CO1BE22YB71 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $66810.38     | 0.00%             | 2028-03-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SR-BOLIGKREDITT AS                                        | SR-Boligkreditt AS                                                               | CUSIP: 000000000<br>LEI: 5493005EFLOPQ4K0ZF42 | Long             | DBT              | CORP              | NO        |      500000 | PA      | $517550.20    | 0.00%             | 2031-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                              | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $330367.71    | 0.00%             | 2029-03-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                         | Eaton Capital ULC                                                                | CUSIP: 000000000<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $108335.46    | 0.00%             | 2030-03-08      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                    | Mondelez International Inc                                                       | CUSIP: 000000000<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      550000 | PA      | $450567.51    | 0.00%             | 2041-03-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                              | Mondelez International, Inc.                                                     | CUSIP: 000000000<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      200000 | PA      | $197767.17    | 0.00%             | 2033-03-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                  | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |     1230000 | PA      | $1419711.77   | 0.01%             | 2027-06-08      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                  | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $436299.64    | 0.00%             | 2030-06-08      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                                    | Mercedes-Benz Group AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |      750000 | PA      | $752523.79    | 0.01%             | 2033-03-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   283450000 | PA      | $44504648.28  | 0.39%             | 2031-03-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    63900000 | PA      | $10032975.92  | 0.09%             | 2031-03-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $145301.50    | 0.00%             | 2041-03-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $307330.36    | 0.00%             | 2031-03-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     2755000 | PA      | $2426625.01   | 0.02%             | 2036-06-04      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                    | APA Infrastructure Ltd                                                           | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $203195.00    | 0.00%             | 2033-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                    | APA Infrastructure Ltd                                                           | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $333148.15    | 0.00%             | 2029-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      900000 | PA      | $1028992.82   | 0.01%             | 2028-03-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                    | APA Infrastructure Ltd                                                           | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $207149.63    | 0.00%             | 2036-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REGION WALLONNE                                           | Region Wallonne Belgium                                                          | CUSIP: 000000000<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |      200000 | PA      | $90642.80     | 0.00%             | 2071-06-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     1400000 | PA      | $1530205.40   | 0.01%             | 2029-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KONINKIJKE AHOLD DLHAIZE                                  | Koninklijke Ahold Delhaize NV                                                    | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $107955.83    | 0.00%             | 2030-03-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                        | Cadent Finance PLC                                                               | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $215752.41    | 0.00%             | 2030-03-19      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| VOLKSBANK WIEN AG                                         | Volksbank Wien AG                                                                | CUSIP: 000000000<br>LEI: 529900D4CD6DIB3CI904 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $354909.47    | 0.00%             | 2026-03-23      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN NETH                                  | Imperial Brands Finance Netherlands BV                                           | CUSIP: 000000000<br>LEI: 724500GIEFJOBWGD0272 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $206870.38    | 0.00%             | 2033-03-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HANNOVER RE                                               | Hannover Rueck SE                                                                | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $520994.60    | 0.00%             | 2042-06-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1238089.42   | 0.01%             | 2031-03-22      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                              | Verizon Communications, Inc.                                                     | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      627000 | PA      | $690761.20    | 0.01%             | 2029-03-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      200000 | PA      | $124198.96    | 0.00%             | 2031-03-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                  | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |      100000 | PA      | $105425.65    | 0.00%             | 2031-04-30      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| Simon International Finance SCA                           | Simon International Finance SCA                                                  | CUSIP: 000000000<br>LEI: 549300KMCOJGU910PF77 | Long             | DBT              |  | LU        |      300000 | PA      | $302866.59    | 0.00%             | 2033-03-19      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      650000 | PA      | $655937.63    | 0.01%             | 2033-03-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY LUXEMBOURG                                    | State of the Grand-Duchy of Luxembourg                                           | CUSIP: 000000000<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | NUSS              | LU        |     1305000 | PA      | $1356355.68   | 0.01%             | 2031-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SCOTTISH HYDRO ELECTRIC                                   | Scottish Hydro Electric Transmission PLC                                         | CUSIP: 000000000<br>LEI: 549300ECJZDA7203MK64 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $617816.55    | 0.01%             | 2036-03-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| TRATON FINANCE LUX SA                                     | Traton Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900BRKIE6LKIEXD84 | Long             | DBT              | CORP              | LU        |      600000 | PA      | $666600.16    | 0.01%             | 2029-03-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     6067000 | PA      | $6897832.22   | 0.06%             | 2028-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VIENNA INSURANCE GRP AGW                                  | Vienna Insurance Group AG Wiener Versicherung Gruppe                             | CUSIP: 000000000<br>LEI: 549300JCRU23I1THU176 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $190961.35    | 0.00%             | 2036-03-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FERROVIE DELLO STATO                                      | Ferrovie dello Stato Italiane SpA                                                | CUSIP: 000000000<br>LEI: 549300J4SXC5ALCJM731 | Long             | DBT              | CORP              | IT        |     1325000 | PA      | $1501727.97   | 0.01%             | 2028-03-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| WESTCONNEX FINANCE CO PT                                  | WestConnex Finance Co Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 254900CGI0XY1HBTHF74 | Long             | DBT              | CORP              | AU        |      150000 | PA      | $93123.97     | 0.00%             | 2031-03-31      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $231815.94    | 0.00%             | 2027-03-30      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Storebrand Livsforsikring AS                              | Storebrand Livsforsikring AS                                                     | CUSIP: 000000000<br>LEI: 5967007LIEEXZX9TZC13 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $216553.96    | 0.00%             | 2051-09-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      100000 | PA      | $126665.26    | 0.00%             | 2028-11-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LENDLEASE FINANCE LTD                                     | Lendlease Finance Ltd                                                            | CUSIP: 000000000<br>LEI: 5493002EE2IQRQ3JUP44 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $61595.49     | 0.00%             | 2031-03-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CARMILA SA                                                | Carmila SA                                                                       | CUSIP: 000000000<br>LEI: 222100P6D3QKU33LZQ72 | Long             | DBT              |  | FR        |      300000 | PA      | $340531.19    | 0.00%             | 2029-04-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                             | UBS AG/London                                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $236274.27    | 0.00%             | 2026-03-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | UBS AG                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |      650000 | PA      | $679440.21    | 0.01%             | 2031-03-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     4380000 | PA      | $1188024.35   | 0.01%             | 2041-09-30      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 000000000<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $118102.24    | 0.00%             | 2026-04-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE LUX SA                                     | Holcim Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900XU3Z9D2HLBR716 | Long             | DBT              | CORP              | LU        |      250000 | PA      | $270172.79    | 0.00%             | 2030-04-06      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                      | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      300000 | PA      | $325758.24    | 0.00%             | 2030-10-08      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| VGP NV                                                    | VGP NV                                                                           | CUSIP: 000000000<br>LEI: 315700NENYPIXFR94T49 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $225477.57    | 0.00%             | 2029-04-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $319451.04    | 0.00%             | 2041-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $766358.27    | 0.01%             | 2029-04-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BASQUE GOVERNMENT                                         | Basque Government                                                                | CUSIP: 000000000<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | NUSS              | ES        |      100000 | PA      | $102417.14    | 0.00%             | 2032-04-30      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      300000 | PA      | $296052.81    | 0.00%             | 2033-04-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      250000 | PA      | $205673.39    | 0.00%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JUNTA DE ANDALUCIA                                        | Junta de Andalucia                                                               | CUSIP: 000000000<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | NUSS              | ES        |      200000 | PA      | $210529.85    | 0.00%             | 2031-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GATWICK FUNDING LIMITED                                   | Gatwick Funding Ltd                                                              | CUSIP: 000000000<br>LEI: 213800NK8FA3GKS6X167 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $253134.67    | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INVESTITIONSBANK BERLIN                                   | Investitionsbank Berlin                                                          | CUSIP: 000000000<br>LEI: 529900OBCZMX3TFA0673 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $225271.38    | 0.00%             | 2028-04-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| REN FINANCE BV                                            | Ren Finance BV                                                                   | CUSIP: 000000000<br>LEI: 54930019D5P01WQQZF17 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $330397.84    | 0.00%             | 2029-04-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CANTON OF ZURICH                                          | Canton of Zurich                                                                 | CUSIP: 000000000<br>LEI: 5067000JHM0Z8259CW65 | Long             | DBT              | NUSS              | CH        |      300000 | PA      | $371130.97    | 0.00%             | 2033-11-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REGION OF ILE DE FRANCE                                   | Region of Ile de France                                                          | CUSIP: 000000000<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $337785.27    | 0.00%             | 2028-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     6061000 | PA      | $3536149.21   | 0.03%             | 2032-11-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      330000 | PA      | $135752.25    | 0.00%             | 2071-04-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| AMCO SPA                                                  | AMCO - Asset Management Co SpA                                                   | CUSIP: 000000000<br>LEI: 815600188E751D28E867 | Long             | DBT              | CORP              | IT        |      250000 | PA      | $284783.42    | 0.00%             | 2028-04-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2877000 | PA      | $2587096.26   | 0.02%             | 2037-07-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |      500000 | PA      | $564489.33    | 0.00%             | 2028-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    25090000 | PA      | $4564397.25   | 0.04%             | 2051-04-12      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    24270000 | PA      | $4415222.05   | 0.04%             | 2051-04-12      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR HYPOTEK                                  | Lansforsakringar Hypotek AB                                                      | CUSIP: 000000000<br>LEI: 5493001P7BX1N0JAG961 | Long             | DBT              | CORP              | SE        |     6000000 | PA      | $642356.59    | 0.01%             | 2028-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDIT                                  | Nordea Kredit Realkreditaktieselskab                                             | CUSIP: 000000000<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |     4000000 | PA      | $634069.57    | 0.01%             | 2026-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ANIMA HOLDING SPA                                         | Anima Holding SpA                                                                | CUSIP: 000000000<br>LEI: 549300T1EREIRH8ICX03 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $115280.08    | 0.00%             | 2028-04-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $179274.01    | 0.00%             | 2036-04-22      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     1098000 | PA      | $863744.90    | 0.01%             | 2041-04-22      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| NEXI SPA                                                  | Nexi SpA                                                                         | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $345350.41    | 0.00%             | 2029-04-30      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| NEXI SPA                                                  | Nexi SpA                                                                         | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $236599.72    | 0.00%             | 2026-04-30      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      200000 | PA      | $233534.68    | 0.00%             | 2033-04-28      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| HOCHTIEF AKTIENGESELLSCH                                  | HOCHTIEF AG                                                                      | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Long             | DBT              | CORP              | DE        |      850000 | PA      | $943201.30    | 0.01%             | 2029-04-26      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BAUSPAR.SCHWAEBISCH HALL                                  | Bausparkasse Schwaebisch Hall AG                                                 | CUSIP: 000000000<br>LEI: 529900JZXXU699FCKK89 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $585206.08    | 0.01%             | 2033-04-27      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    31000000 | PA      | $1322564.22   | 0.01%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  4516410000 | PA      | $2907841.57   | 0.03%             | 2031-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LOUIS DREYFUS FINANCE BV                                  | Louis Dreyfus Co Finance BV                                                      | CUSIP: 000000000<br>LEI: 5493001HHX62PQCEEH95 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $115466.49    | 0.00%             | 2028-04-28      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| DANFOSS FIN 2 BV                                          | Danfoss Finance II BV                                                            | CUSIP: 000000000<br>LEI: 549300NZCU7GI52SSK89 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $316641.92    | 0.00%             | 2031-04-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CCEP FINANCE IRELAND DAC                                  | CCEP Finance Ireland DAC                                                         | CUSIP: 000000000<br>LEI: 549300C3FJ5JIMZNEN16 | Long             | DBT              | CORP              | IE        |      400000 | PA      | $400667.03    | 0.00%             | 2033-05-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CCEP FINANCE IRELAND DAC                                  | CCEP Finance Ireland DAC                                                         | CUSIP: 000000000<br>LEI: 549300C3FJ5JIMZNEN16 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $170429.67    | 0.00%             | 2041-05-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CCEP FINANCE IRELAND DAC                                  | CCEP Finance Ireland DAC                                                         | CUSIP: 000000000<br>LEI: 549300C3FJ5JIMZNEN16 | Long             | DBT              | CORP              | IE        |      425000 | PA      | $464889.44    | 0.00%             | 2029-09-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                   | Philippine Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      100000 | PA      | $100458.37    | 0.00%             | 2033-04-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                   | Philippine Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      200000 | PA      | $170443.69    | 0.00%             | 2041-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   125891000 | PA      | $4115068.31   | 0.04%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $546979.55    | 0.00%             | 2029-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $413779.10    | 0.00%             | 2031-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                                    | Blackstone Property Partners Europe Holdings Sarl                                | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $227492.77    | 0.00%             | 2028-05-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    22958000 | PA      | $25676047.67  | 0.22%             | 2028-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $351307.68    | 0.00%             | 2036-05-02      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $327858.86    | 0.00%             | 2029-05-07      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $510218.01    | 0.00%             | 2031-05-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      400000 | PA      | $455047.76    | 0.00%             | 2027-11-05      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     2650000 | PA      | $852692.58    | 0.01%             | 2026-02-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                   | Societe Des Grands Projets EPIC                                                  | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |      700000 | PA      | $461204.15    | 0.00%             | 2046-05-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PARAGON TREASURY PLC                                      | Paragon Treasury Plc                                                             | CUSIP: 000000000<br>LEI: 213800Q65UKPKCQBC252 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $97922.00     | 0.00%             | 2036-05-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAWAG P.S.K.                                              | BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | CUSIP: 000000000<br>LEI: 529900ICA8XQYGIKR372 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $206108.64    | 0.00%             | 2031-05-12      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $341072.29    | 0.00%             | 2030-02-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |     2000000 | PA      | $195766.46    | 0.00%             | 2032-06-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                               | Aker BP ASA                                                                      | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $223254.79    | 0.00%             | 2029-05-12      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |      450000 | PA      | $466408.20    | 0.00%             | 2031-05-12      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ZUERCHER KANTONALBANK                                     | Zuercher Kantonalbank                                                            | CUSIP: 000000000<br>LEI: 165GRDQ39W63PHVONY02 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $235532.65    | 0.00%             | 2026-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EURONEXT NV                                               | Euronext NV                                                                      | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $427270.79    | 0.00%             | 2031-05-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                                   | Volkswagen Leasing GmbH                                                          | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $770361.02    | 0.01%             | 2029-07-19      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     5040000 | PA      | $2584471.78   | 0.02%             | 2050-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                                  | New Zealand Local Government Funding Agency Bond                                 | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |     1000000 | PA      | $546343.39    | 0.00%             | 2031-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                       | Macquarie Group Ltd                                                              | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $317045.11    | 0.00%             | 2031-05-21      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $545480.89    | 0.00%             | 2036-05-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BorgWarner, Inc.                                          | BorgWarner, Inc.                                                                 | CUSIP: 000000000<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |      850000 | PA      | $897654.39    | 0.01%             | 2031-05-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5447000 | PA      | $6190713.63   | 0.05%             | 2028-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      680000 | PA      | $764581.10    | 0.01%             | 2028-05-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      400000 | PA      | $425439.14    | 0.00%             | 2032-05-24      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      100000 | PA      | $100589.65    | 0.00%             | 2033-05-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1324367.65   | 0.01%             | 2028-08-24      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1730000 | PA      | $1185319.02   | 0.01%             | 2047-01-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     1200000 | PA      | $1391519.03   | 0.01%             | 2028-05-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $647897.91    | 0.01%             | 2027-12-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF S                                  | Societe Nationale SNCF SACA                                                      | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $1333245.96   | 0.01%             | 2026-12-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SELP FINANCE SARL                                         | SELP Finance Sarl                                                                | CUSIP: 000000000<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              |  | LU        |      250000 | PA      | $276889.65    | 0.00%             | 2029-05-27      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CIMIC Finance Ltd.                                        | CIMIC Finance Ltd.                                                               | CUSIP: 000000000<br>LEI: 213800SWJBM5VMCQJW54 | Long             | DBT              | CORP              | AU        |      700000 | PA      | $785383.55    | 0.01%             | 2029-05-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TECHNIP ENERGIES NV                                       | Technip Energies NV                                                              | CUSIP: 000000000<br>LEI: 724500FLODI49NSCIP70 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $342126.29    | 0.00%             | 2028-05-28      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      700000 | PA      | $902517.30    | 0.01%             | 2029-06-02      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1044235.02   | 0.01%             | 2030-12-03      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                   | Nykredit Realkredit A/S                                                          | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |    15000000 | PA      | $2371414.90   | 0.02%             | 2026-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $599891.84    | 0.01%             | 2033-06-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WENDEL SE                                                 | Wendel SE                                                                        | CUSIP: 000000000<br>LEI: 969500M98ZMIZYJD5O34 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $423235.86    | 0.00%             | 2031-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     1300000 | PA      | $1455463.95   | 0.01%             | 2028-11-03      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                           | AstraZeneca PLC                                                                  | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      509000 | PA      | $560947.49    | 0.00%             | 2029-06-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| WESTPAC SEC NZ/LONDON                                     | Westpac Securities NZ Ltd/London                                                 | CUSIP: 000000000<br>LEI: 549300W0N3O6Q4RCKE25 | Long             | DBT              | CORP              | NZ        |      300000 | PA      | $336373.00    | 0.00%             | 2028-06-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HAMMERSON IRELAND                                         | Hammerson Ireland Finance DAC                                                    | CUSIP: 000000000<br>LEI: 63540093EUHUMTGSHN61 | Long             | DBT              |  | IE        |      650000 | PA      | $762181.03    | 0.01%             | 2027-06-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NOTTING HILL GENESIS                                      | Notting Hill Genesis                                                             | CUSIP: 000000000<br>LEI: 21380056VIC699RDGA46 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $97277.39     | 0.00%             | 2036-06-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   533800000 | PA      | $1519069.42   | 0.01%             | 2061-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      925000 | PA      | $958332.55    | 0.01%             | 2031-06-04      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    20000000 | PA      | $3108133.90   | 0.03%             | 2031-05-27      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    64400000 | PA      | $10080216.74  | 0.09%             | 2031-05-24      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $436562.56    | 0.00%             | 2029-06-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAWAG P.S.K.                                              | BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | CUSIP: 000000000<br>LEI: 529900ICA8XQYGIKR372 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $262792.36    | 0.00%             | 2036-06-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      275000 | PA      | $215663.03    | 0.00%             | 2041-06-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      325000 | PA      | $316831.87    | 0.00%             | 2034-02-14      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      250000 | PA      | $293998.21    | 0.00%             | 2026-06-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                    | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |    16860000 | PA      | $1881563.92   | 0.02%             | 2026-06-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |     1200000 | PA      | $1281364.27   | 0.01%             | 2030-03-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FLUVIUS SYSTEM OP                                         | FLUVIUS System Operator CV                                                       | CUSIP: 000000000<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |      500000 | PA      | $560799.70    | 0.00%             | 2028-06-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                  | African Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $338785.83    | 0.00%             | 2026-12-16      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $754609.67    | 0.01%             | 2030-06-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     2885000 | PA      | $1525984.81   | 0.01%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      170000 | PA      | $176162.80    | 0.00%             | 2031-06-17      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                                       | Bank of New Zealand                                                              | CUSIP: 000000000<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |      400000 | PA      | $448378.93    | 0.00%             | 2028-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TRANSMISSION FINANCE DAC                                  | Transmission Finance DAC                                                         | CUSIP: 000000000<br>LEI: 549300X8ZBHYD3ZZIP60 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $112130.22    | 0.00%             | 2028-06-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JDE PEET'S NV                                             | JDE Peet's NV                                                                    | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |      549000 | PA      | $541736.44    | 0.00%             | 2033-06-16      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $78918.62     | 0.00%             | 2041-06-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EUROCLEAR HOLDING NV                                      | Euroclear Holding NV                                                             | CUSIP: 000000000<br>LEI: 549300IQZVZ949N37S44 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $209877.15    | 0.00%             | 2051-06-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      450000 | PA      | $546449.86    | 0.00%             | 2030-12-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                    | CTP NV                                                                           | CUSIP: 000000000<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |      350000 | PA      | $392095.64    | 0.00%             | 2029-06-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     1150000 | PA      | $1293492.95   | 0.01%             | 2028-06-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MUTUELLE ASSURANCE                                        | Mutuelle Assurance Des Commercants et Industriels de France et Des Cadres et Sal | CUSIP: 000000000<br>LEI: 969500QISBFB1NW4SX83 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $952245.36    | 0.01%             | 2052-06-21      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |     1050000 | PA      | $1170808.78   | 0.01%             | 2029-01-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $487057.07    | 0.00%             | 2033-06-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     4110000 | PA      | $4237101.11   | 0.04%             | 2031-07-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INMOBILIARIA COLONIAL SO                                  | Colonial SFL Socimi SA                                                           | CUSIP: 000000000<br>LEI: 95980020140005007414 | Long             | DBT              |  | ES        |      500000 | PA      | $554213.30    | 0.00%             | 2029-06-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                  | African Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $405270.28    | 0.00%             | 2026-06-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BANKINTER SA                                              | Bankinter SA                                                                     | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $231634.67    | 0.00%             | 2032-12-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2999000 | PA      | $3113594.11   | 0.03%             | 2031-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WESFARMERS LTD                                            | Wesfarmers Ltd                                                                   | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $130161.45    | 0.00%             | 2028-06-23      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTALE                                         | La Banque Postale SA                                                             | CUSIP: 000000000<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $416038.36    | 0.00%             | 2031-06-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1000000 | PA      | $1131417.88   | 0.01%             | 2029-06-24      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $787094.20    | 0.01%             | 2028-06-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AGI FINANCE PTY LTD                                       | AGI Finance Pty Ltd                                                              | CUSIP: 000000000<br>LEI: 21380065BDG1SP7D5854 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $134582.90    | 0.00%             | 2027-06-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    11336000 | PA      | $11889711.57  | 0.10%             | 2031-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GECINA                                                    | Gecina SA                                                                        | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              |  | FR        |      300000 | PA      | $267083.52    | 0.00%             | 2036-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1605000 | PA      | $1250818.40   | 0.01%             | 2031-07-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN SE                                         | LEG Immobilien SE                                                                | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $206010.14    | 0.00%             | 2031-06-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     1020000 | PA      | $1048357.30   | 0.01%             | 2031-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    19598000 | PA      | $4679593.73   | 0.04%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     3360000 | PA      | $1954989.71   | 0.02%             | 2051-07-06      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| DSV FINANCE BV                                            | DSV Finance BV                                                                   | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $196304.65    | 0.00%             | 2033-07-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| REPSOL EUROPE FINANCE                                     | Repsol Europe Finance Sarl                                                       | CUSIP: 000000000<br>LEI: 222100TAWUOMRM7NNG09 | Long             | DBT              | CORP              | LU        |      800000 | PA      | $786189.85    | 0.01%             | 2033-07-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LATVIA                                        | Latvia Government International Bond                                             | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |     1500000 | PA      | $1642979.33   | 0.01%             | 2029-01-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   600000000 | PA      | $693609.86    | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1185700000 | PA      | $7032670.10   | 0.06%             | 2031-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                                   | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $513894.61    | 0.00%             | 2031-07-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $562949.65    | 0.00%             | 2028-04-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      500000 | PA      | $515344.11    | 0.00%             | 2031-07-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 43000000000 | PA      | $2608236.87   | 0.02%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $189899.75    | 0.00%             | 2036-08-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 39000000000 | PA      | $2330899.37   | 0.02%             | 2027-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WELLCOME TRUST LTD/THE                                    | Wellcome Trust Ltd/The                                                           | CUSIP: 000000000<br>LEI: 549300YQJTZ9YPHW5V73 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $185649.82    | 0.00%             | 2071-07-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $543277.15    | 0.00%             | 2030-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                 | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $520946.51    | 0.00%             | 2033-07-13      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      300000 | PA      | $245376.92    | 0.00%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                 | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $111190.87    | 0.00%             | 2029-07-13      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $410094.70    | 0.00%             | 2031-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1005851.64   | 0.01%             | 2028-07-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      350000 | PA      | $443878.60    | 0.00%             | 2028-07-14      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ACTION LOGEMENT SERVICES                                  | Action Logement Services                                                         | CUSIP: 000000000<br>LEI: 969500O2QYH3YW92C551 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $220713.90    | 0.00%             | 2041-07-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   141804000 | PA      | $4496588.71   | 0.04%             | 2027-06-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1000000000 | PA      | $691217.13    | 0.01%             | 2026-09-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      200000 | PA      | $231888.18    | 0.00%             | 2027-01-26      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      200000 | PA      | $187182.74    | 0.00%             | 2036-07-26      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                              | Nasdaq, Inc.                                                                     | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      350000 | PA      | $345706.34    | 0.00%             | 2033-07-30      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    68200000 | PA      | $10627183.41  | 0.09%             | 2031-07-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |      200000 | PA      | $31164.76     | 0.00%             | 2031-07-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                  | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $320679.22    | 0.00%             | 2030-02-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                      | WMG Acquisition Corp                                                             | CUSIP: 000000000<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |      100000 | PA      | $113730.98    | 0.00%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON EURO                                     | Becton Dickinson Euro Finance Sarl                                               | CUSIP: 000000000<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |      725000 | PA      | $812724.47    | 0.01%             | 2028-08-13      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON EURO                                     | Becton Dickinson Euro Finance Sarl                                               | CUSIP: 000000000<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $395296.02    | 0.00%             | 2041-08-13      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     1825000 | PA      | $988685.16    | 0.01%             | 2034-03-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $894659.10    | 0.01%             | 2033-08-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      600000 | PA      | $670834.82    | 0.01%             | 2028-08-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                             | UBS AG/London                                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |     1000000 | PA      | $1115102.57   | 0.01%             | 2028-09-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      700000 | PA      | $714149.79    | 0.01%             | 2031-09-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                      | Raiffeisen Bank International AG                                                 | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      500000 | PA      | $572682.67    | 0.00%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia                                                              | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $557109.02    | 0.00%             | 2028-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                                 | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $620261.06    | 0.01%             | 2042-05-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                         | National Grid PLC                                                                | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $289858.18    | 0.00%             | 2033-09-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $333874.80    | 0.00%             | 2028-09-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $188852.39    | 0.00%             | 2051-09-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PACIFIC NATIONAL FINANCE                                  | Pacific National Finance Pty Ltd                                                 | CUSIP: 000000000<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |      150000 | PA      | $91853.31     | 0.00%             | 2031-09-08      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE LUX SA                                     | Holcim Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900XU3Z9D2HLBR716 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $212059.54    | 0.00%             | 2030-09-03      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                  | CUSIP: 000000000<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1182806.72   | 0.01%             | 2028-09-07      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| SR-BOLIGKREDITT AS                                        | SR-Boligkreditt AS                                                               | CUSIP: 000000000<br>LEI: 5493005EFLOPQ4K0ZF42 | Long             | DBT              | CORP              | NO        |      450000 | PA      | $502221.83    | 0.00%             | 2028-09-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CZECH GAS NETWORKS INV                                    | Czech Gas Networks Investments Sarl                                              | CUSIP: 000000000<br>LEI: 549300K11JPENR1PEH43 | Long             | DBT              | CORP              | LU        |     1150000 | PA      | $1243228.87   | 0.01%             | 2029-09-08      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDIT                                  | Nordea Kredit Realkreditaktieselskab                                             | CUSIP: 000000000<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |    10500000 | PA      | $1656228.60   | 0.01%             | 2026-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      400000 | PA      | $468069.24    | 0.00%             | 2026-09-10      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      550000 | PA      | $739707.78    | 0.01%             | 2026-09-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $261388.59    | 0.00%             | 2032-12-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO SOCIAL                                   | Banco de Credito Social Cooperativo SA                                           | CUSIP: 000000000<br>LEI: 95980020140005881190 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $469590.77    | 0.00%             | 2028-03-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DXC CAPITAL FUNDING LTD                                   | DXC Capital Funding DAC                                                          | CUSIP: 000000000<br>LEI: 6354001BJH7XSHGTD882 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $343616.17    | 0.00%             | 2027-09-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| CESKA SPORITELNA AS                                       | Ceska sporitelna AS                                                              | CUSIP: 000000000<br>LEI: 9KOGW2C2FCIOJQ7FF485 | Long             | DBT              | CORP              | CZ        |      500000 | PA      | $570871.67    | 0.00%             | 2028-09-13      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                  | CUSIP: 000000000<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1120481.65   | 0.01%             | 2029-09-13      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $443952.22    | 0.00%             | 2028-12-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $197838.73    | 0.00%             | 2036-09-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                     | Cellnex Finance Co SA                                                            | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $579642.65    | 0.01%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2500000 | PA      | $2595677.07   | 0.02%             | 2031-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      950000 | PA      | $1061191.93   | 0.01%             | 2028-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $694464.28    | 0.01%             | 2032-09-14      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3053000 | PA      | $2414172.29   | 0.02%             | 2042-07-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                               | Eurobank SA                                                                      | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |      200000 | PA      | $236034.67    | 0.00%             | 2028-03-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ISLE OF MAN                                               | Isle of Man Government International Bond                                        | CUSIP: 000000000<br>LEI: 549300ZXHSYV21BRHW71 | Long             | DBT              | NUSS              | IM        |      150000 | PA      | $91217.16     | 0.00%             | 2051-09-14      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                             | Comcast Corp.                                                                    | CUSIP: 000000000<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      100000 | PA      | $108289.48    | 0.00%             | 2029-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                                     | East Japan Railway Co                                                            | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |      650000 | PA      | $620602.55    | 0.01%             | 2034-09-15      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                                     | East Japan Railway Co                                                            | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |      250000 | PA      | $317819.64    | 0.00%             | 2028-09-15      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                                     | East Japan Railway Co                                                            | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |      400000 | PA      | $334065.52    | 0.00%             | 2039-09-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ASN BANK NV                                               | ASN Bank NV                                                                      | CUSIP: 000000000<br>LEI: 724500A1FNICHSDF2I11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $143569.80    | 0.00%             | 2041-09-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      550000 | PA      | $595162.24    | 0.01%             | 2029-09-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ESSITY CAPITAL BV                                         | Essity Capital BV                                                                | CUSIP: 000000000<br>LEI: 549300SRFHCXJHBMHF58 | Long             | DBT              | CORP              | NL        |      550000 | PA      | $595097.70    | 0.01%             | 2029-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UTMOST GROUP                                              | Utmost Group PLC                                                                 | CUSIP: 000000000<br>LEI: 2138004N53RFLL6JDQ41 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $375175.20    | 0.00%             | 2031-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     1600000 | PA      | $1628917.09   | 0.01%             | 2031-09-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FIN SERV NV                                    | Volkswagen Financial Services NV                                                 | CUSIP: 000000000<br>LEI: 529900ZTQC8D1TW6BL41 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $507066.97    | 0.00%             | 2028-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                   | CUSIP: 000000000<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $56167.91     | 0.00%             | 2061-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                   | CUSIP: 000000000<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      575000 | PA      | $357635.89    | 0.00%             | 2051-09-14      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| PLATFORM HG FINANCE PLC                                   | Platform HG Financing PLC                                                        | CUSIP: 000000000<br>LEI: 213800UCFCI3SEDD1530 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $377039.98    | 0.00%             | 2041-09-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      700000 | PA      | $403336.88    | 0.00%             | 2032-03-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Castellum Helsinki Finance Holding Abp                    | Castellum Helsinki Finance Holding Abp                                           | CUSIP: 000000000<br>LEI: 743700WAF2AHZ4LRAR98 | Long             | DBT              | CORP              | FI        |      400000 | PA      | $449730.01    | 0.00%             | 2029-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DSV FINANCE BV                                            | DSV Finance BV                                                                   | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $268231.98    | 0.00%             | 2036-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                               | Southern Co/The                                                                  | CUSIP: 000000000<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      550000 | PA      | $637215.32    | 0.01%             | 2081-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      300000 | PA      | $290282.59    | 0.00%             | 2034-03-23      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     3080000 | PA      | $1217686.55   | 0.01%             | 2051-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CAIXA GERAL DE DEPOSITOS                                  | Caixa Geral de Depositos SA                                                      | CUSIP: 000000000<br>LEI: TO822O0VT80V06K0FH57 | Long             | DBT              | CORP              | PT        |      500000 | PA      | $585003.19    | 0.01%             | 2027-09-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $378953.08    | 0.00%             | 2028-09-21      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      200000 | PA      | $222121.85    | 0.00%             | 2029-01-21      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $261529.07    | 0.00%             | 2036-09-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                    | Smurfit Kappa Treasury ULC                                                       | CUSIP: 000000000<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |      550000 | PA      | $599323.39    | 0.01%             | 2029-09-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR HYPOTEK                                  | Lansforsakringar Hypotek AB                                                      | CUSIP: 000000000<br>LEI: 5493001P7BX1N0JAG961 | Long             | DBT              | CORP              | SE        |     1000000 | PA      | $1114886.70   | 0.01%             | 2028-09-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS BV                                     | BP Capital Markets BV                                                            | CUSIP: 000000000<br>LEI: 7245003VD7E4T30HJD24 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $241874.31    | 0.00%             | 2041-09-21      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| BUNGE FINANCE EUROPE BV                                   | Bunge Finance Europe BV                                                          | CUSIP: 000000000<br>LEI: 549300BIPDLRC1B3OO64 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $340192.38    | 0.00%             | 2028-09-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      400000 | PA      | $243466.80    | 0.00%             | 2046-09-28      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |      500000 | PA      | $480527.48    | 0.00%             | 2033-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $58642.60     | 0.00%             | 2051-09-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT HAMBURG                                  | Free and Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $305504.78    | 0.00%             | 2031-09-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |      500000 | PA      | $525564.73    | 0.00%             | 2030-09-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    20000000 | PA      | $3078962.39   | 0.03%             | 2031-09-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                              | New York Life Global Funding                                                     | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1170354.99   | 0.01%             | 2028-10-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1722000 | PA      | $1283898.80   | 0.01%             | 2051-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $333689.52    | 0.00%             | 2028-10-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COMPUTERSHARE US INC                                      | Computershare US Inc                                                             | CUSIP: 000000000<br>LEI: 549300BXQ1PX3KGZRT72 | Long             | DBT              | CORP              | US        |      500000 | PA      | $522645.42    | 0.00%             | 2031-10-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSRNCES                                  | Credit Agricole Assurances SA                                                    | CUSIP: 000000000<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $321707.27    | 0.00%             | 2031-10-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1997200000 | PA      | $1096236.52   | 0.01%             | 2041-09-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                      | American Tower Corp.                                                             | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      450000 | PA      | $485383.47    | 0.00%             | 2030-10-05      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA VELOCIDAD                                       | Adif Alta Velocidad                                                              | CUSIP: 000000000<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |      500000 | PA      | $515315.72    | 0.00%             | 2031-10-31      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME BUNDESLAENDER                                  | Gemeinsame Deutsche Bundeslaender HB HH RP SL SH                                 | CUSIP: 000000000<br>LEI: 529900QAEEZOGUK5F293 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $456848.44    | 0.00%             | 2027-10-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SOUTHERN HOUSING GROUP                                    | Southern Housing                                                                 | CUSIP: 000000000<br>LEI: 213800XJQUYGOARTZX86 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $100778.02    | 0.00%             | 2036-10-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HYPO VORARLBERG BANK AG                                   | Hypo Vorarlberg Bank AG                                                          | CUSIP: 000000000<br>LEI: NS54DT27LJMDYN1YFP35 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $215132.74    | 0.00%             | 2029-10-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CBRE OPEN-ENDED FUNDS                                     | CBRE Open-Ended Funds SCA SICAV-SIF                                              | CUSIP: 000000000<br>LEI: 529900J5H3JGJ83AUZ88 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $437699.39    | 0.00%             | 2029-10-12      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SC FNCE I                                   | Thermo Fisher Scientific Finance I BV                                            | CUSIP: 000000000<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $505910.38    | 0.00%             | 2033-10-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SC FNCE I                                   | Thermo Fisher Scientific Finance I BV                                            | CUSIP: 000000000<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $424642.63    | 0.00%             | 2041-10-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SC FNCE I                                   | Thermo Fisher Scientific Finance I BV                                            | CUSIP: 000000000<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $149203.90    | 0.00%             | 2051-10-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                     | Thermo Fisher Scientific Finance I BV                                            | CUSIP: 000000000<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $539357.18    | 0.00%             | 2030-10-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD TRESRY                                  | Heimstaden Bostad Treasury BV                                                    | CUSIP: 000000000<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |     1600000 | PA      | $1819172.06   | 0.02%             | 2028-04-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD TRESRY                                  | Heimstaden Bostad Treasury BV                                                    | CUSIP: 000000000<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $420392.50    | 0.00%             | 2031-10-13      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $407147.48    | 0.00%             | 2026-05-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |     1300000 | PA      | $1400988.23   | 0.01%             | 2030-01-18      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   410700000 | PA      | $1374524.05   | 0.01%             | 2051-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    41420000 | PA      | $1297617.57   | 0.01%             | 2052-06-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                                       | Swedbank Hypotek AB                                                              | CUSIP: 000000000<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |    12000000 | PA      | $1331779.32   | 0.01%             | 2027-03-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     6492000 | PA      | $5710521.83   | 0.05%             | 2037-02-04      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| DELL BANK INTERNATIONAL                                   | Dell Bank International DAC                                                      | CUSIP: 000000000<br>LEI: 9P9HXM53DT5S724JQ665 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $351177.32    | 0.00%             | 2026-10-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GROUPE ACM                                                | Groupe des Assurances du Credit Mutuel SADIR                                     | CUSIP: 000000000<br>LEI: 96950090CGKLVXEKWF10 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $320007.24    | 0.00%             | 2042-04-21      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| WESFARMERS LTD                                            | Wesfarmers Ltd                                                                   | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $98869.20     | 0.00%             | 2033-10-21      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                    | American Honda Finance Corp                                                      | CUSIP: 000000000<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      500000 | PA      | $653835.09    | 0.01%             | 2027-10-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6378000 | PA      | $3960134.54   | 0.03%             | 2053-07-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   857300000 | PA      | $3872029.96   | 0.03%             | 2041-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1132429.02   | 0.01%             | 2028-02-28      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3013140000 | PA      | $1966801.47   | 0.02%             | 2031-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BAUSPAR.SCHWAEBISCH HALL                                  | Bausparkasse Schwaebisch Hall AG                                                 | CUSIP: 000000000<br>LEI: 529900JZXXU699FCKK89 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $307148.04    | 0.00%             | 2031-10-28      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| BPER BANCA                                                | BPER Banca SPA                                                                   | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $451190.27    | 0.00%             | 2028-10-28      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     2524000 | PA      | $1982468.03   | 0.02%             | 2026-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HOWOGE WOHNUNGS                                           | HOWOGE Wohnungsbaugesellschaft mbH                                               | CUSIP: 000000000<br>LEI: 894500BIY1Z9MG9QB745 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $893599.06    | 0.01%             | 2028-11-01      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      500000 | PA      | $559238.14    | 0.00%             | 2028-11-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $123979.40    | 0.00%             | 2071-10-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                     | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $133720.15    | 0.00%             | 2026-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      377000 | PA      | $389502.50    | 0.00%             | 2033-04-29      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                   | Procter & Gamble Co/The                                                          | CUSIP: 000000000<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      500000 | PA      | $539746.75    | 0.00%             | 2030-05-05      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2010000 | PA      | $2114420.18   | 0.02%             | 2032-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |      700000 | PA      | $779154.95    | 0.01%             | 2028-11-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON EUROPE                                       | CK Hutchison Europe Finance 21 Ltd                                               | CUSIP: 000000000<br>LEI: 254900UIPWFKU7480958 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $198467.51    | 0.00%             | 2033-11-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ALIAXIS HOLDINGS SA                                       | Aliaxis Holdings SA                                                              | CUSIP: 000000000<br>LEI: 549300SJMVZUK46L0E37 | Long             | DBT              | CORP              | BE        |      500000 | PA      | $558815.59    | 0.00%             | 2028-11-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $255538.26    | 0.00%             | 2029-11-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      650000 | PA      | $678416.17    | 0.01%             | 2031-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TENNET NET BV                                             | Tennet Netherlands BV                                                            | CUSIP: 000000000<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |      950000 | PA      | $923358.74    | 0.01%             | 2035-06-16      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AUCKLAND COUNCIL                                          | Auckland Council                                                                 | CUSIP: 000000000<br>LEI: 213800RWHTSELJS5LA96 | Long             | DBT              | NUSS              | NZ        |      400000 | PA      | $409230.59    | 0.00%             | 2031-11-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $643106.68    | 0.01%             | 2029-11-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                        | Koninklijke KPN NV                                                               | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $488334.09    | 0.00%             | 2033-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     6733000 | PA      | $1891067.48   | 0.02%             | 2032-04-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |    14000000 | PA      | $1554523.19   | 0.01%             | 2027-03-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2138000 | PA      | $2394013.31   | 0.02%             | 2029-02-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $692453.08    | 0.01%             | 2032-11-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |     1200000 | PA      | $1386023.97   | 0.01%             | 2027-08-16      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                      | Henkel AG & Co. KGaA                                                             | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $200874.24    | 0.00%             | 2032-11-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                             | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |      300000 | PA      | $324104.10    | 0.00%             | 2029-11-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                        | MVM Energetika Zrt                                                               | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |      200000 | PA      | $228655.90    | 0.00%             | 2027-11-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                          | Peruvian Government International Bond                                           | CUSIP: 715638DX7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      600000 | PA      | $582286.75    | 0.01%             | 2036-11-17      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT INTL BOND                                      | China Government International Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      400000 | PA      | $402186.73    | 0.00%             | 2033-11-17      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |     1100000 | PA      | $1270093.45   | 0.01%             | 2032-11-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FLUVIUS SYSTEM OP                                         | FLUVIUS System Operator CV                                                       | CUSIP: 000000000<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $205367.26    | 0.00%             | 2031-11-24      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN SE                                         | LEG Immobilien SE                                                                | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $99251.43     | 0.00%             | 2032-11-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NIBC BANK NV                                              | NIBC Bank NV                                                                     | CUSIP: 000000000<br>LEI: B64D6Y3LBJS4ANNPCU93 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $522167.61    | 0.00%             | 2030-11-25      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                   | Societe Des Grands Projets EPIC                                                  | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |      700000 | PA      | $713304.02    | 0.01%             | 2031-11-25      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                   | Societe Des Grands Projets EPIC                                                  | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $287905.13    | 0.00%             | 2051-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ILE DE FRANCE MOBILITES                                   | Ile-de-France Mobilites                                                          | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $174071.13    | 0.00%             | 2036-11-24      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| DANSKE KIINNITYSLUOTTOPA                                  | Danske Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437003G88EHT2TMK409 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $233139.56    | 0.00%             | 2026-11-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| OMNICOM CAPITAL HOLDINGS                                  | Omnicom Capital Holdings PLC                                                     | CUSIP: 000000000<br>LEI: 984500F16BDDD57A5502 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $220675.24    | 0.00%             | 2033-11-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                           | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $783228.44    | 0.01%             | 2028-11-26      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                           | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $396802.35    | 0.00%             | 2033-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SANDVIK AB                                                | Sandvik AB                                                                       | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | DBT              | CORP              | SE        |      900000 | PA      | $1003925.06   | 0.01%             | 2028-11-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ASTM SPA                                                  | ASTM SpA                                                                         | CUSIP: 000000000<br>LEI: 8156003F2286CFA55E20 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $427266.71    | 0.00%             | 2033-11-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    30000000 | PA      | $4638961.50   | 0.04%             | 2031-11-18      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                   | SFIL SA                                                                          | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $303286.99    | 0.00%             | 2031-12-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $461562.91    | 0.00%             | 2028-05-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $393515.06    | 0.00%             | 2033-11-29      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KERRY GROUP FIN SERVICES                                  | Kerry Group Financial Services Unltd Co                                          | CUSIP: 000000000<br>LEI: 635400SE9OHFJ8SLDG45 | Long             | DBT              | CORP              | IE        |      500000 | PA      | $522340.67    | 0.00%             | 2031-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    27000000 | PA      | $4197641.99   | 0.04%             | 2031-11-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     3000000 | PA      | $466404.67    | 0.00%             | 2031-11-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    13630000 | PA      | $3042756.13   | 0.03%             | 2029-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                         | NTT Finance Corp.                                                                | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      500000 | PA      | $556881.51    | 0.00%             | 2028-12-13      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     1200000 | PA      | $1364689.56   | 0.01%             | 2027-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                             | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $230681.43    | 0.00%             | 2027-04-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    19000000 | PA      | $2925014.28   | 0.03%             | 2031-09-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      700000 | PA      | $711871.48    | 0.01%             | 2032-01-09      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| AAREAL BANK AG                                            | Aareal Bank AG                                                                   | CUSIP: 000000000<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | DBT              | CORP              | DE        |     1100000 | PA      | $1179850.11   | 0.01%             | 2030-02-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $175750.97    | 0.00%             | 2037-01-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $723075.35    | 0.01%             | 2032-01-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DIGITAL INTREPID HOLDING                                  | Digital Intrepid Holding BV                                                      | CUSIP: 000000000<br>LEI: 5493003H2CB2KXPP7461 | Long             | DBT              |  | NL        |      100000 | PA      | $102769.63    | 0.00%             | 2032-07-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1047898.33   | 0.01%             | 2028-01-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2751000 | PA      | $2811798.44   | 0.02%             | 2032-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1576250000 | PA      | $9239588.73   | 0.08%             | 2031-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 20485000000 | PA      | $1224453.66   | 0.01%             | 2037-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $326114.65    | 0.00%             | 2027-12-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $466373.06    | 0.00%             | 2028-01-12      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $320938.32    | 0.00%             | 2042-07-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      580000 | PA      | $332075.11    | 0.00%             | 2062-02-13      | Fixed         | 1.18%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $311065.55    | 0.00%             | 2032-07-12      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| TOYOTA FINANCE AUSTRALIA                                  | Toyota Finance Australia Ltd                                                     | CUSIP: 000000000<br>LEI: 3UKPTDP5PGQRH8AUK042 | Long             | DBT              | CORP              | AU        |      500000 | PA      | $568381.11    | 0.00%             | 2028-01-13      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     1200000 | PA      | $1379366.83   | 0.01%             | 2029-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                                   | RTE Reseau de Transport d'Electricite SADIR                                      | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $480963.55    | 0.00%             | 2034-01-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     8840000 | PA      | $8737897.27   | 0.08%             | 2032-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      800000 | PA      | $1017745.10   | 0.01%             | 2028-12-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   353050000 | PA      | $1169009.32   | 0.01%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $99372.50     | 0.00%             | 2033-01-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      300000 | PA      | $323012.12    | 0.00%             | 2030-03-18      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      400000 | PA      | $231602.01    | 0.00%             | 2053-01-17      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $777337.94    | 0.01%             | 2035-01-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| VGP NV                                                    | VGP NV                                                                           | CUSIP: 000000000<br>LEI: 315700NENYPIXFR94T49 | Long             | DBT              | CORP              | BE        |      400000 | PA      | $451495.82    | 0.00%             | 2030-01-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN SE                                         | LEG Immobilien SE                                                                | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $493064.21    | 0.00%             | 2034-01-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SANTAN CONSUMER FINANCE                                   | Santander Consumer Finance SA                                                    | CUSIP: 000000000<br>LEI: 5493000LM0MZ4JPMGM90 | Long             | DBT              | CORP              | ES        |      800000 | PA      | $933075.06    | 0.01%             | 2027-01-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                          | TotalEnergies SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $424924.33    | 0.00%             | 2036-07-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |       50000 | PA      | $38920.16     | 0.00%             | 2042-01-17      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| AAREAL BANK AG                                            | Aareal Bank AG                                                                   | CUSIP: 000000000<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $453030.33    | 0.00%             | 2028-04-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                       | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $435513.23    | 0.00%             | 2030-01-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                                  | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $574338.04    | 0.00%             | 2027-07-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                              | DNB Bank ASA                                                                     | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |     1050000 | PA      | $1221065.52   | 0.01%             | 2028-01-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      500000 | PA      | $511669.99    | 0.00%             | 2032-01-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3620000 | PA      | $3788945.26   | 0.03%             | 2032-04-30      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| BALDER FINLAND OYJ                                        | Balder Finland Oyj                                                               | CUSIP: 000000000<br>LEI: 5493007P4MCJM21IB748 | Long             | DBT              | CORP              | FI        |      400000 | PA      | $437827.04    | 0.00%             | 2031-01-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      392000 | PA      | $376495.80    | 0.00%             | 2034-10-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ABERTIS FRANCE SAS                                        | Abertis France SAS                                                               | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $109370.76    | 0.00%             | 2031-01-18      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                               | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      100000 | PA      | $88537.63     | 0.00%             | 2042-01-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $305202.31    | 0.00%             | 2032-01-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |      850000 | PA      | $708372.54    | 0.01%             | 2042-01-18      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| HAMBURG COMMERCIAL BANK                                   | Hamburg Commercial Bank AG                                                       | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $463866.78    | 0.00%             | 2027-01-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                         | Council Of Europe Development Bank                                               | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $204504.79    | 0.00%             | 2032-01-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $97134.97     | 0.00%             | 2122-01-19      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ICADE                                                     | ICADE                                                                            | CUSIP: 000000000<br>LEI: 969500UDH342QLTE1M42 | Long             | DBT              |  | FR        |      300000 | PA      | $325851.02    | 0.00%             | 2030-01-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA                                    | Credit Agricole Italia SpA                                                       | CUSIP: 000000000<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $407316.04    | 0.00%             | 2032-01-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     2004000 | PA      | $1658802.74   | 0.01%             | 2042-04-11      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     1400000 | PA      | $1438969.36   | 0.01%             | 2032-01-19      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| LONDON & QUADRANT HOUSIN                                  | London & Quadrant Housing Trust                                                  | CUSIP: 000000000<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $288089.19    | 0.00%             | 2032-03-31      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                  | Snam SpA                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $198869.84    | 0.00%             | 2034-06-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                 | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $226488.21    | 0.00%             | 2030-01-19      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     1021000 | PA      | $1036844.52   | 0.01%             | 2032-10-18      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                        | Cyprus Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |     1430000 | PA      | $1531170.82   | 0.01%             | 2032-01-20      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2131000 | PA      | $603708.69    | 0.01%             | 2027-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE                                      | Agence France Locale                                                             | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $550436.26    | 0.00%             | 2029-03-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NA INC                                      | National Grid North America Inc                                                  | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |      500000 | PA      | $535222.45    | 0.00%             | 2031-01-20      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $447731.40    | 0.00%             | 2037-01-24      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      500000 | PA      | $583152.38    | 0.01%             | 2028-01-21      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $136501.83    | 0.00%             | 2027-01-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NORDEA HYPOTEK AB                                         | Nordea Hypotek AB                                                                | CUSIP: 000000000<br>LEI: 5493000K2HPWIF6MFO29 | Long             | DBT              | CORP              | SE        |    18000000 | PA      | $1991363.25   | 0.02%             | 2027-06-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $1033067.64   | 0.01%             | 2032-01-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $924477.97    | 0.01%             | 2027-04-26      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                 | Gecina SA                                                                        | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              |  | FR        |      200000 | PA      | $199787.43    | 0.00%             | 2033-01-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                                   | Autostrade per l'Italia SpA                                                      | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      600000 | PA      | $665311.72    | 0.01%             | 2032-01-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $692164.13    | 0.01%             | 2033-02-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     9125000 | PA      | $10563121.08  | 0.09%             | 2027-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1550000 | PA      | $1574515.86   | 0.01%             | 2032-06-22      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                                        | Denmark Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     4320000 | PA      | $601679.46    | 0.01%             | 2031-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $114138.59    | 0.00%             | 2052-01-26      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $1161958.84   | 0.01%             | 2027-01-26      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| PLACES FOR PEOPLE TREAS                                   | Places For People Treasury PLC                                                   | CUSIP: 000000000<br>LEI: 213800B9U45TFBXW5K67 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $359561.58    | 0.00%             | 2036-01-26      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     2450000 | PA      | $2737184.15   | 0.02%             | 2028-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICG PLC                                                   | ICG PLC                                                                          | CUSIP: 000000000<br>LEI: 549300OGASR5WRKJ8R68 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $343750.71    | 0.00%             | 2030-01-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CNP ASSURANCES SA                                         | CNP Assurances SA                                                                | CUSIP: 000000000<br>LEI: 969500QKVPV2H8UXM738 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $225406.82    | 0.00%             | 2029-01-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| OP CORPORATE BANK PLC                                     | OP Corporate Bank plc                                                            | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |      800000 | PA      | $923218.69    | 0.01%             | 2027-07-27      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $136073.99    | 0.00%             | 2027-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      750000 | PA      | $677285.89    | 0.01%             | 2037-02-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  4537580000 | PA      | $3138045.29   | 0.03%             | 2027-03-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     3411000 | PA      | $2432674.48   | 0.02%             | 2043-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $366651.26    | 0.00%             | 2042-01-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   324240000 | PA      | $921095.80    | 0.01%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JCDECAUX SE                                               | JCDecaux SE                                                                      | CUSIP: 000000000<br>LEI: 9695009KV7AFPDEI5S30 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $224922.88    | 0.00%             | 2030-02-07      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                 | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      200000 | PA      | $225172.00    | 0.00%             | 2029-02-08      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      150000 | PA      | $151460.20    | 0.00%             | 2034-02-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      200000 | PA      | $233556.18    | 0.00%             | 2028-03-07      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      700000 | PA      | $763357.67    | 0.01%             | 2034-02-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 000000000<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $348538.55    | 0.00%             | 2027-02-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $205462.07    | 0.00%             | 2032-02-09      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| TELEFONAKTIEBOLAGET LM E                                  | Telefonaktiebolaget LM Ericsson                                                  | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | DBT              | CORP              | SE        |      700000 | PA      | $818887.47    | 0.01%             | 2027-02-08      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| SAGE GROUP PLC/THE                                        | Sage Group PLC/The                                                               | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $524317.45    | 0.00%             | 2034-02-08      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    61300000 | PA      | $9402272.96   | 0.08%             | 2032-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    62000000 | PA      | $9509639.86   | 0.08%             | 2032-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    12600000 | PA      | $1831999.33   | 0.02%             | 2027-01-27      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| TERNA RETE ELETTRICA                                      | Terna - Rete Elettrica Nazionale                                                 | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $351180.64    | 0.00%             | 2027-11-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      300000 | PA      | $301052.83    | 0.00%             | 2034-02-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ILE DE FRANCE MOBILITES                                   | Ile-de-France Mobilites                                                          | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $523716.63    | 0.00%             | 2032-02-16      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $227283.64    | 0.00%             | 2030-02-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  8374200000 | PA      | $4734529.73   | 0.04%             | 2052-03-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      400000 | PA      | $240298.09    | 0.00%             | 2032-11-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    14621000 | PA      | $1359336.94   | 0.01%             | 2032-05-18      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Alfa Laval Treasury International AB                      | Alfa Laval Treasury International AB                                             | CUSIP: 000000000<br>LEI: 549300JCAG8ICQAUC638 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $227572.55    | 0.00%             | 2029-02-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     6303000 | PA      | $4899894.56   | 0.04%             | 2052-10-31      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $1101981.74   | 0.01%             | 2029-11-25      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| ASSOCIATED BRITISH FOODS                                  | Associated British Foods PLC                                                     | CUSIP: 000000000<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $461863.43    | 0.00%             | 2034-06-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXPERIAN EUROPE DAC                                       | Experian Europe DAC                                                              | CUSIP: 000000000<br>LEI: 635400QBLELMETXQLA08 | Long             | DBT              | CORP              | IE        |      450000 | PA      | $496160.84    | 0.00%             | 2031-05-16      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                                               | ING Bank NV                                                                      | CUSIP: 000000000<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $463927.94    | 0.00%             | 2037-02-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $674640.47    | 0.01%             | 2029-02-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2190000 | PA      | $1411324.69   | 0.01%             | 2053-06-22      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      500000 | PA      | $342404.47    | 0.00%             | 2027-02-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      550000 | PA      | $626508.58    | 0.01%             | 2029-02-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                          | Mastercard, Inc.                                                                 | CUSIP: 000000000<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      500000 | PA      | $565453.00    | 0.00%             | 2029-02-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $302809.34    | 0.00%             | 2035-02-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $891743.09    | 0.01%             | 2030-02-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1135768.29   | 0.01%             | 2029-02-24      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    66520000 | PA      | $10207938.63  | 0.09%             | 2032-02-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    20000000 | PA      | $3069133.68   | 0.03%             | 2032-02-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $697321.89    | 0.01%             | 2029-03-02      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     1300000 | PA      | $1369163.06   | 0.01%             | 2032-03-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LAND THUERINGEN                                           | Land Thueringen                                                                  | CUSIP: 000000000<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $558979.70    | 0.00%             | 2029-03-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AYVENS SA                                                 | Ayvens SA                                                                        | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $473812.55    | 0.00%             | 2026-03-02      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ARGENTA SPAARBANK                                         | Argenta Spaarbank NV                                                             | CUSIP: 000000000<br>LEI: A6NZLYKYN1UV7VVGFX65 | Long             | DBT              | CORP              | BE        |      400000 | PA      | $448098.59    | 0.00%             | 2029-03-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $466232.27    | 0.00%             | 2027-03-04      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| PEABODY CAPITAL NO TWO                                    | Peabody Capital No 2 Plc                                                         | CUSIP: 000000000<br>LEI: 213800K1DLWVMZFBYD79 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $396725.39    | 0.00%             | 2034-03-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDIT                                  | Nordea Kredit Realkreditaktieselskab                                             | CUSIP: 000000000<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |     1600000 | PA      | $251329.42    | 0.00%             | 2027-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                                  | American Medical Systems Europe BV                                               | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $694425.30    | 0.01%             | 2028-03-08      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                                  | American Medical Systems Europe BV                                               | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $420837.05    | 0.00%             | 2034-03-08      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                    | Berkshire Hathaway Finance Corp                                                  | CUSIP: 000000000<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      200000 | PA      | $227132.01    | 0.00%             | 2030-03-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                   | BASF SE                                                                          | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $552947.83    | 0.00%             | 2031-03-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VESTAS WIND SYSTEMS FINA                                  | Vestas Wind Systems Finance BV                                                   | CUSIP: 000000000<br>LEI: 635400M3RVFQU3M7HW17 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $312701.52    | 0.00%             | 2034-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $215026.12    | 0.00%             | 2032-03-11      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DSV FINANCE BV                                            | DSV Finance BV                                                                   | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $446468.76    | 0.00%             | 2030-03-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                     | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $104533.19    | 0.00%             | 2032-03-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LANXESS AG                                                | LANXESS AG                                                                       | CUSIP: 000000000<br>LEI: 529900PTLRE72EMYIJ77 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $576244.74    | 0.00%             | 2028-03-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EDP FINANCE BV                                            | EDP Finance BV                                                                   | CUSIP: 000000000<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |     1300000 | PA      | $1490689.72   | 0.01%             | 2029-09-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CCF SFH SACA                                              | CCF SFH SACA                                                                     | CUSIP: 000000000<br>LEI: 969500HCJLWDO4YCYT40 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $233008.57    | 0.00%             | 2027-03-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                  | African Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |      250000 | PA      | $290793.00    | 0.00%             | 2027-03-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $599340.54    | 0.01%             | 2032-06-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $817453.35    | 0.01%             | 2027-03-24      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $582247.64    | 0.01%             | 2032-04-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      500000 | PA      | $581034.25    | 0.01%             | 2027-06-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                   | Nykredit Realkredit A/S                                                          | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      300000 | PA      | $350256.08    | 0.00%             | 2027-07-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $353899.18    | 0.00%             | 2031-03-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $712990.77    | 0.01%             | 2027-12-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1120716.82   | 0.01%             | 2032-03-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $931283.29    | 0.01%             | 2028-06-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      250000 | PA      | $253632.14    | 0.00%             | 2035-03-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1043756.44   | 0.01%             | 2027-08-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     1050000 | PA      | $1415437.40   | 0.01%             | 2029-03-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TELIA COMPANY AB                                          | Telia Co AB                                                                      | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $353511.30    | 0.00%             | 2083-06-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HALEON NL CAPITAL BV                                      | Haleon Netherlands Capital BV                                                    | CUSIP: 000000000<br>LEI: 549300RXQZBOJONY3Q97 | Long             | DBT              | CORP              | NL        |      450000 | PA      | $509073.89    | 0.00%             | 2030-03-29      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HALEON UK CAPITAL PLC                                     | Haleon UK Capital PLC                                                            | CUSIP: 000000000<br>LEI: 5493004B26DRJNN0OV17 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $265078.11    | 0.00%             | 2028-10-29      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HALEON NL CAPITAL BV                                      | Haleon Netherlands Capital BV                                                    | CUSIP: 000000000<br>LEI: 549300RXQZBOJONY3Q97 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $214551.67    | 0.00%             | 2034-03-29      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| HALEON UK CAPITAL PLC                                     | Haleon UK Capital PLC                                                            | CUSIP: 000000000<br>LEI: 5493004B26DRJNN0OV17 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $222922.85    | 0.00%             | 2038-03-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                    | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |     1000000 | PA      | $1121915.36   | 0.01%             | 2029-09-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     4299000 | PA      | $4590437.82   | 0.04%             | 2032-02-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1550000 | PA      | $1494658.33   | 0.01%             | 2037-03-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                                    | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |      700000 | PA      | $795123.55    | 0.01%             | 2029-03-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| IMCD NV                                                   | IMCD NV                                                                          | CUSIP: 000000000<br>LEI: 724500NSJPNFJPDAUP02 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $235830.11    | 0.00%             | 2027-03-31      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |      700000 | PA      | $765936.53    | 0.01%             | 2031-03-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TEOLLISUUDEN VOIMA OYJ                                    | Teollisuuden Voima Oyj                                                           | CUSIP: 000000000<br>LEI: 743700LQ48IZBTZN4S52 | Long             | DBT              | CORP              | FI        |      294000 | PA      | $349093.17    | 0.00%             | 2027-03-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    50000000 | PA      | $7515569.12   | 0.07%             | 2029-03-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    40000000 | PA      | $6012455.29   | 0.05%             | 2029-03-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $445893.36    | 0.00%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                       | Nestle Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |      650000 | PA      | $799502.21    | 0.01%             | 2032-04-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BOERSE AG                                        | Deutsche Boerse AG                                                               | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $541451.71    | 0.00%             | 2032-04-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                   | Societe Des Grands Projets EPIC                                                  | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |      800000 | PA      | $682025.81    | 0.01%             | 2042-04-08      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                 | Sanofi SA                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $569603.35    | 0.00%             | 2029-04-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $404296.40    | 0.00%             | 2027-05-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK INTL                                        | Daimler Truck International Finance BV                                           | CUSIP: 000000000<br>LEI: 724500G15MVL6UCWXF95 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $352001.81    | 0.00%             | 2027-04-06      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EQT AB                                                    | EQT AB                                                                           | CUSIP: 000000000<br>LEI: 213800U7P9GOIRKCTB34 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $342979.67    | 0.00%             | 2032-04-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                          | Santander UK PLC                                                                 | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $702327.17    | 0.01%             | 2027-03-12      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                          | Pernod Ricard SA                                                                 | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $567748.20    | 0.00%             | 2029-04-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      516000 | PA      | $586655.23    | 0.01%             | 2030-04-08      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                     | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $465005.81    | 0.00%             | 2027-02-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     5000000 | PA      | $1176672.97   | 0.01%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    37000000 | PA      | $5729959.99   | 0.05%             | 2032-03-11      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    33250000 | PA      | $5149220.80   | 0.04%             | 2032-03-11      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1111859.99   | 0.01%             | 2030-04-12      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE BUILDING SOC                                    | Yorkshire Building Society                                                       | CUSIP: 000000000<br>LEI: WXD0EHQRPI7HKN3I5T57 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $659432.93    | 0.01%             | 2030-10-11      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $522712.36    | 0.00%             | 2029-04-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                       | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      750000 | PA      | $881148.83    | 0.01%             | 2027-04-08      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                       | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      500000 | PA      | $553257.01    | 0.00%             | 2032-04-08      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  2356900000 | PA      | $13829829.88  | 0.12%             | 2032-03-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| BAWAG P.S.K.                                              | BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | CUSIP: 000000000<br>LEI: 529900ICA8XQYGIKR372 | Long             | DBT              | CORP              | AT        |      600000 | PA      | $689028.36    | 0.01%             | 2028-07-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     4393000 | PA      | $3621451.34   | 0.03%             | 2043-02-04      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL BV                                         | Diageo Capital BV                                                                | CUSIP: 000000000<br>LEI: 213800YHFC48VOL6JY40 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $209257.85    | 0.00%             | 2034-06-08      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      600000 | PA      | $418249.85    | 0.00%             | 2032-04-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    15740000 | PA      | $4171880.77   | 0.04%             | 2032-10-07      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     1075000 | PA      | $1195504.86   | 0.01%             | 2032-07-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co.                                    | East Japan Railway Co.                                                           | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $215649.29    | 0.00%             | 2033-04-13      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   321600000 | PA      | $1163027.08   | 0.01%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    12262000 | PA      | $11048059.35  | 0.10%             | 2038-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EUROCLEAR HOLDING SA                                      | Euroclear Holding NV                                                             | CUSIP: 000000000<br>LEI: 549300IQZVZ949N37S44 | Long             | DBT              | CORP              | BE        |      400000 | PA      | $446773.32    | 0.00%             | 2030-04-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NERVAL SAS                                                | Nerval SAS                                                                       | CUSIP: 000000000<br>LEI: 969500J6JIKQCN6GP325 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $227859.31    | 0.00%             | 2032-04-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HEXAGON HOUSING ASSOC                                     | Hexagon Housing Association Ltd                                                  | CUSIP: 000000000<br>LEI: 213800XQ2LOOODLMCL89 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $93410.57     | 0.00%             | 2048-04-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $219323.05    | 0.00%             | 2034-04-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      880000 | PA      | $1038779.48   | 0.01%             | 2032-04-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   509950000 | PA      | $2391815.69   | 0.02%             | 2042-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      200000 | PA      | $138282.82    | 0.00%             | 2027-04-21      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     6840000 | PA      | $1911438.68   | 0.02%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   117000000 | PA      | $17082612.91  | 0.15%             | 2027-04-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    10000000 | PA      | $1460052.39   | 0.01%             | 2027-04-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    12200000 | PA      | $2094056.88   | 0.02%             | 2052-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    64600000 | PA      | $11088202.83  | 0.10%             | 2052-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      550000 | PA      | $744962.32    | 0.01%             | 2028-04-26      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $814702.65    | 0.01%             | 2029-04-26      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  6761240000 | PA      | $4655294.49   | 0.04%             | 2032-06-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      300000 | PA      | $345254.54    | 0.00%             | 2033-04-27      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                                    | Blackstone Property Partners Europe Holdings Sarl                                | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $400853.29    | 0.00%             | 2032-04-29      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                                    | Blackstone Property Partners Europe Holdings Sarl                                | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $240511.48    | 0.00%             | 2029-10-29      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      530000 | PA      | $540197.27    | 0.00%             | 2037-05-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1403546.31   | 0.01%             | 2029-11-06      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                                  | Ontario Teachers' Finance Trust                                                  | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |      850000 | PA      | $944962.25    | 0.01%             | 2032-05-03      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     9673000 | PA      | $9076969.40   | 0.08%             | 2038-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME BUNDESLAENDER                                  | Gemeinsame Deutsche Bundeslaender                                                | CUSIP: 000000000<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | NUSS              | DE        |      700000 | PA      | $797920.51    | 0.01%             | 2029-05-04      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| STATES OF JERSEY                                          | Jersey International Bond                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | JE        |      100000 | PA      | $84512.75     | 0.00%             | 2052-05-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                    | Koninklijke Philips NV                                                           | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $231446.24    | 0.00%             | 2029-11-05      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                    | Koninklijke Philips NV                                                           | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $588890.32    | 0.01%             | 2027-05-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     6360000 | PA      | $7313907.73   | 0.06%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    43570000 | PA      | $1772733.19   | 0.02%             | 2072-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    20000000 | PA      | $3069592.37   | 0.03%             | 2032-04-22      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    44000000 | PA      | $6753103.22   | 0.06%             | 2032-04-22      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $335315.59    | 0.00%             | 2032-02-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POST HOME LOAN                                  | La Banque Postale Home Loan SFH SA                                               | CUSIP: 000000000<br>LEI: 969500D5PFMTWUYSUF61 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $793895.50    | 0.01%             | 2030-05-12      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      600000 | PA      | $708598.04    | 0.01%             | 2026-11-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HYPO NOE LB NOE WIEN AG                                   | HYPO NOE Landesbank fuer Niederoesterreich und Wien AG                           | CUSIP: 000000000<br>LEI: 5493007BWYDPQZLZ0Y27 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $345983.63    | 0.00%             | 2029-05-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      531000 | PA      | $619958.24    | 0.01%             | 2032-05-07      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $546587.65    | 0.00%             | 2032-11-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNILEVER FINANCE                                          | Unilever Finance Netherlands BV                                                  | CUSIP: 000000000<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $109835.97    | 0.00%             | 2034-05-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COLOPLAST FINANCE BV                                      | Coloplast Finance BV                                                             | CUSIP: 000000000<br>LEI: 529900WUKMUUP16A4F62 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $586278.46    | 0.01%             | 2030-05-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     6990000 | PA      | $2151130.15   | 0.02%             | 2052-05-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3603000 | PA      | $4322425.52   | 0.04%             | 2029-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $540526.80    | 0.00%             | 2032-05-25      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Kerry Group Financial Services Unltd. Co.                 | Kerry Group Financial Services Unltd. Co.                                        | CUSIP: 000000000<br>LEI: 635400SE9OHFJ8SLDG45 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $109700.15    | 0.00%             | 2029-09-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| UPM-KYMMENE OYJ                                           | UPM-Kymmene Oyj                                                                  | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | DBT              | CORP              | FI        |      400000 | PA      | $465632.94    | 0.00%             | 2029-05-23      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WUERTH FINANCE INTL BV                                    | Wurth Finance International BV                                                   | CUSIP: 000000000<br>LEI: 5JB3IE65ZU13TA0DGN10 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $287615.46    | 0.00%             | 2030-08-23      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                      | Suez SACA                                                                        | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $117548.41    | 0.00%             | 2027-05-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                      | Suez SACA                                                                        | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $221858.84    | 0.00%             | 2034-05-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BK AUSTRIA AG                                   | UniCredit Bank Austria AG                                                        | CUSIP: 000000000<br>LEI: D1HEB8VEU6D9M8ZUXG17 | Long             | DBT              | CORP              | AT        |      400000 | PA      | $465510.67    | 0.00%             | 2028-05-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                          | Deutsche Bahn AG                                                                 | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $230599.87    | 0.00%             | 2030-05-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $717196.14    | 0.01%             | 2028-05-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $585581.99    | 0.01%             | 2027-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                               | Bouygues SA                                                                      | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $565671.44    | 0.00%             | 2037-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                               | Swedbank AB                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |      500000 | PA      | $590773.71    | 0.01%             | 2027-05-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INTL FUND II                                     | Prologis International Funding II SA                                             | CUSIP: 000000000<br>LEI: 213800JNRWW2C9DWI388 | Long             | DBT              | CORP              | LU        |      450000 | PA      | $530791.84    | 0.00%             | 2031-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      250000 | PA      | $289451.75    | 0.00%             | 2032-05-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HERA SPA                                                  | Hera SpA                                                                         | CUSIP: 000000000<br>LEI: 8156009414FD99443B48 | Long             | DBT              | CORP              | IT        |      700000 | PA      | $824442.95    | 0.01%             | 2029-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    19123000 | PA      | $22008620.13  | 0.19%             | 2028-02-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co.                                      | Procter & Gamble Co.                                                             | CUSIP: 000000000<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      500000 | PA      | $572892.54    | 0.00%             | 2028-10-30      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                   | APRR SA                                                                          | CUSIP: 000000000<br>LEI: 9695002SV2VP9CU42826 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $814208.45    | 0.01%             | 2029-01-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $462759.94    | 0.00%             | 2028-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     2788000 | PA      | $2347031.99   | 0.02%             | 2049-05-23      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $119472.86    | 0.00%             | 2033-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                                       | Swedbank Hypotek AB                                                              | CUSIP: 000000000<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $351984.22    | 0.00%             | 2027-05-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| REGIE AUTONOME DES TRANS                                  | Regie Autonome des Transports Parisiens EPIC                                     | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $109917.17    | 0.00%             | 2032-05-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $365577.73    | 0.00%             | 2043-03-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1362097.13   | 0.01%             | 2030-05-31      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                  | Visa Inc                                                                         | CUSIP: 92826CAT9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      200000 | PA      | $222884.95    | 0.00%             | 2034-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                | Visa, Inc.                                                                       | CUSIP: 000000000<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      600000 | PA      | $699352.67    | 0.01%             | 2029-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $233273.81    | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      200000 | PA      | $227428.69    | 0.00%             | 2034-05-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $367841.68    | 0.00%             | 2052-07-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                  | Blackstone Holdings Finance Co LLC                                               | CUSIP: 000000000<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |      200000 | PA      | $236583.70    | 0.00%             | 2034-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   458600000 | PA      | $1429667.99   | 0.01%             | 2062-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $230782.13    | 0.00%             | 2029-06-08      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| URENCO FINANCE NV                                         | Urenco Finance NV                                                                | CUSIP: 000000000<br>LEI: 549300424FNJMWD3CO80 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $470945.94    | 0.00%             | 2032-06-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $312830.15    | 0.00%             | 2037-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HUHTAMAKI OYJ                                             | Huhtamaki Oyj                                                                    | CUSIP: 000000000<br>LEI: 5493007050SJVMXN6L29 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $241544.74    | 0.00%             | 2027-06-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BAWAG P.S.K.                                              | BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | CUSIP: 000000000<br>LEI: 529900ICA8XQYGIKR372 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $343111.84    | 0.00%             | 2030-03-08      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $359706.23    | 0.00%             | 2032-06-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |      700000 | PA      | $782881.70    | 0.01%             | 2033-06-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    61680000 | PA      | $9508917.68   | 0.08%             | 2032-06-06      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| NIBC BANK NV                                              | NIBC Bank NV                                                                     | CUSIP: 000000000<br>LEI: B64D6Y3LBJS4ANNPCU93 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $589312.34    | 0.01%             | 2027-06-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $267118.17    | 0.00%             | 2052-06-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                                  | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $964536.21    | 0.01%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                          | Duke Energy Corp                                                                 | CUSIP: 000000000<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      350000 | PA      | $418345.36    | 0.00%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MERCK FIN SERVICES GMBH                                   | Merck Financial Services GmbH                                                    | CUSIP: 000000000<br>LEI: 549300OELEN3ZS5RB682 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $117002.86    | 0.00%             | 2030-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    25000000 | PA      | $3854133.30   | 0.03%             | 2032-06-06      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      400000 | PA      | $489480.97    | 0.00%             | 2031-06-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1198000 | PA      | $1386744.16   | 0.01%             | 2032-06-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   100000000 | PA      | $15035004.25  | 0.13%             | 2029-06-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    35000000 | PA      | $5262251.49   | 0.05%             | 2029-06-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |      750000 | PA      | $873314.38    | 0.01%             | 2032-06-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Teleperformance SE                                        | Teleperformance SE                                                               | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $483113.78    | 0.00%             | 2029-06-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RENTOKIL INITIAL FINANCE                                  | Rentokil Initial Finance BV                                                      | CUSIP: 000000000<br>LEI: 2549005WL1W9GJ5TM121 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $375011.14    | 0.00%             | 2030-06-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   600000000 | PA      | $3836496.77   | 0.03%             | 2027-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CCF SFH SACA                                              | CCF SFH SACA                                                                     | CUSIP: 000000000<br>LEI: 969500HCJLWDO4YCYT40 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $355353.96    | 0.00%             | 2028-06-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EUROFINS SCIENTIFIC SE                                    | Eurofins Scientific SE                                                           | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |      381000 | PA      | $467844.93    | 0.00%             | 2029-07-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                   | BASF SE                                                                          | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $490180.27    | 0.00%             | 2032-06-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HAMBURG COMMERCIAL BANK                                   | Hamburg Commercial Bank AG                                                       | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $353801.00    | 0.00%             | 2027-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     6236000 | PA      | $7303456.33   | 0.06%             | 2027-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $772686.43    | 0.01%             | 2037-06-30      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1400000 | PA      | $1635689.69   | 0.01%             | 2029-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    14389000 | PA      | $17209318.74  | 0.15%             | 2027-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                  | Generali                                                                         | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $527700.81    | 0.00%             | 2032-07-06      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   113267000 | PA      | $5650442.58   | 0.05%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1551150000 | PA      | $9051058.37   | 0.08%             | 2032-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     8619000 | PA      | $9712553.63   | 0.08%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |     1200000 | PA      | $1344066.51   | 0.01%             | 2032-07-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   255350000 | PA      | $1001732.69   | 0.01%             | 2052-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    23180000 | PA      | $25808732.28  | 0.22%             | 2032-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHURCH COMMISSIONERS                                      | Church Commissioners for England                                                 | CUSIP: 000000000<br>LEI: 5493003JNKYFJ5I03G97 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $98777.87     | 0.00%             | 2052-07-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    40000000 | PA      | $1313024.49   | 0.01%             | 2028-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $564546.15    | 0.00%             | 2032-07-22      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   795300000 | PA      | $3769499.48   | 0.03%             | 2042-06-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                               | PepsiCo Inc                                                                      | CUSIP: 000000000<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      300000 | PA      | $380168.06    | 0.00%             | 2034-07-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  6000000000 | PA      | $4181652.19   | 0.04%             | 2027-09-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $213152.13    | 0.00%             | 2032-08-03      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     2068000 | PA      | $1699813.91   | 0.01%             | 2032-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    35730000 | PA      | $5232013.91   | 0.05%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    95000000 | PA      | $13911036.14  | 0.12%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     4800000 | PA      | $702010.33    | 0.01%             | 2027-06-17      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   131750000 | PA      | $20228745.02  | 0.18%             | 2032-07-18      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| CIE DE SAINT-GOBAIN SA                                    | Cie de Saint-Gobain SA                                                           | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $939663.62    | 0.01%             | 2028-06-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3918600000 | PA      | $2514282.27   | 0.02%             | 2052-09-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                   | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      500000 | PA      | $353379.55    | 0.00%             | 2032-08-12      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     2363000 | PA      | $2221154.85   | 0.02%             | 2072-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    25150000 | PA      | $1291548.13   | 0.01%             | 2030-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VOLVO TREASURY AB                                         | Volvo Treasury AB                                                                | CUSIP: 000000000<br>LEI: 549300PD69T87IGZG395 | Long             | DBT              | CORP              | SE        |      750000 | PA      | $882770.73    | 0.01%             | 2027-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   115100000 | PA      | $17640258.63  | 0.15%             | 2032-08-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     9000000 | PA      | $1379342.55   | 0.01%             | 2032-08-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| SR-BOLIGKREDITT AS                                        | SR-Boligkreditt AS                                                               | CUSIP: 000000000<br>LEI: 5493005EFLOPQ4K0ZF42 | Long             | DBT              | CORP              | NO        |      700000 | PA      | $818839.32    | 0.01%             | 2028-03-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ZURICH FINANCE IRELAND                                    | Zurich Finance Ireland Designated Activity Co                                    | CUSIP: 000000000<br>LEI: 549300E0FVHYR37EGX65 | Long             | DBT              | CORP              | IE        |      500000 | PA      | $680045.72    | 0.01%             | 2052-11-23      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $231737.70    | 0.00%             | 2032-08-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 85057000000 | PA      | $5216610.42   | 0.05%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   123850000 | PA      | $4319005.84   | 0.04%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $358238.08    | 0.00%             | 2030-08-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 44413000000 | PA      | $2755061.61   | 0.02%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                      | Jyske Realkredit A/S                                                             | CUSIP: 000000000<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |      500000 | PA      | $579372.69    | 0.01%             | 2029-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                  | CUSIP: 000000000<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      850000 | PA      | $1021661.72   | 0.01%             | 2028-08-25      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      850000 | PA      | $950679.26    | 0.01%             | 2032-08-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $120441.32    | 0.00%             | 2032-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DEUT PFANDBRIEFBANK AG                                    | Deutsche Pfandbriefbank AG                                                       | CUSIP: 000000000<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $239019.56    | 0.00%             | 2026-08-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $826840.63    | 0.01%             | 2028-08-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                  | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $532653.26    | 0.00%             | 2032-08-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NN GROUP NV                                               | NN Group NV                                                                      | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | DBT              | CORP              | NL        |      377000 | PA      | $483498.99    | 0.00%             | 2043-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $352966.55    | 0.00%             | 2029-08-30      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     3060000 | PA      | $3599681.85   | 0.03%             | 2027-04-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $348951.20    | 0.00%             | 2030-01-07      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    23300000 | PA      | $3565033.63   | 0.03%             | 2032-08-19      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     7000000 | PA      | $1071040.15   | 0.01%             | 2032-08-19      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AUTOROUTES DU SUD DE LA                                   | Autoroutes du Sud de la France SA                                                | CUSIP: 000000000<br>LEI: 213800U12KWYZEECZ934 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $689097.98    | 0.01%             | 2032-09-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      278000 | PA      | $318310.89    | 0.00%             | 2032-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      400000 | PA      | $473909.72    | 0.00%             | 2029-09-05      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN LB NIEDEROEST                                  | Raiffeisenlandesbank Niederoesterreich-Wien AG                                   | CUSIP: 000000000<br>LEI: 529900GPOO9ISPD1EE83 | Long             | DBT              | CORP              | AT        |      400000 | PA      | $456634.29    | 0.00%             | 2032-08-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $850026.78    | 0.01%             | 2029-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |   194450000 | PA      | $28359280.34  | 0.25%             | 2027-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    13000000 | PA      | $1895966.29   | 0.02%             | 2027-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    47600000 | PA      | $7105524.34   | 0.06%             | 2029-08-11      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     3000000 | PA      | $447827.16    | 0.00%             | 2029-08-11      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |     8000000 | PA      | $903101.49    | 0.01%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      650000 | PA      | $709444.00    | 0.01%             | 2038-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV                               | Groupe Bruxelles Lambert NV                                                      | CUSIP: 000000000<br>LEI: 549300KV0ZEHT2KVU152 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $239655.42    | 0.00%             | 2029-09-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $250170.58    | 0.00%             | 2032-12-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1195000 | PA      | $1399716.58   | 0.01%             | 2027-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $712880.47    | 0.01%             | 2027-09-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DANONE SA                                                 | Danone SA                                                                        | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $351558.32    | 0.00%             | 2032-09-07      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $245664.58    | 0.00%             | 2038-09-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                    | Korea Development Bank/The                                                       | CUSIP: 000000000<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |      400000 | PA      | $476544.40    | 0.00%             | 2027-09-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      200000 | PA      | $243050.92    | 0.00%             | 2027-09-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALLIANDER NV                                              | Alliander NV                                                                     | CUSIP: 000000000<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $831886.02    | 0.01%             | 2027-09-09      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $351059.22    | 0.00%             | 2030-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   123200000 | PA      | $18786490.08  | 0.16%             | 2032-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      142000 | PA      | $168632.40    | 0.00%             | 2027-09-13      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $721891.90    | 0.01%             | 2032-09-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   108460000 | PA      | $16538820.73  | 0.14%             | 2032-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                  | African Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $235478.10    | 0.00%             | 2029-09-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LA POSTE SA                                               | La Poste SA                                                                      | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $237212.79    | 0.00%             | 2028-09-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| AIR LIQUIDE FINANCE                                       | Air Liquide Finance SA                                                           | CUSIP: 000000000<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $233593.65    | 0.00%             | 2032-09-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                       | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $721999.42    | 0.01%             | 2027-09-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $354159.94    | 0.00%             | 2030-09-19      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NAT GRID ELECTY EM                                        | National Grid Electricity Distribution East Midlands PLC                         | CUSIP: 000000000<br>LEI: 549300KXFU5Q7NZE9L79 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $245094.92    | 0.00%             | 2032-09-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TELIA COMPANY AB                                          | Telia Co AB                                                                      | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | DBT              | CORP              | SE        |      800000 | PA      | $975598.04    | 0.01%             | 2082-12-21      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BK AUSTRIA AG                                   | UniCredit Bank Austria AG                                                        | CUSIP: 000000000<br>LEI: D1HEB8VEU6D9M8ZUXG17 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $356448.49    | 0.00%             | 2027-09-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTALE                                         | La Banque Postale SA                                                             | CUSIP: 000000000<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $696017.61    | 0.01%             | 2028-09-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     5355000 | PA      | $4813512.49   | 0.04%             | 2052-10-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   110440000 | PA      | $3949963.13   | 0.03%             | 2037-06-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR HYPOTEK                                  | Lansforsakringar Hypotek AB                                                      | CUSIP: 000000000<br>LEI: 5493001P7BX1N0JAG961 | Long             | DBT              | CORP              | SE        |    18000000 | PA      | $2052604.65   | 0.02%             | 2029-09-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1237000 | PA      | $1457845.62   | 0.01%             | 2030-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                    | Anglo American Capital PLC                                                       | CUSIP: 000000000<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $634321.56    | 0.01%             | 2032-09-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                              | Amprion GmbH                                                                     | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $360229.21    | 0.00%             | 2027-09-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SPAREBANKEN NORG BOLIGKR                                  | Sparebanken Norge Boligkreditt AS                                                | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6AO004 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $238077.37    | 0.00%             | 2027-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                          | DP World Ltd/United Arab Emirates                                                | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |      100000 | PA      | $133611.54    | 0.00%             | 2030-09-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      200000 | PA      | $246584.71    | 0.00%             | 2033-09-22      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| VIER GAS TRANSPORT GMBH                                   | Vier Gas Transport GmbH                                                          | CUSIP: 000000000<br>LEI: 529900AGED6PJE9AVL37 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $378352.81    | 0.00%             | 2032-09-26      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                  | Medtronic Global Holdings SCA                                                    | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |     1000000 | PA      | $1183903.51   | 0.01%             | 2034-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      800000 | PA      | $1035650.72   | 0.01%             | 2034-09-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      300000 | PA      | $372978.89    | 0.00%             | 2029-09-23      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 22030000000 | PA      | $1378804.72   | 0.01%             | 2038-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2000000000 | PA      | $1410298.82   | 0.01%             | 2072-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2394590000 | PA      | $1584174.42   | 0.01%             | 2042-09-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |     1300000 | PA      | $1548454.34   | 0.01%             | 2029-09-27      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     1900000 | PA      | $2210818.79   | 0.02%             | 2032-11-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                      | Raiffeisen Bank International AG                                                 | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $357095.40    | 0.00%             | 2026-09-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $606628.76    | 0.01%             | 2029-09-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      293000 | PA      | $352940.91    | 0.00%             | 2026-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1050000 | PA      | $1369408.04   | 0.01%             | 2029-09-27      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    11000000 | PA      | $1638507.98   | 0.01%             | 2029-09-05      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     2000000 | PA      | $297910.54    | 0.00%             | 2029-09-05      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| ACTION LOGEMENT SERVICES                                  | Action Logement Services                                                         | CUSIP: 000000000<br>LEI: 969500O2QYH3YW92C551 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $222175.72    | 0.00%             | 2037-09-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| INSTITUT CREDITO OFICIAL                                  | Instituto de Credito Oficial                                                     | CUSIP: 000000000<br>LEI: PJQDPSI1D8J2Q1IM3G17 | Long             | DBT              | NUSS              | ES        |      500000 | PA      | $597848.99    | 0.01%             | 2028-01-31      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |     1000000 | PA      | $1196525.08   | 0.01%             | 2027-10-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    17300000 | PA      | $2594699.11   | 0.02%             | 2029-09-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| INVESTITIONSBANK BERLIN                                   | Investitionsbank Berlin                                                          | CUSIP: 000000000<br>LEI: 529900OBCZMX3TFA0673 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $477935.28    | 0.00%             | 2027-10-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1764200000 | PA      | $10230699.65  | 0.09%             | 2032-09-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $357068.61    | 0.00%             | 2026-10-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                  | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |      200000 | PA      | $239816.02    | 0.00%             | 2029-10-31      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      200000 | PA      | $213898.13    | 0.00%             | 2043-01-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $616093.34    | 0.01%             | 2030-10-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $1022674.09   | 0.01%             | 2034-10-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $498647.66    | 0.00%             | 2029-10-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EUROCLEAR BANK SA                                         | Euroclear Bank SA                                                                | CUSIP: 000000000<br>LEI: 549300OZ46BRLZ8Y6F65 | Long             | DBT              | CORP              | BE        |      500000 | PA      | $604440.15    | 0.01%             | 2027-10-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     5080000 | PA      | $3350879.12   | 0.03%             | 2036-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $604482.00    | 0.01%             | 2029-02-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   374200000 | PA      | $1504989.97   | 0.01%             | 2052-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |      900000 | PA      | $1083705.01   | 0.01%             | 2027-10-19      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1132600000 | PA      | $7192799.07   | 0.06%             | 2027-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1203003.65   | 0.01%             | 2028-01-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |   132310000 | PA      | $20352477.93  | 0.18%             | 2032-10-14      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4120000 | PA      | $4854641.94   | 0.04%             | 2029-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    57877000 | PA      | $2048703.87   | 0.02%             | 2033-06-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   681100000 | PA      | $3320146.50   | 0.03%             | 2042-09-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| DEUT PFANDBRIEFBANK AG                                    | Deutsche Pfandbriefbank AG                                                       | CUSIP: 000000000<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $238463.88    | 0.00%             | 2027-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEDER FINANCIERINGS-MAAT                                  | Nederlandse Financierings-Maatschappij voor Ontwikkelingslanden NV               | CUSIP: 000000000<br>LEI: XTC5E2QFTEF0435JWL77 | Long             | DBT              | NUSS              | NL        |      200000 | PA      | $240242.69    | 0.00%             | 2027-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TALANX AG                                                 | Talanx AG                                                                        | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $123117.56    | 0.00%             | 2029-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   308950000 | PA      | $45324266.43  | 0.39%             | 2027-10-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     8000000 | PA      | $1173633.70   | 0.01%             | 2027-10-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3500000000 | PA      | $2529583.88   | 0.02%             | 2032-12-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HAMBURG COMMERCIAL BANK                                   | Hamburg Commercial Bank AG                                                       | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $237803.18    | 0.00%             | 2026-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   400000000 | PA      | $509918.42    | 0.00%             | 2034-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SP KIINNITYSLUOTTOPANKKI                                  | SP-Kiinnitysluottopankki Oyj                                                     | CUSIP: 000000000<br>LEI: 7437001BISR7R2A9KX89 | Long             | DBT              | CORP              | FI        |      450000 | PA      | $540670.20    | 0.00%             | 2027-11-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                               | Bouygues SA                                                                      | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $394836.26    | 0.00%             | 2042-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                               | Bouygues SA                                                                      | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $509725.06    | 0.00%             | 2032-06-07      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $242484.50    | 0.00%             | 2027-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1000000 | PA      | $254193.85    | 0.00%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    61380000 | PA      | $1959424.74   | 0.02%             | 2026-06-17      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    66930000 | PA      | $11149938.68  | 0.10%             | 2052-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    59900000 | PA      | $9111290.16   | 0.08%             | 2032-10-24      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    18100000 | PA      | $2753161.14   | 0.02%             | 2032-10-24      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                      | Suez SACA                                                                        | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $384510.67    | 0.00%             | 2032-11-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                      | Suez SACA                                                                        | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $619274.85    | 0.01%             | 2028-11-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4972000 | PA      | $6404267.02   | 0.06%             | 2033-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                   | Honeywell International Inc                                                      | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      352000 | PA      | $432942.71    | 0.00%             | 2034-11-02      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      700000 | PA      | $834871.82    | 0.01%             | 2027-09-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      400000 | PA      | $480406.65    | 0.00%             | 2026-11-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                     | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $606284.87    | 0.01%             | 2032-11-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    13040000 | PA      | $3999360.07   | 0.03%             | 2028-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $488452.04    | 0.00%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     6851000 | PA      | $4469085.22   | 0.04%             | 2034-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6024000 | PA      | $7457274.33   | 0.06%             | 2038-01-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JYSKE BANK A/S                                            | Jyske Bank A/S                                                                   | CUSIP: 000000000<br>LEI: 3M5E1GQGKL17HI6CPN30 | Long             | DBT              | CORP              | DK        |      550000 | PA      | $667367.36    | 0.01%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                             | CUSIP: 09857LAU2<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      535000 | PA      | $641641.82    | 0.01%             | 2026-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                             | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      525000 | PA      | $662902.49    | 0.01%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      200000 | PA      | $139286.48    | 0.00%             | 2026-02-17      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      750000 | PA      | $978239.39    | 0.01%             | 2029-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO INC                                     | Great-West Lifeco Inc                                                            | CUSIP: 000000000<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $126144.84    | 0.00%             | 2029-11-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     8123000 | PA      | $10096815.55  | 0.09%             | 2029-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AIRSERVICES AUSTRALIA                                     | Airservices Australia                                                            | CUSIP: 000000000<br>LEI: 984500E3D9SF5M749X15 | Long             | DBT              | NUSS              | AU        |      200000 | PA      | $141747.09    | 0.00%             | 2028-11-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ADIDAS AG                                                 | adidas AG                                                                        | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $240959.99    | 0.00%             | 2029-11-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                  | Thermo Fisher Scientific Inc                                                     | CUSIP: 000000000<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      100000 | PA      | $120889.01    | 0.00%             | 2034-11-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $507193.67    | 0.00%             | 2034-11-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $870120.06    | 0.01%             | 2030-02-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      250000 | PA      | $304967.67    | 0.00%             | 2027-02-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     2910000 | PA      | $1729374.64   | 0.01%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     4567000 | PA      | $5396977.99   | 0.05%             | 2033-02-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ASR NEDERLAND NV                                          | ASR Nederland NV                                                                 | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $562808.35    | 0.00%             | 2043-12-07      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $125353.83    | 0.00%             | 2033-02-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      200000 | PA      | $285873.78    | 0.00%             | 2033-11-18      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| ARVAL SERVICE LEASE SA/F                                  | Arval Service Lease SA/France                                                    | CUSIP: 000000000<br>LEI: 969500UCL6ROAHVXQV60 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1335374.02   | 0.01%             | 2027-05-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                              | DNB Bank ASA                                                                     | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |      400000 | PA      | $489870.47    | 0.00%             | 2033-02-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FRESENIUS SE & CO KGAA                                    | Fresenius SE & Co KGaA                                                           | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $253721.63    | 0.00%             | 2029-11-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANKINTER SA                                              | Bankinter SA                                                                     | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $480623.07    | 0.00%             | 2028-05-29      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Bertelsmann SE & Co. KGaA                                 | Bertelsmann SE & Co. KGaA                                                        | CUSIP: 000000000<br>LEI: 5299001BUUGXAREGE533 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $482389.82    | 0.00%             | 2029-05-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      600000 | PA      | $718177.89    | 0.01%             | 2027-11-29      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                       | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $497518.02    | 0.00%             | 2032-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $913717.20    | 0.01%             | 2034-01-29      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| GSK CAPITAL BV                                            | GSK Capital BV                                                                   | CUSIP: 000000000<br>LEI: 549300ZGXDBU2ZV6RP76 | Long             | DBT              | CORP              | NL        |      450000 | PA      | $532553.37    | 0.00%             | 2032-11-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3964000 | PA      | $4815065.46   | 0.04%             | 2028-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                        | Metropolitan Life Global Funding I                                               | CUSIP: 000000000<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      350000 | PA      | $428445.34    | 0.00%             | 2030-12-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $477561.69    | 0.00%             | 2027-12-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VODAFONE INTERNAT FINANC                                  | Vodafone International Financing DAC                                             | CUSIP: 000000000<br>LEI: 2138004BCYGT82KFW603 | Long             | DBT              | CORP              | IE        |      450000 | PA      | $540554.52    | 0.00%             | 2034-12-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $739513.15    | 0.01%             | 2030-12-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $364633.26    | 0.00%             | 2029-12-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1425000 | PA      | $1596970.33   | 0.01%             | 2037-12-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   105000000 | PA      | $5665085.02   | 0.05%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     8170000 | PA      | $1236081.63   | 0.01%             | 2029-12-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| ARKEA PUBLIC SECTOR SCF                                   | Arkea Public Sector SCF SA                                                       | CUSIP: 000000000<br>LEI: 9695002BGH4R9KJFC936 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1087095.87   | 0.01%             | 2031-01-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN LB NIEDEROEST                                  | Raiffeisenlandesbank Niederoesterreich-Wien AG                                   | CUSIP: 000000000<br>LEI: 529900GPOO9ISPD1EE83 | Long             | DBT              | CORP              | AT        |      500000 | PA      | $604650.23    | 0.01%             | 2030-01-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $739922.79    | 0.01%             | 2030-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $684190.01    | 0.01%             | 2026-02-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      583000 | PA      | $721668.26    | 0.01%             | 2031-01-10      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1125450.84   | 0.01%             | 2033-01-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     2680000 | PA      | $3196576.66   | 0.03%             | 2033-02-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     9880000 | PA      | $12685328.82  | 0.11%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JCDECAUX SE                                               | JCDecaux SE                                                                      | CUSIP: 000000000<br>LEI: 9695009KV7AFPDEI5S30 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $626799.41    | 0.01%             | 2029-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                               | Swedbank AB                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |      800000 | PA      | $984153.73    | 0.01%             | 2028-07-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      100000 | PA      | $121785.37    | 0.00%             | 2030-01-09      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $231575.93    | 0.00%             | 2043-01-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1613500000 | PA      | $9505013.40   | 0.08%             | 2032-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $724461.87    | 0.01%             | 2029-08-16      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $122175.21    | 0.00%             | 2035-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     3648000 | PA      | $4330027.68   | 0.04%             | 2033-02-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $844880.44    | 0.01%             | 2028-01-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                        | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |      800000 | PA      | $986944.83    | 0.01%             | 2033-04-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $608932.73    | 0.01%             | 2028-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                     | Bank of Ireland Group PLC                                                        | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |      400000 | PA      | $490323.78    | 0.00%             | 2028-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ABB FINANCE BV                                            | ABB Finance BV                                                                   | CUSIP: 000000000<br>LEI: 5493004JXXFB454B6L79 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $121199.48    | 0.00%             | 2031-01-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                  | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |      500000 | PA      | $664572.02    | 0.01%             | 2031-04-16      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                  | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $252381.19    | 0.00%             | 2028-04-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2260000 | PA      | $2837018.04   | 0.02%             | 2043-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    12980000 | PA      | $15097892.50  | 0.13%             | 2033-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   432300000 | PA      | $1825565.61   | 0.02%             | 2052-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                                       | Swedbank Hypotek AB                                                              | CUSIP: 000000000<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |     2000000 | PA      | $227990.51    | 0.00%             | 2028-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORDDEUTSCHE LANDESBANK                                   | Norddeutsche Landesbank-Girozentrale                                             | CUSIP: 000000000<br>LEI: DSNHHQ2B9X5N6OUJ1236 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $718933.81    | 0.01%             | 2030-03-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ABERTIS FRANCE SAS                                        | Abertis France SAS                                                               | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $123636.62    | 0.00%             | 2030-03-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $494291.14    | 0.00%             | 2033-01-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $599901.04    | 0.01%             | 2027-07-17      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                  | Export Development Canada                                                        | CUSIP: 000000000<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $1199925.09   | 0.01%             | 2028-01-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                             | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |      400000 | PA      | $465076.19    | 0.00%             | 2035-01-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   455350000 | PA      | $2892435.51   | 0.03%             | 2027-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                  | Export Development Canada                                                        | CUSIP: 000000000<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $136826.14    | 0.00%             | 2026-02-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $752492.78    | 0.01%             | 2035-01-25      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                             | AIB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     1050000 | PA      | $1298641.93   | 0.01%             | 2029-07-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   130000000 | PA      | $19198396.26  | 0.17%             | 2028-01-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     8480000 | PA      | $10076655.90  | 0.09%             | 2028-04-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |     2000000 | PA      | $230684.07    | 0.00%             | 2028-06-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 SOR-NORGE                                     | SpareBank 1 Sor-Norge ASA                                                        | CUSIP: 000000000<br>LEI: 549300Q3OIWRHQUQM052 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $242128.67    | 0.00%             | 2027-11-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                                   | Autostrade per l'Italia SpA                                                      | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $253611.57    | 0.00%             | 2031-01-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                          | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $474885.63    | 0.00%             | 2029-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   664050000 | PA      | $3386953.69   | 0.03%             | 2042-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                    | Nordic Investment Bank                                                           | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $354982.58    | 0.00%             | 2030-01-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $405432.34    | 0.00%             | 2035-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $238320.94    | 0.00%             | 2053-01-25      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                               | Eurobank SA                                                                      | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |      850000 | PA      | $1086805.51   | 0.01%             | 2029-01-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    10600000 | PA      | $3207485.12   | 0.03%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HYPO NOE LB NOE WIEN AG                                   | HYPO NOE Landesbank fuer Niederoesterreich und Wien AG                           | CUSIP: 000000000<br>LEI: 5493007BWYDPQZLZ0Y27 | Long             | DBT              | CORP              | AT        |     1000000 | PA      | $1202800.17   | 0.01%             | 2027-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REGION OF ILE DE FRANCE                                   | Region of Ile de France                                                          | CUSIP: 000000000<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $712089.37    | 0.01%             | 2031-04-30      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      250000 | PA      | $289104.54    | 0.00%             | 2043-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORDEA HYPOTEK AB                                         | Nordea Hypotek AB                                                                | CUSIP: 000000000<br>LEI: 5493000K2HPWIF6MFO29 | Long             | DBT              | CORP              | SE        |    24000000 | PA      | $2773113.58   | 0.02%             | 2028-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS HOMELOAN SFH                                  | BNP Paribas Home Loan SFH SA                                                     | CUSIP: 000000000<br>LEI: 969500O7DJZNM0F0Z036 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1079685.19   | 0.01%             | 2030-01-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ILE DE FRANCE MOBILITES                                   | Ile-de-France Mobilites                                                          | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $214538.81    | 0.00%             | 2043-05-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ARKEA HOME LOANS                                          | Arkea Home Loans SFH SA                                                          | CUSIP: 000000000<br>LEI: 9695003L69OAFQ15LD18 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $358604.27    | 0.00%             | 2027-03-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     5980000 | PA      | $7197429.69   | 0.06%             | 2033-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |     1100000 | PA      | $1126023.70   | 0.01%             | 2053-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     2036000 | PA      | $2271020.87   | 0.02%             | 2038-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    11000000 | PA      | $2823114.00   | 0.02%             | 2028-07-31      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                   | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $246642.41    | 0.00%             | 2033-02-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                     | International Business Machines Corp.                                            | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $121604.69    | 0.00%             | 2031-02-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      400000 | PA      | $458199.73    | 0.00%             | 2043-02-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     4550000 | PA      | $2978587.18   | 0.03%             | 2035-08-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 11100000000 | PA      | $7742214.30   | 0.07%             | 2028-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                   | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      550000 | PA      | $403700.68    | 0.00%             | 2038-02-10      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                           | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $123112.47    | 0.00%             | 2035-02-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      600000 | PA      | $732963.67    | 0.01%             | 2027-08-03      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    54550000 | PA      | $8040785.56   | 0.07%             | 2028-02-06      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    11500000 | PA      | $1110789.58   | 0.01%             | 2033-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE INTERNAT FINANC                                  | Vodafone International Financing DAC                                             | CUSIP: 000000000<br>LEI: 2138004BCYGT82KFW603 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $225376.88    | 0.00%             | 2043-02-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      450000 | PA      | $533179.06    | 0.00%             | 2043-02-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN NETH                                  | Imperial Brands Finance Netherlands BV                                           | CUSIP: 000000000<br>LEI: 724500GIEFJOBWGD0272 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $384614.80    | 0.00%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  8840800000 | PA      | $5819859.09   | 0.05%             | 2053-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                                  | Denmark Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |    21725000 | PA      | $3388097.02   | 0.03%             | 2033-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CAISSE DES DEPOTS ET CON                                  | Caisse des Depots et Consignations                                               | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $591011.53    | 0.01%             | 2033-05-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     2200000 | PA      | $2641125.93   | 0.02%             | 2028-07-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                                               | ING Bank NV                                                                      | CUSIP: 000000000<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $715353.35    | 0.01%             | 2033-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                        | General Motors Financial Co., Inc.                                               | CUSIP: 000000000<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      125000 | PA      | $154403.05    | 0.00%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                                   | Temasek Financial I Ltd                                                          | CUSIP: 000000000<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |      400000 | PA      | $485126.10    | 0.00%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                                  | South Australian Government Financing Authority                                  | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |     1740000 | PA      | $1128459.80   | 0.01%             | 2038-05-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $692285.28    | 0.01%             | 2028-08-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      600000 | PA      | $735036.12    | 0.01%             | 2029-02-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                      | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $252371.99    | 0.00%             | 2033-08-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $721244.26    | 0.01%             | 2029-10-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     1700000 | PA      | $2017249.42   | 0.02%             | 2032-02-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      500000 | PA      | $603022.32    | 0.01%             | 2028-02-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                                  | Caisse de Refinancement de l'Habitat SA                                          | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1069890.09   | 0.01%             | 2033-02-23      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $256299.97    | 0.00%             | 2034-02-20      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $500253.34    | 0.00%             | 2035-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $422967.24    | 0.00%             | 2033-05-20      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1079568.75   | 0.01%             | 2027-06-22      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                                    | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |      600000 | PA      | $723746.82    | 0.01%             | 2030-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $361039.65    | 0.00%             | 2043-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $493831.74    | 0.00%             | 2031-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $716910.74    | 0.01%             | 2032-02-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INTL FUND II                                     | Prologis International Funding II SA                                             | CUSIP: 000000000<br>LEI: 213800JNRWW2C9DWI388 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $501546.19    | 0.00%             | 2035-02-21      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KBC BANK NV                                               | KBC Bank NV                                                                      | CUSIP: 000000000<br>LEI: 6B2PBRV1FCJDMR45RZ53 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $358784.48    | 0.00%             | 2027-02-22      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     6400000 | PA      | $1704097.35   | 0.01%             | 2043-08-14      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |      600000 | PA      | $723960.31    | 0.01%             | 2028-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      100000 | PA      | $131254.44    | 0.00%             | 2033-02-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      600000 | PA      | $704388.83    | 0.01%             | 2043-02-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $787272.58    | 0.01%             | 2043-02-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $118873.05    | 0.00%             | 2036-02-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |   145180000 | PA      | $22545403.26  | 0.20%             | 2033-02-13      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     3000000 | PA      | $465878.29    | 0.00%             | 2033-02-13      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  2317350000 | PA      | $14692108.31  | 0.13%             | 2027-12-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     2000000 | PA      | $228260.02    | 0.00%             | 2028-11-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      900000 | PA      | $1088802.49   | 0.01%             | 2028-05-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                 | Kering SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $235702.76    | 0.00%             | 2033-02-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROCHE FINANCE EUROPE BV                                   | Roche Finance Europe BV                                                          | CUSIP: 000000000<br>LEI: 724500MMYDP2MJLGB718 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $359578.30    | 0.00%             | 2035-02-27      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV                                  | Tesco Corporate Treasury Services PLC                                            | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $124551.54    | 0.00%             | 2031-02-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROCHE FINANCE EUROPE BV                                   | Roche Finance Europe BV                                                          | CUSIP: 000000000<br>LEI: 724500MMYDP2MJLGB718 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $362898.59    | 0.00%             | 2029-08-27      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $841870.21    | 0.01%             | 2032-09-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1119865.51   | 0.01%             | 2030-03-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     2400000 | PA      | $2900579.28   | 0.03%             | 2030-03-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4530000 | PA      | $5562039.16   | 0.05%             | 2039-07-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                   | Yorkshire Water Finance PLC                                                      | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $275773.60    | 0.00%             | 2030-04-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INVESTITIONSBANK BERLIN                                   | Investitionsbank Berlin                                                          | CUSIP: 000000000<br>LEI: 529900OBCZMX3TFA0673 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $599009.06    | 0.01%             | 2033-03-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY LUXEMBOURG                                    | State of the Grand-Duchy of Luxembourg                                           | CUSIP: 000000000<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | NUSS              | LU        |      533000 | PA      | $642375.65    | 0.01%             | 2033-03-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    82600000 | PA      | $12829814.42  | 0.11%             | 2033-02-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     5000000 | PA      | $776623.15    | 0.01%             | 2033-02-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                           | AstraZeneca PLC                                                                  | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $617452.14    | 0.01%             | 2032-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      319000 | PA      | $429639.22    | 0.00%             | 2033-03-08      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      850000 | PA      | $1047692.29   | 0.01%             | 2029-03-02      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $243240.35    | 0.00%             | 2028-03-07      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $622189.64    | 0.01%             | 2030-03-07      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      300000 | PA      | $371375.30    | 0.00%             | 2035-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                   | BASF SE                                                                          | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $125395.33    | 0.00%             | 2032-03-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                   | BASF SE                                                                          | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $254512.71    | 0.00%             | 2035-03-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROXIMUS SADP                                             | Proximus SADP                                                                    | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | DBT              | CORP              | BE        |      700000 | PA      | $862641.31    | 0.01%             | 2030-03-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     1000000 | PA      | $679873.17    | 0.01%             | 2033-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      600000 | PA      | $439923.71    | 0.00%             | 2038-03-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1453714.85   | 0.01%             | 2031-09-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      678000 | PA      | $859250.21    | 0.01%             | 2032-03-10      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                | NBN Co Ltd                                                                       | CUSIP: 000000000<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |      850000 | PA      | $1074575.56   | 0.01%             | 2033-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      500000 | PA      | $617506.27    | 0.01%             | 2029-09-13      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $617542.84    | 0.01%             | 2030-03-13      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     4710000 | PA      | $2906969.64   | 0.03%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     9600000 | PA      | $1484824.46   | 0.01%             | 2033-03-06      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     6371000 | PA      | $7706153.04   | 0.07%             | 2034-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                              | DNB Bank ASA                                                                     | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |      700000 | PA      | $854061.70    | 0.01%             | 2029-03-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA DI CRED FIN                                    | Mediobanca Banca di Credito Finanziario SpA                                      | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | DBT              | CORP              | IT        |     1050000 | PA      | $1273109.18   | 0.01%             | 2028-03-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                   | Magna International Inc                                                          | CUSIP: 000000000<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $375266.59    | 0.00%             | 2032-03-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                     | Global Payments, Inc.                                                            | CUSIP: 000000000<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      300000 | PA      | $373102.51    | 0.00%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED                                          | ASB Bank Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |      750000 | PA      | $908816.84    | 0.01%             | 2027-03-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     4800000 | PA      | $1225910.64   | 0.01%             | 2038-02-24      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    83400000 | PA      | $12311639.19  | 0.11%             | 2028-03-08      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                               | Heineken NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $739489.72    | 0.01%             | 2035-03-23      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NESTE OYJ                                                 | Neste Oyj                                                                        | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | DBT              | CORP              | FI        |      300000 | PA      | $366068.15    | 0.00%             | 2029-03-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $493519.88    | 0.00%             | 2029-03-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WESSEX WATER SERVS FIN                                    | Wessex Water Services Finance PLC                                                | CUSIP: 000000000<br>LEI: 213800B9BFRCA1YMEI57 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $269848.25    | 0.00%             | 2032-10-31      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   103000000 | PA      | $15630936.54  | 0.14%             | 2030-03-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   176430000 | PA      | $31578255.95  | 0.27%             | 2073-03-25      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    49660000 | PA      | $8888376.07   | 0.08%             | 2073-03-25      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      100000 | PA      | $141938.41    | 0.00%             | 2033-03-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      400000 | PA      | $583128.65    | 0.01%             | 2038-04-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                   | Societe Des Grands Projets EPIC                                                  | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $523971.90    | 0.00%             | 2053-05-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                               | CUSIP: 000000000<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      800000 | PA      | $975893.62    | 0.01%             | 2028-04-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATL GAS TRANSMISSION                                     | National Gas Transmission PLC                                                    | CUSIP: 000000000<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $247534.28    | 0.00%             | 2030-04-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Siemens Energy Finance BV                                 | Siemens Energy Finance BV                                                        | CUSIP: 000000000<br>LEI: 529900GXHPSHYHBLHP23 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $493508.87    | 0.00%             | 2029-04-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    14050000 | PA      | $3821469.59   | 0.03%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO                                  | Korea Housing Finance Corp                                                       | CUSIP: 000000000<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |      400000 | PA      | $481728.75    | 0.00%             | 2027-04-11      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                                       | Swedbank Hypotek AB                                                              | CUSIP: 000000000<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |     1250000 | PA      | $1509254.00   | 0.01%             | 2028-07-05      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1426550000 | PA      | $8362890.17   | 0.07%             | 2033-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                         | Council Of Europe Development Bank                                               | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |     1200000 | PA      | $1440188.80   | 0.01%             | 2030-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VSEOBECNA UVEROVA BANKA                                   | Vseobecna Uverova Banka AS                                                       | CUSIP: 000000000<br>LEI: 549300JB1P61FUTPEZ75 | Long             | DBT              | CORP              | SK        |      300000 | PA      | $358541.81    | 0.00%             | 2026-10-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     2770000 | PA      | $3301240.56   | 0.03%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2200000 | PA      | $2772356.43   | 0.02%             | 2031-10-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $654497.55    | 0.01%             | 2043-07-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $603626.11    | 0.01%             | 2028-04-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    17310000 | PA      | $20413611.25  | 0.18%             | 2033-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1447637.34   | 0.01%             | 2030-10-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $503943.10    | 0.00%             | 2030-01-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      450000 | PA      | $523649.80    | 0.00%             | 2038-04-14      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CPUK FINANCE LTD                                          | CPUK Finance Ltd                                                                 | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $284874.26    | 0.00%             | 2031-08-28      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1820000000 | PA      | $11502098.82  | 0.10%             | 2028-03-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                                  | New Zealand Local Government Funding Agency Bond                                 | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |      600000 | PA      | $368472.21    | 0.00%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POST HOME LOAN                                  | La Banque Postale Home Loan SFH SA                                               | CUSIP: 000000000<br>LEI: 969500D5PFMTWUYSUF61 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $482191.02    | 0.00%             | 2029-02-19      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER TOTTA SA                                  | Banco Santander Totta SA                                                         | CUSIP: 000000000<br>LEI: 549300URJH9VSI58CS32 | Long             | DBT              | CORP              | PT        |      200000 | PA      | $242266.61    | 0.00%             | 2028-04-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      500000 | PA      | $603942.35    | 0.01%             | 2030-04-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3108130000 | PA      | $2163983.41   | 0.02%             | 2026-06-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    12930000 | PA      | $16012053.93  | 0.14%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |     1222000 | PA      | $1479158.05   | 0.01%             | 2029-04-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $984134.76    | 0.01%             | 2031-04-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $612051.53    | 0.01%             | 2029-04-25      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                             | Eurogrid GmbH                                                                    | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $365692.90    | 0.00%             | 2030-04-27      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    57140000 | PA      | $9636268.62   | 0.08%             | 2053-04-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   198730000 | PA      | $33514449.83  | 0.29%             | 2053-04-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     2310000 | PA      | $2428924.31   | 0.02%             | 2053-10-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $595687.56    | 0.01%             | 2033-06-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1200000 | PA      | $1449852.77   | 0.01%             | 2029-05-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    15436000 | PA      | $9796628.26   | 0.08%             | 2034-12-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME BUNDESLAENDER                                  | Gemeinsame Deutsche Bundeslaender                                                | CUSIP: 000000000<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $240884.34    | 0.00%             | 2030-04-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $346455.00    | 0.00%             | 2028-05-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  5500000000 | PA      | $3730558.07   | 0.03%             | 2033-06-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   435000000 | PA      | $2094999.13   | 0.02%             | 2043-03-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    16587000 | PA      | $19874854.82  | 0.17%             | 2029-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $372974.09    | 0.00%             | 2030-05-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sydney Airport Finance Co. Pty. Ltd.                      | Sydney Airport Finance Co. Pty. Ltd.                                             | CUSIP: 000000000<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |      600000 | PA      | $749442.14    | 0.01%             | 2033-05-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  1900000000 | PA      | $2271042.04   | 0.02%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5950000 | PA      | $7638050.11   | 0.07%             | 2033-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1290000 | PA      | $1500952.32   | 0.01%             | 2033-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |      900000 | PA      | $1089545.11   | 0.01%             | 2028-05-03      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTALE                                         | La Banque Postale SA                                                             | CUSIP: 000000000<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1342783.08   | 0.01%             | 2028-05-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NN GROUP NV                                               | NN Group NV                                                                      | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $134003.26    | 0.00%             | 2043-11-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SIKA CAPITAL BV                                           | Sika Capital BV                                                                  | CUSIP: 000000000<br>LEI: 549300QW8B2Z3FSBS808 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $305530.02    | 0.00%             | 2030-05-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     4236000 | PA      | $4992686.91   | 0.04%             | 2038-10-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     1380000 | PA      | $1649268.30   | 0.01%             | 2033-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $481225.46    | 0.00%             | 2028-05-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                            | Var Energi ASA                                                                   | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      600000 | PA      | $758071.27    | 0.01%             | 2029-05-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     2458000 | PA      | $1573390.85   | 0.01%             | 2036-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    61440000 | PA      | $3124837.51   | 0.03%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      750000 | PA      | $915547.00    | 0.01%             | 2028-05-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TDC NET AS                                                | TDC Net AS                                                                       | CUSIP: 000000000<br>LEI: 549300SH2G3R15Y3FX20 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $265093.93    | 0.00%             | 2031-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                           | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $759998.12    | 0.01%             | 2031-05-10      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                                   | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |      450000 | PA      | $539762.70    | 0.00%             | 2028-05-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $138307.88    | 0.00%             | 2028-05-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     5568000 | PA      | $1807804.75   | 0.02%             | 2029-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      450000 | PA      | $538662.07    | 0.00%             | 2027-05-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      500000 | PA      | $632500.80    | 0.01%             | 2028-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS BV                                     | BP Capital Markets BV                                                            | CUSIP: 000000000<br>LEI: 7245003VD7E4T30HJD24 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $248381.71    | 0.00%             | 2035-05-12      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                    | Booking Holdings, Inc.                                                           | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      200000 | PA      | $247178.11    | 0.00%             | 2033-05-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                      | American Tower Corp.                                                             | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      400000 | PA      | $506277.63    | 0.00%             | 2031-05-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $959572.73    | 0.01%             | 2033-05-19      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DANSKE KIINNITYSLUOTTOPA                                  | Danske Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437003G88EHT2TMK409 | Long             | DBT              | CORP              | FI        |      300000 | PA      | $358707.91    | 0.00%             | 2027-01-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                          | Deutsche Bahn AG                                                                 | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $241208.83    | 0.00%             | 2033-05-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1361662.19   | 0.01%             | 2034-11-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                   | Honeywell International Inc                                                      | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      100000 | PA      | $121236.25    | 0.00%             | 2032-05-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DANSKE HYPOTEK AB                                         | Danske Hypotek AB                                                                | CUSIP: 000000000<br>LEI: 549300R24NNCTGT7CW53 | Long             | DBT              | CORP              | SE        |     8000000 | PA      | $925601.91    | 0.01%             | 2028-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1106550000 | PA      | $6977986.67   | 0.06%             | 2028-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                    | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |     1150000 | PA      | $1381089.63   | 0.01%             | 2030-05-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1232054.65   | 0.01%             | 2029-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Australia Pacific Airports Melbourne Pty. Ltd.            | Australia Pacific Airports Melbourne Pty. Ltd.                                   | CUSIP: 000000000<br>LEI: 549300AO4NFQPL3JBB37 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $250791.48    | 0.00%             | 2033-05-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      450000 | PA      | $574228.14    | 0.00%             | 2030-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $498542.27    | 0.00%             | 2033-05-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DANONE SA                                                 | Danone SA                                                                        | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $844863.70    | 0.01%             | 2031-05-22      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $274739.82    | 0.00%             | 2028-05-24      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $127515.13    | 0.00%             | 2033-05-23      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $238161.00    | 0.00%             | 2035-05-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1263000 | PA      | $1514950.87   | 0.01%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                 | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      200000 | PA      | $253271.65    | 0.00%             | 2033-05-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $622117.83    | 0.01%             | 2033-05-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                    | Korea Development Bank/The                                                       | CUSIP: 000000000<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |      500000 | PA      | $605594.06    | 0.01%             | 2028-05-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                  | Johnson Controls International plc                                               | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |      430000 | PA      | $535848.43    | 0.00%             | 2035-05-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1450000 | PA      | $1740998.83   | 0.02%             | 2030-07-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                      | Jyske Realkredit A/S                                                             | CUSIP: 000000000<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |      400000 | PA      | $486846.19    | 0.00%             | 2030-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                              | Fiserv, Inc.                                                                     | CUSIP: 000000000<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      200000 | PA      | $247256.39    | 0.00%             | 2031-05-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORTUM OYJ                                                | Fortum Oyj                                                                       | CUSIP: 000000000<br>LEI: 635400IUIZZIUJSAMF76 | Long             | DBT              | CORP              | FI        |      650000 | PA      | $817566.81    | 0.01%             | 2033-05-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WPP FINANCE SA                                            | WPP Finance SA                                                                   | CUSIP: 000000000<br>LEI: 549300KWN0W6L03WNN80 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $608762.38    | 0.01%             | 2028-05-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   240520000 | PA      | $36782382.13  | 0.32%             | 2033-05-22      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| AKTIA BANK                                                | Aktia Bank Oyj                                                                   | CUSIP: 000000000<br>LEI: 743700GC62JLHFBUND16 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $240655.49    | 0.00%             | 2027-05-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $768935.77    | 0.01%             | 2034-05-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1206759.20   | 0.01%             | 2030-05-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                  | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $381504.58    | 0.00%             | 2033-05-26      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                  | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $716690.78    | 0.01%             | 2026-08-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                  | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $371664.78    | 0.00%             | 2029-08-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CREDITO EMILIANO SPA                                      | Credito Emiliano SpA                                                             | CUSIP: 000000000<br>LEI: 8156004B244AA70DE787 | Long             | DBT              | CORP              | IT        |      150000 | PA      | $188837.99    | 0.00%             | 2029-05-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| STORA ENSO OYJ                                            | Stora Enso Oyj                                                                   | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $245902.54    | 0.00%             | 2029-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DEXIA                                                     | Dexia SA                                                                         | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $962090.13    | 0.01%             | 2028-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NOVO BANCO SA                                             | Novo Banco SA                                                                    | CUSIP: 000000000<br>LEI: 5493009W2E2YDCXY6S81 | Long             | DBT              | CORP              | PT        |      200000 | PA      | $273501.01    | 0.00%             | 2033-12-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS                                  | AusNet Services Holdings Pty Ltd                                                 | CUSIP: 000000000<br>LEI: TTMIG9TE1S0X3ZPDHD61 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $288303.72    | 0.00%             | 2033-05-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $201705.92    | 0.00%             | 2033-06-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ROBERT BOSCH GMBH                                         | Robert Bosch GmbH                                                                | CUSIP: 000000000<br>LEI: 529900F0LT5OP4SV6122 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $708076.01    | 0.01%             | 2043-06-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   534600000 | PA      | $1817059.11   | 0.02%             | 2063-03-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   452500000 | PA      | $69526576.48  | 0.60%             | 2033-05-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $667542.25    | 0.01%             | 2053-07-25      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2991000 | PA      | $3675758.94   | 0.03%             | 2028-08-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      400000 | PA      | $507275.28    | 0.00%             | 2031-12-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $251892.43    | 0.00%             | 2031-06-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                      | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $249542.21    | 0.00%             | 2029-06-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $525482.36    | 0.00%             | 2033-06-02      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $239812.19    | 0.00%             | 2033-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                               | Bouygues SA                                                                      | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $246316.91    | 0.00%             | 2031-07-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $720303.76    | 0.01%             | 2033-06-07      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| ARKEA HOME LOANS                                          | Arkea Home Loans SFH SA                                                          | CUSIP: 000000000<br>LEI: 9695003L69OAFQ15LD18 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $476800.85    | 0.00%             | 2033-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HONG KONG                                                 | Hong Kong Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |      382000 | PA      | $459732.17    | 0.00%             | 2027-06-07      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                  | Inter-American Investment Corp                                                   | CUSIP: 000000000<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $482158.91    | 0.00%             | 2030-06-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HONG KONG                                                 | Hong Kong Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |      200000 | PA      | $249930.73    | 0.00%             | 2032-06-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ZUERCHER KANTONALBANK                                     | Zuercher Kantonalbank                                                            | CUSIP: 000000000<br>LEI: 165GRDQ39W63PHVONY02 | Long             | DBT              | CORP              | CH        |      900000 | PA      | $1100670.45   | 0.01%             | 2029-06-08      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     5430000 | PA      | $1848331.00   | 0.02%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| ITALGAS SPA                                               | Italgas SpA                                                                      | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $123778.75    | 0.00%             | 2032-06-08      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp.                                    | Unilever Capital Corp.                                                           | CUSIP: 000000000<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |      300000 | PA      | $360450.93    | 0.00%             | 2033-06-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $498817.97    | 0.00%             | 2030-06-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RELX FINANCE BV                                           | RELX Finance BV                                                                  | CUSIP: 000000000<br>LEI: 54930086P8MBY4IN4E29 | Long             | DBT              | CORP              | NL        |      450000 | PA      | $550618.86    | 0.00%             | 2031-06-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LA POSTE SA                                               | La Poste SA                                                                      | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $245945.87    | 0.00%             | 2035-06-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      500000 | PA      | $612141.69    | 0.01%             | 2030-07-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLIANDER NV                                              | Alliander NV                                                                     | CUSIP: 000000000<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |      950000 | PA      | $1140885.08   | 0.01%             | 2028-06-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL MUSIC GROUP NV                                  | Universal Music Group NV                                                         | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $490285.36    | 0.00%             | 2031-06-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OP CORPORATE BANK PLC                                     | OP Corporate Bank plc                                                            | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |      400000 | PA      | $489347.84    | 0.00%             | 2028-06-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |     1300000 | PA      | $1643709.23   | 0.01%             | 2035-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     1160000 | PA      | $799853.53    | 0.01%             | 2030-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $723593.16    | 0.01%             | 2030-08-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA                                    | Credit Agricole Italia SpA                                                       | CUSIP: 000000000<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $489091.44    | 0.00%             | 2030-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 3I GROUP PLC                                              | 3i Group PLC                                                                     | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | DBT              | CORP              | GB        |      750000 | PA      | $939291.28    | 0.01%             | 2029-06-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $435845.96    | 0.00%             | 2031-06-14      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     9809000 | PA      | $12077479.71  | 0.10%             | 2033-10-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    76600000 | PA      | $11269548.98  | 0.10%             | 2028-06-07      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |      400000 | PA      | $267451.05    | 0.00%             | 2033-07-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NETWORK FINANCE CO PTY L                                  | Network Finance Co Pty Ltd                                                       | CUSIP: 000000000<br>LEI: 213800XV6ZAOWZ2IIS63 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $143273.67    | 0.00%             | 2030-06-19      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| ATHORA HOLDING LTD                                        | Athora Holding Ltd                                                               | CUSIP: 000000000<br>LEI: 98450059DQ10TFC4B020 | Long             | DBT              | CORP              | BM        |      200000 | PA      | $253078.46    | 0.00%             | 2028-06-16      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |      250000 | PA      | $297198.66    | 0.00%             | 2033-06-20      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      685000 | PA      | $573479.38    | 0.00%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $721489.71    | 0.01%             | 2026-12-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1252264.93   | 0.01%             | 2033-09-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERV FIN                                    | Anglian Water Services Financing PLC                                             | CUSIP: 000000000<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $798721.11    | 0.01%             | 2039-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     6434000 | PA      | $7678235.52   | 0.07%             | 2028-10-19      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |     4000000 | PA      | $462563.18    | 0.00%             | 2028-06-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    14848000 | PA      | $20649217.32  | 0.18%             | 2028-06-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |   108580000 | PA      | $5877502.19   | 0.05%             | 2031-06-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| VOLVO TREASURY AB                                         | Volvo Treasury AB                                                                | CUSIP: 000000000<br>LEI: 549300PD69T87IGZG395 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $284436.59    | 0.00%             | 2028-06-22      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $361435.07    | 0.00%             | 2033-06-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    65900000 | PA      | $10086165.19  | 0.09%             | 2033-06-16      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     7000000 | PA      | $1071368.08   | 0.01%             | 2033-06-16      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $222915.73    | 0.00%             | 2038-06-23      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                                  | Caisse de Refinancement de l'Habitat SA                                          | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $484627.89    | 0.00%             | 2032-06-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HAMBURG COMMERCIAL BANK                                   | Hamburg Commercial Bank AG                                                       | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |      450000 | PA      | $543444.59    | 0.00%             | 2028-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                             | Banco BPM SpA                                                                    | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |      600000 | PA      | $732387.77    | 0.01%             | 2028-06-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                                       | Bank of New Zealand                                                              | CUSIP: 000000000<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |     1000000 | PA      | $1225180.39   | 0.01%             | 2028-12-20      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| ALPHA BANK SA                                             | Alpha Bank SA                                                                    | CUSIP: 000000000<br>LEI: 213800DBQIB6VBNU5C64 | Long             | DBT              | CORP              | GR        |      200000 | PA      | $258900.00    | 0.00%             | 2029-06-27      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REGION WALLONNE                                           | Region Wallonne Belgium                                                          | CUSIP: 000000000<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |      400000 | PA      | $462400.85    | 0.00%             | 2039-04-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |      800000 | PA      | $953372.28    | 0.01%             | 2031-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SAGESS                                                    | Gestion Securite de Stocks Securite SA                                           | CUSIP: 000000000<br>LEI: 96950015LNMQ336X4W81 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $728511.77    | 0.01%             | 2030-06-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    14000000 | PA      | $801004.48    | 0.01%             | 2026-09-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $982719.50    | 0.01%             | 2028-07-05      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                                  | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $243808.43    | 0.00%             | 2028-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      150000 | PA      | $177429.51    | 0.00%             | 2033-07-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                     | Bank of Ireland Group PLC                                                        | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |      600000 | PA      | $767534.64    | 0.01%             | 2031-07-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $256663.31    | 0.00%             | 2033-10-05      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALPERIA SPA                                               | Alperia SpA                                                                      | CUSIP: 000000000<br>LEI: 815600117D7977461B75 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $125585.58    | 0.00%             | 2028-07-05      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                        | Cadent Finance PLC                                                               | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $495420.86    | 0.00%             | 2029-07-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                               | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      200000 | PA      | $253009.46    | 0.00%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AEROPORTI DI ROMA SPA                                     | Aeroporti di Roma SpA                                                            | CUSIP: 000000000<br>LEI: 8156007259ABDEA3F444 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $127578.40    | 0.00%             | 2033-07-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  2290350000 | PA      | $13248449.81  | 0.11%             | 2033-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1580000 | PA      | $1897307.96   | 0.02%             | 2033-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      700000 | PA      | $844781.59    | 0.01%             | 2033-07-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                       | CRH SMW Finance DAC                                                              | CUSIP: 000000000<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |      400000 | PA      | $494387.37    | 0.00%             | 2035-07-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $707969.29    | 0.01%             | 2030-12-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                     | Heathrow Funding Ltd.                                                            | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      100000 | PA      | $125357.50    | 0.00%             | 2033-07-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   264650000 | PA      | $994174.83    | 0.01%             | 2053-06-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  2772500000 | PA      | $17420503.75  | 0.15%             | 2028-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $261544.59    | 0.00%             | 2034-07-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2000000 | PA      | $481567.24    | 0.00%             | 2033-10-30      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                              | DNB Bank ASA                                                                     | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |      500000 | PA      | $609495.16    | 0.01%             | 2028-07-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   639950000 | PA      | $3061511.17   | 0.03%             | 2043-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                          | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $119000.11    | 0.00%             | 2033-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    74230000 | PA      | $2387261.17   | 0.02%             | 2027-03-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                          | Terna - Rete Elettrica Nazionale                                                 | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $122068.68    | 0.00%             | 2033-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    74900000 | PA      | $11049917.18  | 0.10%             | 2028-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BANK OF CYPRUS PCL                                        | Bank of Cyprus Pcl                                                               | CUSIP: 000000000<br>LEI: PQ0RAP85KK9Z75ONZW93 | Long             | DBT              | CORP              | CY        |      500000 | PA      | $628784.19    | 0.01%             | 2028-07-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  4000000000 | PA      | $2801130.03   | 0.02%             | 2028-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   100000000 | PA      | $3287464.01   | 0.03%             | 2029-03-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    31000000 | PA      | $1666500.56   | 0.01%             | 2035-05-24      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DS SMITH PLC                                              | DS Smith PLC                                                                     | CUSIP: 000000000<br>LEI: 39RSBE4RCI4M15BLWH36 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $606944.52    | 0.01%             | 2027-07-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DS SMITH PLC                                              | DS Smith PLC                                                                     | CUSIP: 000000000<br>LEI: 39RSBE4RCI4M15BLWH36 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $249234.06    | 0.00%             | 2030-07-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   885000000 | PA      | $1013073.48   | 0.01%             | 2037-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     2200000 | PA      | $1789461.48   | 0.02%             | 2028-08-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3890020000 | PA      | $2736313.68   | 0.02%             | 2053-09-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                                   | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |      800000 | PA      | $951867.53    | 0.01%             | 2033-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $139826.99    | 0.00%             | 2028-08-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $719285.36    | 0.01%             | 2038-11-26      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                | NBN Co Ltd                                                                       | CUSIP: 000000000<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |      600000 | PA      | $422211.15    | 0.00%             | 2028-08-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VIRGIN MONEY UK PLC                                       | Virgin Money UK PLC                                                              | CUSIP: 000000000<br>LEI: 213800ZK9VGCYYR6O495 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $1033102.65   | 0.01%             | 2029-08-23      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 SOR-NORGE                                     | SpareBank 1 Sor-Norge ASA                                                        | CUSIP: 000000000<br>LEI: 549300Q3OIWRHQUQM052 | Long             | DBT              | CORP              | NO        |      600000 | PA      | $748567.81    | 0.01%             | 2028-08-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      600000 | PA      | $728208.90    | 0.01%             | 2027-08-31      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |     1200000 | PA      | $1454980.54   | 0.01%             | 2033-08-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $488811.91    | 0.00%             | 2029-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      750000 | PA      | $908420.84    | 0.01%             | 2028-10-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     1000000 | PA      | $1300045.13   | 0.01%             | 2031-08-29      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   281000000 | PA      | $16345948.48  | 0.14%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $180892.76    | 0.00%             | 2033-08-31      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 93000000000 | PA      | $5657015.52   | 0.05%             | 2034-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1350000 | PA      | $1611678.80   | 0.01%             | 2038-08-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                     | Svensk Exportkredit AB                                                           | CUSIP: 000000000<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |     1000000 | PA      | $1216907.58   | 0.01%             | 2030-08-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    20000000 | PA      | $3044886.00   | 0.03%             | 2033-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                                       | Swedbank Hypotek AB                                                              | CUSIP: 000000000<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |    20000000 | PA      | $2282514.80   | 0.02%             | 2029-03-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $247275.30    | 0.00%             | 2031-09-08      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      700000 | PA      | $876158.22    | 0.01%             | 2030-09-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                 | Kering SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $483790.04    | 0.00%             | 2031-09-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                                     | East Japan Railway Co                                                            | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |      400000 | PA      | $479950.11    | 0.00%             | 2043-09-05      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $415971.65    | 0.00%             | 2032-09-06      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| KERING                                                    | Kering SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $597024.29    | 0.01%             | 2035-09-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                  | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $248102.29    | 0.00%             | 2033-01-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EUROFINS SCIENTIFIC SE                                    | Eurofins Scientific SE                                                           | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $126014.18    | 0.00%             | 2030-09-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $491698.74    | 0.00%             | 2031-01-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $744634.72    | 0.01%             | 2034-09-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $837858.84    | 0.01%             | 2042-09-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MOLNLYCKE HOLDING AB                                      | Molnlycke Holding AB                                                             | CUSIP: 000000000<br>LEI: 549300WAUZKYD5PU9L16 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $122812.17    | 0.00%             | 2028-09-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY VUITT                                  | LVMH Moet Hennessy Louis Vuitton SE                                              | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $845958.17    | 0.01%             | 2033-09-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      850000 | PA      | $1022379.61   | 0.01%             | 2038-09-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1600000 | PA      | $1934943.14   | 0.02%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                  | Generali                                                                         | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |      500000 | PA      | $644958.91    | 0.01%             | 2033-09-12      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                        | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |      900000 | PA      | $1114539.05   | 0.01%             | 2029-09-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TSY                                     | Reckitt Benckiser Treasury Services PLC                                          | CUSIP: 000000000<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $621789.51    | 0.01%             | 2038-12-14      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO SOCIAL                                   | Banco de Credito Social Cooperativo SA                                           | CUSIP: 000000000<br>LEI: 95980020140005881190 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $661650.67    | 0.01%             | 2029-09-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      300000 | PA      | $382078.19    | 0.00%             | 2033-09-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    47000000 | PA      | $6902636.79   | 0.06%             | 2028-08-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                                   | Development Bank of Japan Inc                                                    | CUSIP: 000000000<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |      200000 | PA      | $241711.51    | 0.00%             | 2027-09-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASSA ABLOY AB                                             | Assa Abloy AB                                                                    | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $247217.08    | 0.00%             | 2035-09-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $707115.80    | 0.01%             | 2030-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INT DISTRIBUTION SERV                                     | International Distribution Services PLC                                          | CUSIP: 000000000<br>LEI: 213800TCZZU84G8Z2M70 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $249893.92    | 0.00%             | 2028-09-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TIKEHAU CAPITAL SCA                                       | Tikehau Capital SCA                                                              | CUSIP: 000000000<br>LEI: 969500BY8TEU16U3SJ94 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $394030.27    | 0.00%             | 2030-03-14      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                      | Sartorius Finance BV                                                             | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $247385.92    | 0.00%             | 2029-09-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                      | Sartorius Finance BV                                                             | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $506005.16    | 0.00%             | 2035-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $296226.58    | 0.00%             | 2031-09-14      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                          | Pernod Ricard SA                                                                 | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $601059.81    | 0.01%             | 2033-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                             | Banco BPM SpA                                                                    | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $239505.14    | 0.00%             | 2026-09-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   300000000 | PA      | $1894192.19   | 0.02%             | 2028-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      700000 | PA      | $879942.82    | 0.01%             | 2028-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $647753.53    | 0.01%             | 2033-09-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3966010000 | PA      | $2827393.35   | 0.02%             | 2043-09-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CRELAN SA                                                 | Crelan SA                                                                        | CUSIP: 000000000<br>LEI: 549300DYPOFMXOR7XM56 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $257580.82    | 0.00%             | 2030-02-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4110000 | PA      | $5157796.30   | 0.04%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $760160.03    | 0.01%             | 2031-09-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CREDITO EMILIANO SPA                                      | Credito Emiliano SpA                                                             | CUSIP: 000000000<br>LEI: 8156004B244AA70DE787 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $500971.94    | 0.00%             | 2030-03-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                  | Export-Import Bank of Korea                                                      | CUSIP: 000000000<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |      550000 | PA      | $665728.92    | 0.01%             | 2027-09-18      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $278726.35    | 0.00%             | 2030-10-03      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |    50000000 | PA      | $5879264.33   | 0.05%             | 2029-05-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $608807.91    | 0.01%             | 2033-09-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO                                  | Korea Housing Finance Corp                                                       | CUSIP: 000000000<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |      600000 | PA      | $730427.19    | 0.01%             | 2027-09-25      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $496606.70    | 0.00%             | 2032-09-26      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                             | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $628993.16    | 0.01%             | 2029-10-02      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      500000 | PA      | $613460.89    | 0.01%             | 2032-06-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      700000 | PA      | $827659.75    | 0.01%             | 2042-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $377746.76    | 0.00%             | 2030-10-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BOERSE AG                                        | Deutsche Boerse AG                                                               | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $246470.19    | 0.00%             | 2033-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BOERSE AG                                        | Deutsche Boerse AG                                                               | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $239230.32    | 0.00%             | 2026-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BOERSE AG                                        | Deutsche Boerse AG                                                               | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $122786.57    | 0.00%             | 2029-09-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ABANCA CORP BANCARIA SA                                   | Abanca Corp Bancaria SA                                                          | CUSIP: 000000000<br>LEI: 54930056IRBXK0Q1FP96 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $645410.10    | 0.01%             | 2030-04-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR FINANCE BV                                   | Toyota Motor Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 724500OPA8GZSQUNSR96 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $120599.12    | 0.00%             | 2027-04-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    30000000 | PA      | $3419176.97   | 0.03%             | 2029-12-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ACTION LOGEMENT SERVICES                                  | Action Logement Services                                                         | CUSIP: 000000000<br>LEI: 969500O2QYH3YW92C551 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $482206.90    | 0.00%             | 2038-10-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1200000 | PA      | $1468638.28   | 0.01%             | 2031-03-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LSEG NETHERLANDS BV                                       | Lseg Netherlands BV                                                              | CUSIP: 000000000<br>LEI: 213800JCR9B7CYW7U265 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $373553.13    | 0.00%             | 2030-09-29      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| TELENOR ASA                                               | Telenor ASA                                                                      | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | DBT              | CORP              | NO        |      750000 | PA      | $927614.06    | 0.01%             | 2030-10-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      474000 | PA      | $574567.20    | 0.00%             | 2028-10-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5960000 | PA      | $7415374.58   | 0.06%             | 2029-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $124431.37    | 0.00%             | 2033-10-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AYVENS SA                                                 | Ayvens SA                                                                        | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $250471.63    | 0.00%             | 2028-10-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LAND NIEDEROESTERREICH                                    | State of Lower Austria                                                           | CUSIP: 000000000<br>LEI: 5299004G9AWNN3D3E825 | Long             | DBT              | NUSS              | AT        |      200000 | PA      | $243493.14    | 0.00%             | 2033-10-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EDP SERVICIOS FIN ESP SA                                  | EDP Servicios Financieros Espana SA                                              | CUSIP: 000000000<br>LEI: 5299003GHAFB78O1NU77 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $376589.65    | 0.00%             | 2032-04-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    80000000 | PA      | $12139267.12  | 0.11%             | 2033-09-11      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co. KGaA                                   | Fresenius SE & Co. KGaA                                                          | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |      550000 | PA      | $708992.19    | 0.01%             | 2030-10-05      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                      | Suez SACA                                                                        | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $284775.41    | 0.00%             | 2043-10-05      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1652550000 | PA      | $9805364.85   | 0.08%             | 2033-09-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |   163380000 | PA      | $24053733.30  | 0.21%             | 2028-09-13      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     6630000 | PA      | $8144675.85   | 0.07%             | 2029-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1650000 | PA      | $2023101.98   | 0.02%             | 2029-04-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   252300000 | PA      | $1113684.41   | 0.01%             | 2053-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $1405378.36   | 0.01%             | 2031-10-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    14003000 | PA      | $16990863.70  | 0.15%             | 2033-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $611466.40    | 0.01%             | 2029-01-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AENA SME SA                                               | Aena SME SA                                                                      | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $500391.95    | 0.00%             | 2030-10-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     2650000 | PA      | $3238862.31   | 0.03%             | 2044-04-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  2325600000 | PA      | $14631271.06  | 0.13%             | 2028-09-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                                  | Cassa Depositi e Prestiti SpA                                                    | CUSIP: 000000000<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |      600000 | PA      | $765656.20    | 0.01%             | 2030-10-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CAISSE DES DEPOTS ET CON                                  | Caisse des Depots et Consignations                                               | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $608200.02    | 0.01%             | 2030-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $513991.65    | 0.00%             | 2031-10-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| THALES SA                                                 | Thales SA                                                                        | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $754204.38    | 0.01%             | 2031-10-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WOOLWORTHS GROUP LTD                                      | Woolworths Group Ltd                                                             | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | DBT              | CORP              | AU        |     1000000 | PA      | $708904.74    | 0.01%             | 2031-04-18      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |      550000 | PA      | $384102.30    | 0.00%             | 2028-10-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                             | AIB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $259167.85    | 0.00%             | 2031-10-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      200000 | PA      | $283999.65    | 0.00%             | 2028-10-23      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Acciona Energia Financiacion Filiales SA                  | Acciona Energia Financiacion Filiales SA                                         | CUSIP: 000000000<br>LEI: 254900CO48EPLIMJDK17 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $633423.27    | 0.01%             | 2031-04-23      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSRNCES                                  | Credit Agricole Assurances SA                                                    | CUSIP: 000000000<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $133704.81    | 0.00%             | 2033-10-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     3350000 | PA      | $2158497.26   | 0.02%             | 2054-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   351000000 | PA      | $1790949.67   | 0.02%             | 2043-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  4000000000 | PA      | $2867649.21   | 0.02%             | 2033-12-10      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| INSTITUT CREDITO OFICIAL                                  | Instituto de Credito Oficial                                                     | CUSIP: 000000000<br>LEI: PJQDPSI1D8J2Q1IM3G17 | Long             | DBT              | NUSS              | ES        |      500000 | PA      | $618821.29    | 0.01%             | 2029-05-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     1440000 | PA      | $991645.65    | 0.01%             | 2036-07-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                                    | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |      600000 | PA      | $734672.75    | 0.01%             | 2028-10-26      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1361000 | PA      | $1679436.16   | 0.01%             | 2030-10-20      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      800000 | PA      | $965962.68    | 0.01%             | 2027-09-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |      300000 | PA      | $366662.62    | 0.00%             | 2028-07-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| IND & COMM BK CHINA/LUX                                   | Industrial & Commercial Bank of China Ltd/Luxembourg                             | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | DBT              | CORP              | CN        |      200000 | PA      | $239602.84    | 0.00%             | 2026-10-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   800000000 | PA      | $947998.28    | 0.01%             | 2034-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                           | Israel Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      200000 | PA      | $240948.68    | 0.00%             | 2026-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1100000 | PA      | $1600925.98   | 0.01%             | 2029-11-06      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    72900000 | PA      | $11191603.70  | 0.10%             | 2033-10-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BANK OF CHINA/LUXEMBOURG                                  | Bank of China Ltd/Luxembourg                                                     | CUSIP: 000000000<br>LEI: 529900JQUPIQW0D5RA73 | Long             | DBT              | CORP              | CN        |      300000 | PA      | $360097.64    | 0.00%             | 2026-10-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $127003.65    | 0.00%             | 2031-11-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 40000000000 | PA      | $2487173.33   | 0.02%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      200000 | PA      | $138749.59    | 0.00%             | 2034-04-18      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   141050000 | PA      | $5459465.61   | 0.05%             | 2055-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $380793.56    | 0.00%             | 2032-11-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                      | Suez SACA                                                                        | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $373570.37    | 0.00%             | 2033-11-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      560000 | PA      | $710844.83    | 0.01%             | 2031-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      500000 | PA      | $650737.74    | 0.01%             | 2036-05-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      850000 | PA      | $1059314.71   | 0.01%             | 2030-02-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      600000 | PA      | $453310.02    | 0.00%             | 2038-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                   | Oesterreichische Kontrollbank AG                                                 | CUSIP: 000000000<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |     1000000 | PA      | $1209266.13   | 0.01%             | 2028-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ING-DIBA AG                                               | ING-DiBa AG                                                                      | CUSIP: 000000000<br>LEI: 3KXUNHVVQFIJN6RHLO76 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $603878.90    | 0.01%             | 2028-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OMA SAASTOPANKKI OYJ                                      | Oma Saastopankki Oyj                                                             | CUSIP: 000000000<br>LEI: 743700LE1ECAPXC5UT18 | Long             | DBT              | CORP              | FI        |     1000000 | PA      | $1217047.00   | 0.01%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEDERLANDSE GASUNIE N.V.                                  | Nederlandse Gasunie NV                                                           | CUSIP: 000000000<br>LEI: 724500MQFZSYSBC5H178 | Long             | DBT              | CORP              | NL        |      920000 | PA      | $1124773.86   | 0.01%             | 2033-05-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                                  | Magyar Export-Import Bank Zrt                                                    | CUSIP: 000000000<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |      750000 | PA      | $951586.55    | 0.01%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SANDOZ FINANCE B.V.                                       | Sandoz Finance BV                                                                | CUSIP: 000000000<br>LEI: 213800DFA3WXJ7KC9R74 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $629737.49    | 0.01%             | 2033-11-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $141503.30    | 0.00%             | 2028-11-16      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOGECAP SA                                                | Sogecap SA                                                                       | CUSIP: 000000000<br>LEI: 9695009HXSFK8D6V0T62 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $272783.11    | 0.00%             | 2044-05-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                   | Nykredit Realkredit A/S                                                          | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      900000 | PA      | $1121075.61   | 0.01%             | 2029-01-19      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   628400000 | PA      | $3965145.65   | 0.03%             | 2028-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $740388.18    | 0.01%             | 2028-09-21      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NESTE OYJ                                                 | Neste Oyj                                                                        | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | DBT              | CORP              | FI        |      350000 | PA      | $427110.47    | 0.00%             | 2031-05-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $122390.59    | 0.00%             | 2033-11-21      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      680000 | PA      | $812530.00    | 0.01%             | 2026-11-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     1100000 | PA      | $1337349.90   | 0.01%             | 2028-11-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                          | Deutsche Bahn AG                                                                 | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |      870000 | PA      | $1053537.70   | 0.01%             | 2043-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TELEPERFORMANCE                                           | Teleperformance SE                                                               | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $376078.50    | 0.00%             | 2028-11-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TELEPERFORMANCE                                           | Teleperformance SE                                                               | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $128402.09    | 0.00%             | 2031-11-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CIE DE SAINT-GOBAIN SA                                    | Cie de Saint-Gobain SA                                                           | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $123248.37    | 0.00%             | 2030-11-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HUHTAMAKI OYJ                                             | Huhtamaki Oyj                                                                    | CUSIP: 000000000<br>LEI: 5493007050SJVMXN6L29 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $250081.48    | 0.00%             | 2028-11-24      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      600000 | PA      | $810721.15    | 0.01%             | 2038-12-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WUESTENROT BAUSPARKASSE                                   | Wuestenrot Bausparkasse AG                                                       | CUSIP: 000000000<br>LEI: 529900S1KHKOEQL5CK20 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $730066.97    | 0.01%             | 2028-11-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $246920.94    | 0.00%             | 2029-11-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $380910.35    | 0.00%             | 2033-11-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COLES GROUP TREASURY                                      | Coles Group Treasury Pty Ltd                                                     | CUSIP: 000000000<br>LEI: 549300HRZIAKP6NVUB83 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $285686.18    | 0.00%             | 2031-07-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      300000 | PA      | $367625.40    | 0.00%             | 2035-11-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      100000 | PA      | $123007.14    | 0.00%             | 2031-02-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                             | Banco BPM SpA                                                                    | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |     1000000 | PA      | $1228299.54   | 0.01%             | 2027-11-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VESTAS WIND SYSTEMS A/S                                   | Vestas Wind Systems A/S                                                          | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | DBT              | CORP              | DK        |      100000 | PA      | $123072.51    | 0.00%             | 2031-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      800000 | PA      | $980883.96    | 0.01%             | 2030-11-29      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ROCHE FINANCE EUROPE BV                                   | Roche Finance Europe BV                                                          | CUSIP: 000000000<br>LEI: 724500MMYDP2MJLGB718 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $598060.02    | 0.01%             | 2036-12-04      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                        | Pacific Life Global Funding II                                                   | CUSIP: 000000000<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |      200000 | PA      | $281264.57    | 0.00%             | 2028-11-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    11170000 | PA      | $1720980.43   | 0.01%             | 2033-11-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| SALTAIRE FINANCE PLC                                      | Saltaire Finance PLC                                                             | CUSIP: 000000000<br>LEI: 2138005HL9O4VFW2HY47 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $693311.00    | 0.01%             | 2033-12-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                           | Piraeus Bank SA                                                                  | CUSIP: 000000000<br>LEI: 213800OYHR1MPQ5VJL60 | Long             | DBT              | CORP              | GR        |      100000 | PA      | $130930.90    | 0.00%             | 2029-12-05      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COVIVIO                                                   | Covivio SA/France                                                                | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | DBT              |  | FR        |      400000 | PA      | $500010.08    | 0.00%             | 2032-06-05      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |      900000 | PA      | $1250185.52   | 0.01%             | 2028-10-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                               | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      500000 | PA      | $712031.44    | 0.01%             | 2031-12-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                               | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      100000 | PA      | $138226.29    | 0.00%             | 2039-12-05      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $488301.22    | 0.00%             | 2033-12-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PLACES FOR PEOPLE TREAS                                   | Places For People Treasury PLC                                                   | CUSIP: 000000000<br>LEI: 213800B9U45TFBXW5K67 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $274539.61    | 0.00%             | 2041-12-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      300000 | PA      | $420057.69    | 0.00%             | 2029-12-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                                   | RTE Reseau de Transport d'Electricite SADIR                                      | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $964465.57    | 0.01%             | 2031-12-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     6860000 | PA      | $1646937.39   | 0.01%             | 2034-07-31      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                               | CUSIP: 000000000<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      400000 | PA      | $487797.95    | 0.00%             | 2031-12-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      100000 | PA      | $123858.12    | 0.00%             | 2030-12-11      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SW (FINANCE) I PLC                                        | SW Finance I PLC                                                                 | CUSIP: 000000000<br>LEI: 549300BHN1HB5BNG2R96 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $284028.56    | 0.00%             | 2041-12-12      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $579197.81    | 0.01%             | 2034-01-09      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $244611.50    | 0.00%             | 2032-01-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1189597.79   | 0.01%             | 2031-01-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1219535.67   | 0.01%             | 2034-01-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |     1300000 | PA      | $1555355.87   | 0.01%             | 2031-01-09      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR FINANCE BV                                   | Toyota Motor Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 724500OPA8GZSQUNSR96 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $119940.00    | 0.00%             | 2029-07-11      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      700000 | PA      | $849179.16    | 0.01%             | 2034-01-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $121121.41    | 0.00%             | 2030-01-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $277108.75    | 0.00%             | 2029-01-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     6450000 | PA      | $7686059.13   | 0.07%             | 2027-05-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $122030.03    | 0.00%             | 2029-01-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $380139.29    | 0.00%             | 2054-07-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $614612.06    | 0.01%             | 2032-01-10      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID ED SW PLC                                   | National Grid Electricity Distribution South Wales PLC                           | CUSIP: 000000000<br>LEI: 549300RHOCSNK1FZ4116 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $455597.65    | 0.00%             | 2039-07-10      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                                               | ING Bank NV                                                                      | CUSIP: 000000000<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $591517.56    | 0.01%             | 2032-01-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RED ELECTRICA FINANCI SA                                  | Red Electrica Financiaciones SA                                                  | CUSIP: 000000000<br>LEI: 9598006P00EGK6U2SG18 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $231721.08    | 0.00%             | 2034-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                           | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $121845.97    | 0.00%             | 2032-01-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $591515.56    | 0.01%             | 2031-01-10      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ INT FINCE                                   | Mercedes-Benz International Finance BV                                           | CUSIP: 000000000<br>LEI: 529900RUGCXMPEENHQ31 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $239060.11    | 0.00%             | 2032-01-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     3150000 | PA      | $3747726.68   | 0.03%             | 2027-08-05      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                         | Council Of Europe Development Bank                                               | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $579041.12    | 0.01%             | 2034-01-11      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      590000 | PA      | $690143.05    | 0.01%             | 2034-01-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NORDDEUTSCHE LANDESBANK                                   | Norddeutsche Landesbank-Girozentrale                                             | CUSIP: 000000000<br>LEI: DSNHHQ2B9X5N6OUJ1236 | Long             | DBT              | CORP              | DE        |      900000 | PA      | $1073662.55   | 0.01%             | 2031-01-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     2370000 | PA      | $2784177.91   | 0.02%             | 2034-10-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                                  | Caisse de Refinancement de l'Habitat SA                                          | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1053179.58   | 0.01%             | 2034-01-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $410453.03    | 0.00%             | 2028-10-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                        | Cadent Finance PLC                                                               | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $136141.03    | 0.00%             | 2036-01-11      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                      | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      800000 | PA      | $980366.34    | 0.01%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      380000 | PA      | $441435.32    | 0.00%             | 2044-01-11      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                                   | Volkswagen Leasing GmbH                                                          | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $365408.71    | 0.00%             | 2028-10-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $346801.84    | 0.00%             | 2029-07-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 44700000000 | PA      | $2710835.69   | 0.02%             | 2054-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                  | Asian Infrastructure Investment Bank/The                                         | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $1372326.11   | 0.01%             | 2027-07-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MECKLENBURG-VORPOMMERN                                    | State of Mecklenburg-Western Pomerania                                           | CUSIP: 000000000<br>LEI: 529900GS012UFPL73V94 | Long             | DBT              | NUSS              | DE        |      470000 | PA      | $550944.58    | 0.00%             | 2032-01-12      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $491895.84    | 0.00%             | 2034-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |     1280000 | PA      | $1495250.96   | 0.01%             | 2034-01-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $243114.30    | 0.00%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $240592.99    | 0.00%             | 2034-02-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1550000 | PA      | $1850365.74   | 0.02%             | 2029-07-16      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ABB FINANCE BV                                            | ABB Finance BV                                                                   | CUSIP: 000000000<br>LEI: 5493004JXXFB454B6L79 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $475677.27    | 0.00%             | 2034-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $242725.44    | 0.00%             | 2034-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                   | Oesterreichische Kontrollbank AG                                                 | CUSIP: 000000000<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |      500000 | PA      | $686344.26    | 0.01%             | 2027-07-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $120037.78    | 0.00%             | 2036-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $122277.78    | 0.00%             | 2032-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1886000 | PA      | $2218997.23   | 0.02%             | 2034-01-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ELIA TRANSMISSION BE                                      | Elia Transmission Belgium SA                                                     | CUSIP: 000000000<br>LEI: 549300A3EZXECDLW2V25 | Long             | DBT              | CORP              | BE        |      400000 | PA      | $476461.67    | 0.00%             | 2036-01-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SANTAN CONSUMER FINANCE                                   | Santander Consumer Finance SA                                                    | CUSIP: 000000000<br>LEI: 5493000LM0MZ4JPMGM90 | Long             | DBT              | CORP              | ES        |      900000 | PA      | $1101278.66   | 0.01%             | 2029-01-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OSB GROUP PLC                                             | OSB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 213800ZBKL9BHSL2K459 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $304816.46    | 0.00%             | 2030-01-16      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      900000 | PA      | $1132461.52   | 0.01%             | 2034-04-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $1196256.82   | 0.01%             | 2029-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2400000 | PA      | $2947863.92   | 0.03%             | 2031-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  3979300000 | PA      | $23115521.26  | 0.20%             | 2033-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     5202000 | PA      | $5949370.64   | 0.05%             | 2034-02-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      700000 | PA      | $805946.46    | 0.01%             | 2034-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEXIA                                                     | Dexia SA                                                                         | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $594739.18    | 0.01%             | 2029-01-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CTE CO TRANSP ELEC                                        | Coentreprise de Transport d'Electricite SA                                       | CUSIP: 000000000<br>LEI: 969500BH61SHYYBTJQ29 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $234882.98    | 0.00%             | 2036-01-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA                                    | Credit Agricole Italia SpA                                                       | CUSIP: 000000000<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $364183.13    | 0.00%             | 2033-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |      500000 | PA      | $582198.14    | 0.01%             | 2034-02-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR BANK                                     | Lansforsakringar Bank AB                                                         | CUSIP: 000000000<br>LEI: 549300C6TUMDXNOVXS82 | Long             | DBT              | CORP              | SE        |      400000 | PA      | $486890.53    | 0.00%             | 2029-01-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OP MORTGAGE BANK                                          | OP Mortgage Bank                                                                 | CUSIP: 000000000<br>LEI: 743700IJXAGL8TGFRC33 | Long             | DBT              | CORP              | FI        |      300000 | PA      | $359244.81    | 0.00%             | 2031-07-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $282668.43    | 0.00%             | 2031-01-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                  | Export Development Canada                                                        | CUSIP: 000000000<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $596883.38    | 0.01%             | 2029-01-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                             | Banco BPM SpA                                                                    | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $250178.90    | 0.00%             | 2030-01-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $555648.68    | 0.00%             | 2044-01-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $210601.47    | 0.00%             | 2029-01-18      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     1230000 | PA      | $1420192.67   | 0.01%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CAISSE DES DEPOTS ET CON                                  | Caisse des Depots et Consignations                                               | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $409113.13    | 0.00%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE                                      | Agence France Locale                                                             | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |      700000 | PA      | $814354.04    | 0.01%             | 2034-03-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA VELOCIDAD                                       | Adif Alta Velocidad                                                              | CUSIP: 000000000<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |      500000 | PA      | $602927.00    | 0.01%             | 2029-05-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CREDITO EMILIANO SPA                                      | Credito Emiliano SpA                                                             | CUSIP: 000000000<br>LEI: 8156004B244AA70DE787 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $482981.66    | 0.00%             | 2029-04-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA VELOCIDAD                                       | Adif Alta Velocidad                                                              | CUSIP: 000000000<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $361718.03    | 0.00%             | 2034-04-30      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                   | SFIL SA                                                                          | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $592103.01    | 0.01%             | 2031-01-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $134596.32    | 0.00%             | 2036-01-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   350750000 | PA      | $1467173.95   | 0.01%             | 2053-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $623479.37    | 0.01%             | 2034-04-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $233442.23    | 0.00%             | 2034-01-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                  | Export Development Canada                                                        | CUSIP: 000000000<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |      550000 | PA      | $751517.47    | 0.01%             | 2028-10-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AYVENS SA                                                 | Ayvens SA                                                                        | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $370650.80    | 0.00%             | 2031-01-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $563497.85    | 0.00%             | 2032-01-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $604437.62    | 0.01%             | 2034-01-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $822015.17    | 0.01%             | 2027-07-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WAT FIN                                  | United Utilities Water Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $238928.76    | 0.00%             | 2046-01-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AYVENS SA                                                 | Ayvens SA                                                                        | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $607829.57    | 0.01%             | 2028-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                        | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |      700000 | PA      | $851060.40    | 0.01%             | 2029-01-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IREN SPA                                                  | Iren SpA                                                                         | CUSIP: 000000000<br>LEI: 8156001EBD33FD474E60 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $243677.06    | 0.00%             | 2032-07-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   720000000 | PA      | $4500362.51   | 0.04%             | 2028-12-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   128600000 | PA      | $19036878.89  | 0.16%             | 2029-01-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     3000000 | PA      | $3545080.70   | 0.03%             | 2029-04-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    15870000 | PA      | $18918296.69  | 0.16%             | 2027-09-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $482966.10    | 0.00%             | 2036-01-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DEXIA                                                     | Dexia SA                                                                         | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $822202.69    | 0.01%             | 2027-07-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CRELAN SA                                                 | Crelan SA                                                                        | CUSIP: 000000000<br>LEI: 549300DYPOFMXOR7XM56 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $257519.58    | 0.00%             | 2032-01-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $114760.15    | 0.00%             | 2037-01-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $598403.93    | 0.01%             | 2031-01-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      550000 | PA      | $681988.17    | 0.01%             | 2031-01-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $240985.76    | 0.00%             | 2035-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     4740000 | PA      | $4621024.53   | 0.04%             | 2049-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     3090000 | PA      | $2070835.15   | 0.02%             | 2035-09-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     1021000 | PA      | $1016690.56   | 0.01%             | 2055-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                    | Nordic Investment Bank                                                           | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |      430000 | PA      | $508814.71    | 0.00%             | 2031-01-24      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 000000000<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $469970.05    | 0.00%             | 2034-07-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOV HOUSING CAPITAL                                       | Sovereign Housing Capital PLC                                                    | CUSIP: 000000000<br>LEI: 213800L5VZHLHFDW4I46 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $250340.86    | 0.00%             | 2057-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      700000 | PA      | $845153.16    | 0.01%             | 2032-01-24      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $473110.87    | 0.00%             | 2036-01-24      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   654350000 | PA      | $3208662.47   | 0.03%             | 2043-12-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |     1000000 | PA      | $1185265.54   | 0.01%             | 2031-01-24      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| COMMUNAUTE FRANCAISE BEL                                  | Communaute Francaise de Belgique                                                 | CUSIP: 000000000<br>LEI: 529900LT593XA93OL092 | Long             | DBT              | NUSS              | BE        |      500000 | PA      | $590006.55    | 0.01%             | 2034-06-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                       | OMERS Finance Trust                                                              | CUSIP: 000000000<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $482609.84    | 0.00%             | 2029-01-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     3540000 | PA      | $4190561.05   | 0.04%             | 2034-02-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      843000 | PA      | $1022792.21   | 0.01%             | 2032-05-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1050000 | PA      | $1282291.35   | 0.01%             | 2029-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TASMANIAN PUBLIC FINANCE                                  | Tasmanian Public Finance Corp                                                    | CUSIP: 000000000<br>LEI: 254900YGZAI23JWAJW51 | Long             | DBT              | NUSS              | AU        |      400000 | PA      | $265816.03    | 0.00%             | 2035-01-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POST HOME LOAN                                  | La Banque Postale Home Loan SFH SA                                               | CUSIP: 000000000<br>LEI: 969500D5PFMTWUYSUF61 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $354964.82    | 0.00%             | 2034-01-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK GREECE SA                                   | National Bank of Greece SA                                                       | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | DBT              | CORP              | GR        |     1000000 | PA      | $1224726.59   | 0.01%             | 2029-01-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                          | Deutsche Bahn AG                                                                 | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |     1130000 | PA      | $1323551.22   | 0.01%             | 2038-01-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $484051.43    | 0.00%             | 2034-07-26      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                             | Eurogrid GmbH                                                                    | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $484785.03    | 0.00%             | 2034-02-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     7561000 | PA      | $8963670.01   | 0.08%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      200000 | PA      | $241377.40    | 0.00%             | 2031-01-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      550000 | PA      | $639140.31    | 0.01%             | 2036-02-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3000000000 | PA      | $2084712.96   | 0.02%             | 2029-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                       | Carrier Global Corp                                                              | CUSIP: 000000000<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      300000 | PA      | $379567.11    | 0.00%             | 2032-11-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                             | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |      500000 | PA      | $577489.11    | 0.01%             | 2038-11-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      800000 | PA      | $948009.69    | 0.01%             | 2034-01-31      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| REGION OF ILE DE FRANCE                                   | Region of Ile de France                                                          | CUSIP: 000000000<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $584805.75    | 0.01%             | 2034-05-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                                    | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |      600000 | PA      | $721482.46    | 0.01%             | 2031-01-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   223210000 | PA      | $7614754.85   | 0.07%             | 2034-06-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     1800000 | PA      | $1228739.77   | 0.01%             | 2034-02-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT BREMEN                                   | State of Bremen                                                                  | CUSIP: 000000000<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |     1200000 | PA      | $1421718.20   | 0.01%             | 2032-01-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    30900000 | PA      | $4631610.58   | 0.04%             | 2031-01-08      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| HYPO NOE LB NOE WIEN AG                                   | HYPO NOE Landesbank fuer Niederoesterreich und Wien AG                           | CUSIP: 000000000<br>LEI: 5493007BWYDPQZLZ0Y27 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $360310.83    | 0.00%             | 2030-02-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $361646.23    | 0.00%             | 2031-02-05      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                        | BMW US Capital LLC                                                               | CUSIP: 000000000<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |      300000 | PA      | $352833.64    | 0.00%             | 2034-02-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   244500000 | PA      | $36986928.66  | 0.32%             | 2034-01-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     3000000 | PA      | $306880.78    | 0.00%             | 2029-07-23      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      800000 | PA      | $924884.08    | 0.01%             | 2039-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     7811000 | PA      | $7626688.25   | 0.07%             | 2054-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |     1150000 | PA      | $1371147.63   | 0.01%             | 2029-02-06      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                                  | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $707838.49    | 0.01%             | 2034-02-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARGENTA SPAARBANK                                         | Argenta Spaarbank NV                                                             | CUSIP: 000000000<br>LEI: A6NZLYKYN1UV7VVGFX65 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $236262.64    | 0.00%             | 2034-02-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                    | CTP NV                                                                           | CUSIP: 000000000<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $250344.25    | 0.00%             | 2030-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     1926000 | PA      | $2310812.37   | 0.02%             | 2034-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 10115150000 | PA      | $6663033.56   | 0.06%             | 2054-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                                   | Sweden Government Bonds                                                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    30760000 | PA      | $3320638.64   | 0.03%             | 2035-05-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4160000 | PA      | $5139363.42   | 0.04%             | 2039-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      150000 | PA      | $179034.50    | 0.00%             | 2027-05-07      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NORDEA HYPOTEK AB                                         | Nordea Hypotek AB                                                                | CUSIP: 000000000<br>LEI: 5493000K2HPWIF6MFO29 | Long             | DBT              | CORP              | SE        |    10000000 | PA      | $1159739.75   | 0.01%             | 2029-10-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ACHMEA BANK NV                                            | Achmea Bank NV                                                                   | CUSIP: 000000000<br>LEI: 724500AH42V5X8BCPE49 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $473009.71    | 0.00%             | 2034-02-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |      190000 | PA      | $199565.05    | 0.00%             | 2054-02-06      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $627662.18    | 0.01%             | 2036-02-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                        | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $357815.13    | 0.00%             | 2031-02-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $282530.95    | 0.00%             | 2034-02-09      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $136604.81    | 0.00%             | 2029-02-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |     1240000 | PA      | $1479153.15   | 0.01%             | 2029-03-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1950000 | PA      | $2298277.30   | 0.02%             | 2034-02-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $247438.13    | 0.00%             | 2032-02-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ALPHA BANK SA                                             | Alpha Bank SA                                                                    | CUSIP: 000000000<br>LEI: 213800DBQIB6VBNU5C64 | Long             | DBT              | CORP              | GR        |      200000 | PA      | $251475.62    | 0.00%             | 2030-05-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                    | Corp Andina de Fomento                                                           | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $1220759.30   | 0.01%             | 2030-02-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    18770000 | PA      | $1881625.58   | 0.02%             | 2034-04-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      800000 | PA      | $949545.55    | 0.01%             | 2034-02-14      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                     | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |     1580000 | PA      | $1887791.21   | 0.02%             | 2034-02-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $736578.92    | 0.01%             | 2034-02-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                    | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |      510000 | PA      | $608592.21    | 0.01%             | 2027-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       18000 | PA      | $21046.44     | 0.00%             | 2054-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $855363.77    | 0.01%             | 2035-02-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $243476.13    | 0.00%             | 2029-08-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1350000 | PA      | $1393348.99   | 0.01%             | 2055-06-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                        | Koninklijke KPN NV                                                               | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $239539.18    | 0.00%             | 2036-02-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                   | EXOR NV                                                                          | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $480930.06    | 0.00%             | 2033-02-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     1200000 | PA      | $1434901.97   | 0.01%             | 2027-09-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $350871.67    | 0.00%             | 2036-02-14      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                  | Alimentation Couche-Tard Inc                                                     | CUSIP: 000000000<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $239285.90    | 0.00%             | 2036-02-12      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                                  | Denmark Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     2940000 | PA      | $468734.81    | 0.00%             | 2026-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $237492.61    | 0.00%             | 2034-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |     1000000 | PA      | $1178195.76   | 0.01%             | 2034-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ING BELGIUM SA                                            | ING Belgium SA                                                                   | CUSIP: 000000000<br>LEI: JLS56RAMYQZECFUF2G44 | Long             | DBT              | CORP              | BE        |      400000 | PA      | $479524.21    | 0.00%             | 2031-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $364674.19    | 0.00%             | 2034-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER TOTTA SA                                  | Banco Santander Totta SA                                                         | CUSIP: 000000000<br>LEI: 549300URJH9VSI58CS32 | Long             | DBT              | CORP              | PT        |      800000 | PA      | $968610.46    | 0.01%             | 2031-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      400000 | PA      | $551341.98    | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      400000 | PA      | $489028.62    | 0.00%             | 2030-02-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                  | Snam SpA                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      600000 | PA      | $725932.32    | 0.01%             | 2034-02-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNILEVER FINANCE                                          | Unilever Finance Netherlands BV                                                  | CUSIP: 000000000<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $468165.07    | 0.00%             | 2037-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPER BANCA                                                | BPER Banca SPA                                                                   | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | DBT              | CORP              | IT        |      650000 | PA      | $800825.07    | 0.01%             | 2030-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1080350000 | PA      | $6310530.70   | 0.05%             | 2033-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |     1630000 | PA      | $1949470.77   | 0.02%             | 2028-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      100000 | PA      | $118171.25    | 0.00%             | 2036-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                       | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     1000000 | PA      | $1217889.34   | 0.01%             | 2034-05-21      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $334519.79    | 0.00%             | 2044-02-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      634000 | PA      | $793834.18    | 0.01%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $481147.24    | 0.00%             | 2028-11-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $358726.46    | 0.00%             | 2032-05-22      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $116504.85    | 0.00%             | 2037-02-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      550000 | PA      | $665078.23    | 0.01%             | 2036-02-22      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WAT FIN                                  | United Utilities Water Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $356780.42    | 0.00%             | 2034-05-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KLEPIERRE SA                                              | Klepierre SA                                                                     | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | DBT              |  | FR        |      300000 | PA      | $363082.62    | 0.00%             | 2033-09-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RABOBANK UA/AU                                            | Cooperatieve Rabobank UA/Australia                                               | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $349904.97    | 0.00%             | 2029-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                  | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |      980000 | PA      | $1190524.67   | 0.01%             | 2034-04-30      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     4000000 | PA      | $4736711.30   | 0.04%             | 2034-12-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      250000 | PA      | $310013.25    | 0.00%             | 2034-11-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     2400000 | PA      | $1399944.28   | 0.01%             | 2054-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAWAG P.S.K.                                              | BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | CUSIP: 000000000<br>LEI: 529900ICA8XQYGIKR372 | Long             | DBT              | CORP              | AT        |     1200000 | PA      | $1446969.93   | 0.01%             | 2031-02-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HAMBURGER SPARKASSE                                       | Hamburger Sparkasse AG                                                           | CUSIP: 000000000<br>LEI: 529900F5KTT6ZUPA8N40 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $720582.75    | 0.01%             | 2031-02-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                                   | Autostrade per l'Italia SpA                                                      | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $123326.87    | 0.00%             | 2032-06-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                                   | Autostrade per l'Italia SpA                                                      | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $248460.05    | 0.00%             | 2036-02-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                        | Macquarie Bank Ltd                                                               | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $283505.06    | 0.00%             | 2034-03-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $278688.84    | 0.00%             | 2034-03-04      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                                  | American Medical Systems Europe BV                                               | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $602724.61    | 0.01%             | 2032-03-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAND-PFALZ                                      | State of Rhineland-Palatinate                                                    | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |     1490000 | PA      | $1782414.01   | 0.02%             | 2028-02-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3735000 | PA      | $4557331.46   | 0.04%             | 2029-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5222000 | PA      | $6469619.65   | 0.06%             | 2034-07-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                           | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $615876.80    | 0.01%             | 2032-03-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $1112484.90   | 0.01%             | 2029-10-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                   | Honeywell International Inc                                                      | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      300000 | PA      | $354579.21    | 0.00%             | 2036-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PLUXEE NV                                                 | Pluxee NV                                                                        | CUSIP: 000000000<br>LEI: 213800RQNIQT48SEEO85 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $593912.97    | 0.01%             | 2032-09-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   800300000 | PA      | $5015413.39   | 0.04%             | 2028-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| UBS SWITZERLAND AG                                        | UBS Switzerland AG                                                               | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | Long             | DBT              | CORP              | CH        |      600000 | PA      | $725787.32    | 0.01%             | 2029-03-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      950000 | PA      | $1161720.44   | 0.01%             | 2034-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     3210000 | PA      | $3932467.47   | 0.03%             | 2034-03-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      600000 | PA      | $720544.61    | 0.01%             | 2029-07-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1370000 | PA      | $1326765.17   | 0.01%             | 2055-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                   | Severn Trent Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $243790.77    | 0.00%             | 2034-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ICCREA BANCA SPA                                          | Iccrea Banca SpA                                                                 | CUSIP: 000000000<br>LEI: NNVPP80YIZGEY2314M97 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $242970.39    | 0.00%             | 2032-03-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                             | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      900000 | PA      | $996529.02    | 0.01%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AP MOLLER-MAERSK A/S                                      | AP Moller - Maersk A/S                                                           | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | DBT              | CORP              | DK        |      300000 | PA      | $367638.13    | 0.00%             | 2036-03-05      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TELSTRA GROUP LTD                                         | Telstra Group Ltd                                                                | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $284528.36    | 0.00%             | 2034-03-06      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $345243.63    | 0.00%             | 2027-07-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OMNICOM FINANCE HOLD                                      | Omnicom Finance Holdings PLC                                                     | CUSIP: 000000000<br>LEI: 213800JBHE39OG74OJ98 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $359870.00    | 0.00%             | 2032-03-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LKQ DUTCH BOND BV                                         | LKQ Dutch Bond BV                                                                | CUSIP: 000000000<br>LEI: 724500O7KBK1ICWRWC17 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $120859.65    | 0.00%             | 2031-03-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    41000000 | PA      | $6176998.40   | 0.05%             | 2034-02-25      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   136440000 | PA      | $20555845.40  | 0.18%             | 2034-02-25      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $114892.29    | 0.00%             | 2039-03-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $366211.77    | 0.00%             | 2033-03-08      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA PACIFIC AIRPOR                                  | Australia Pacific Airports Melbourne Pty Ltd                                     | CUSIP: 000000000<br>LEI: 549300AO4NFQPL3JBB37 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $242943.77    | 0.00%             | 2034-06-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $119591.53    | 0.00%             | 2036-03-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $121539.72    | 0.00%             | 2031-03-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                                  | New Zealand Local Government Funding Agency Bond                                 | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |      650000 | PA      | $445285.67    | 0.00%             | 2034-03-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                                  | New Zealand Local Government Funding Agency Bond                                 | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |     1200000 | PA      | $835468.88    | 0.01%             | 2027-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    12500000 | PA      | $1813189.79   | 0.02%             | 2027-02-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $846345.37    | 0.01%             | 2029-02-16      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| KONINKIJKE AHOLD DLHAIZE                                  | Koninklijke Ahold Delhaize NV                                                    | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $362248.83    | 0.00%             | 2036-03-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $359291.18    | 0.00%             | 2034-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STOCKLAND TRUST                                           | Stockland Trust                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | AU        |      300000 | PA      | $214150.21    | 0.00%             | 2034-09-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AURIZON NETWORK PTY LTD                                   | Aurizon Network Pty Ltd                                                          | CUSIP: 000000000<br>LEI: 549300FNL9A7DVZKZ444 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $141281.95    | 0.00%             | 2031-09-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| COVENTRY BLDG SOCIETY                                     | Coventry Building Society                                                        | CUSIP: 000000000<br>LEI: 2138004G59FXEAZ6IO10 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $567589.40    | 0.00%             | 2030-03-12      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DNB BOLIGKREDITT AS                                       | DNB Boligkreditt AS                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |      600000 | PA      | $720218.96    | 0.01%             | 2029-03-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                     | Transurban Finance Co Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $483877.30    | 0.00%             | 2032-03-12      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                     | Transurban Finance Co Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $240007.30    | 0.00%             | 2036-03-12      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| KERING                                                    | Kering SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $356245.06    | 0.00%             | 2032-03-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT Finance Corp                                                                 | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     1100000 | PA      | $1319267.21   | 0.01%             | 2031-03-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| WPP FINANCE 2013                                          | WPP Finance 2013                                                                 | CUSIP: 000000000<br>LEI: 549300L84EKSLWWPGI24 | Long             | DBT              | CORP              | GB        |      275000 | PA      | $325447.08    | 0.00%             | 2033-09-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KERING                                                    | Kering SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115975.67    | 0.00%             | 2036-03-11      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      500000 | PA      | $599091.25    | 0.01%             | 2033-12-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $593404.89    | 0.01%             | 2034-03-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      800000 | PA      | $821454.68    | 0.01%             | 2054-03-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      200000 | PA      | $247042.79    | 0.00%             | 2032-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      650000 | PA      | $780020.73    | 0.01%             | 2039-03-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     4250000 | PA      | $2801122.21   | 0.02%             | 2037-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI S                                  | Banca Monte dei Paschi di Siena SpA                                              | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |      350000 | PA      | $431064.38    | 0.00%             | 2029-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA FINANCE AUSTRALIA                                  | Toyota Finance Australia Ltd                                                     | CUSIP: 000000000<br>LEI: 3UKPTDP5PGQRH8AUK042 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $483082.51    | 0.00%             | 2030-03-18      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $229199.17    | 0.00%             | 2036-03-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ILE DE FRANCE MOBILITES                                   | Ile-de-France Mobilites                                                          | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $412431.63    | 0.00%             | 2049-06-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      250000 | PA      | $294055.69    | 0.00%             | 2032-03-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO                                  | Korea Housing Finance Corp                                                       | CUSIP: 000000000<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |      200000 | PA      | $240658.05    | 0.00%             | 2029-03-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                          | Santander UK PLC                                                                 | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $480091.11    | 0.00%             | 2029-03-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JUNTA DE ANDALUCIA                                        | Junta de Andalucia                                                               | CUSIP: 000000000<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | NUSS              | ES        |      500000 | PA      | $601149.60    | 0.01%             | 2034-04-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      300000 | PA      | $360310.24    | 0.00%             | 2034-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LAND SECURITIES CM PLC                                    | Land Securities Capital Markets PLC                                              | CUSIP: 000000000<br>LEI: 213800ZNMO2OSVLXAK89 | Long             | DBT              |  | GB        |      100000 | PA      | $137209.69    | 0.00%             | 2031-09-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      850000 | PA      | $1017706.63   | 0.01%             | 2029-09-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  2010450000 | PA      | $12638123.37  | 0.11%             | 2028-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $1194702.31   | 0.01%             | 2027-03-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| EIKA BOLIGKREDITT AS                                      | Eika Boligkreditt AS                                                             | CUSIP: 000000000<br>LEI: 549300T7MMTBQXCJOQ79 | Long             | DBT              | CORP              | NO        |      400000 | PA      | $480034.39    | 0.00%             | 2029-03-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE KREDITBANK AG                                    | Deutsche Kreditbank AG                                                           | CUSIP: 000000000<br>LEI: 529900K16YGKC8BES892 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $462411.89    | 0.00%             | 2036-03-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VSEOBECNA UVEROVA BANKA                                   | Vseobecna Uverova Banka AS                                                       | CUSIP: 000000000<br>LEI: 549300JB1P61FUTPEZ75 | Long             | DBT              | CORP              | SK        |      300000 | PA      | $360384.29    | 0.00%             | 2031-03-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RELX FINANCE BV                                           | RELX Finance BV                                                                  | CUSIP: 000000000<br>LEI: 54930086P8MBY4IN4E29 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $355157.48    | 0.00%             | 2033-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                       | Deutsche Telekom AG                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $231471.28    | 0.00%             | 2036-03-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      800000 | PA      | $825806.46    | 0.01%             | 2054-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NESTLE CAPITAL CORP                                       | Nestle Capital Corp                                                              | CUSIP: 000000000<br>LEI: 549300VIRTXBZ81J0S95 | Long             | DBT              | CORP              | US        |      100000 | PA      | $138708.63    | 0.00%             | 2029-03-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EASYJET PLC                                               | easyJet PLC                                                                      | CUSIP: 000000000<br>LEI: 2138001S47XKWIB7TH90 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $121238.19    | 0.00%             | 2031-03-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NESTLE CAPITAL CORP                                       | Nestle Capital Corp                                                              | CUSIP: 000000000<br>LEI: 549300VIRTXBZ81J0S95 | Long             | DBT              | CORP              | US        |      100000 | PA      | $133749.92    | 0.00%             | 2036-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $223308.51    | 0.00%             | 2036-03-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                                  | South Australian Government Financing Authority                                  | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |     2000000 | PA      | $1373704.07   | 0.01%             | 2029-05-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      550000 | PA      | $390666.21    | 0.00%             | 2034-03-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| AMADEUS IT GROUP SA                                       | Amadeus IT Group SA                                                              | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $604542.43    | 0.01%             | 2029-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARKEMA                                                    | Arkema SA                                                                        | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $488621.66    | 0.00%             | 2029-03-25      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $139392.65    | 0.00%             | 2029-03-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $741231.44    | 0.01%             | 2035-03-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                          | Deutsche Post AG                                                                 | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $475078.97    | 0.00%             | 2036-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      600000 | PA      | $725106.07    | 0.01%             | 2035-03-21      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1460026.41   | 0.01%             | 2030-03-21      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $2296103.22   | 0.02%             | 2034-03-21      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                      | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $376466.63    | 0.00%             | 2034-06-27      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $473721.32    | 0.00%             | 2044-03-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $241053.91    | 0.00%             | 2032-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASN BANK NV                                               | ASN Bank NV                                                                      | CUSIP: 000000000<br>LEI: 724500A1FNICHSDF2I11 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $358268.80    | 0.00%             | 2031-03-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     6110000 | PA      | $6484024.71   | 0.06%             | 2050-02-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $957964.11    | 0.01%             | 2030-11-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STATKRAFT AS                                              | Statkraft AS                                                                     | CUSIP: 000000000<br>LEI: 529900TH4OAW7WYG1777 | Long             | DBT              | CORP              | NO        |      570000 | PA      | $671500.63    | 0.01%             | 2039-03-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      375000 | PA      | $424331.09    | 0.00%             | 2044-03-22      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      125000 | PA      | $151285.97    | 0.00%             | 2031-09-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      375000 | PA      | $443764.22    | 0.00%             | 2037-03-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      500000 | PA      | $610006.54    | 0.01%             | 2032-03-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PROXIMUS SADP                                             | Proximus SADP                                                                    | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $239762.14    | 0.00%             | 2034-03-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                            | Air Lease Corp                                                                   | CUSIP: 000000000<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      350000 | PA      | $421133.94    | 0.00%             | 2030-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TRATON FINANCE LUX SA                                     | Traton Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900BRKIE6LKIEXD84 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $605834.49    | 0.01%             | 2030-03-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CBRE OPEN-ENDED FUNDS                                     | CBRE Open-Ended Funds SCA SICAV-SIF                                              | CUSIP: 000000000<br>LEI: 529900J5H3JGJ83AUZ88 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $124263.32    | 0.00%             | 2034-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |     1200000 | PA      | $1408104.40   | 0.01%             | 2034-06-22      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                       | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $956219.14    | 0.01%             | 2033-10-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                             | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      850000 | PA      | $1023327.43   | 0.01%             | 2027-10-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                             | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      350000 | PA      | $428921.31    | 0.00%             | 2031-04-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     5690000 | PA      | $1641232.30   | 0.01%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUSGRID FINANCE PTY LTD                                   | Ausgrid Finance Pty Ltd                                                          | CUSIP: 000000000<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $278717.63    | 0.00%             | 2031-03-28      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     4300000 | PA      | $622466.74    | 0.01%             | 2027-03-12      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    75000000 | PA      | $10995399.91  | 0.10%             | 2029-03-15      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    26300000 | PA      | $3855720.23   | 0.03%             | 2029-03-15      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     2610000 | PA      | $688063.90    | 0.01%             | 2054-03-23      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CIE DE SAINT-GOBAIN SA                                    | Cie de Saint-Gobain SA                                                           | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $478200.17    | 0.00%             | 2034-04-08      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     2150000 | PA      | $2570946.35   | 0.02%             | 2029-04-26      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $978592.85    | 0.01%             | 2030-04-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GATWICK FUNDING LIMITED                                   | Gatwick Funding Ltd                                                              | CUSIP: 000000000<br>LEI: 213800NK8FA3GKS6X167 | Long             | DBT              | CORP              | JE        |      100000 | PA      | $130900.05    | 0.00%             | 2040-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIE DE SAINT-GOBAIN SA                                    | Cie de Saint-Gobain SA                                                           | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $602817.48    | 0.01%             | 2030-04-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PARADIGM HOMES CHARITABL                                  | Paradigm Homes Charitable Housing Association Ltd                                | CUSIP: 000000000<br>LEI: 213800I54XR2I9HM3X58 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $126799.02    | 0.00%             | 2044-04-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $274621.37    | 0.00%             | 2028-10-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SOLVAY SA                                                 | Solvay SA                                                                        | CUSIP: 000000000<br>LEI: 549300MMVL80RTBP3O28 | Long             | DBT              | CORP              | BE        |      100000 | PA      | $122197.16    | 0.00%             | 2031-10-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOLVAY SA                                                 | Solvay SA                                                                        | CUSIP: 000000000<br>LEI: 549300MMVL80RTBP3O28 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $363070.21    | 0.00%             | 2028-04-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      500000 | PA      | $599068.55    | 0.01%             | 2029-04-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $243976.23    | 0.00%             | 2030-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $691444.22    | 0.01%             | 2029-03-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    49680000 | PA      | $2254493.09   | 0.02%             | 2033-03-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  2142250000 | PA      | $12578782.46  | 0.11%             | 2034-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     4400000 | PA      | $2641499.47   | 0.02%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PERMANENT TSB GROUP                                       | Permanent TSB Group Holdings PLC                                                 | CUSIP: 000000000<br>LEI: 635400DTNHVYGZODKQ93 | Long             | DBT              | CORP              | IE        |      650000 | PA      | $800289.75    | 0.01%             | 2030-07-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $121920.05    | 0.00%             | 2034-04-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $412551.26    | 0.00%             | 2029-04-10      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   480050000 | PA      | $2112808.59   | 0.02%             | 2054-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                                         | CDP Financial Inc                                                                | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $1203199.38   | 0.01%             | 2029-04-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TERNA RETE ELETTRICA                                      | Terna - Rete Elettrica Nazionale                                                 | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $370826.26    | 0.00%             | 2030-01-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JT INTL FIN SERVICES BV                                   | JT International Financial Services BV                                           | CUSIP: 000000000<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $470230.37    | 0.00%             | 2034-04-11      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                                    | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |      300000 | PA      | $355844.96    | 0.00%             | 2034-04-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $489812.15    | 0.00%             | 2036-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $124110.02    | 0.00%             | 2034-10-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     9750000 | PA      | $2530609.58   | 0.02%             | 2031-10-08      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                        | Cadent Finance PLC                                                               | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $359116.65    | 0.00%             | 2033-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE BUILDING SOC                                    | Yorkshire Building Society                                                       | CUSIP: 000000000<br>LEI: WXD0EHQRPI7HKN3I5T57 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $357253.44    | 0.00%             | 2031-04-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| S-PANKKI OYJ                                              | S-Pankki Oyj                                                                     | CUSIP: 000000000<br>LEI: 743700FTBNXAUN57RH30 | Long             | DBT              | CORP              | FI        |     1000000 | PA      | $1196034.88   | 0.01%             | 2030-04-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                          | Duke Energy Corp                                                                 | CUSIP: 000000000<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      400000 | PA      | $482772.33    | 0.00%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                           | Piraeus Bank SA                                                                  | CUSIP: 000000000<br>LEI: 213800OYHR1MPQ5VJL60 | Long             | DBT              | CORP              | GR        |      200000 | PA      | $250650.71    | 0.00%             | 2030-04-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $734197.75    | 0.01%             | 2034-04-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                      | BAT International Finance PLC                                                    | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $734441.71    | 0.01%             | 2032-04-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ASAHI GROUP HOLDINGS LTD                                  | Asahi Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | DBT              | CORP              | JP        |      400000 | PA      | $476081.34    | 0.00%             | 2032-04-16      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 11172310000 | PA      | $7801335.80   | 0.07%             | 2027-06-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    12240000 | PA      | $13431654.94  | 0.12%             | 2041-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    19820000 | PA      | $5591149.54   | 0.05%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   323800000 | PA      | $1662921.01   | 0.01%             | 2044-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $489702.90    | 0.00%             | 2029-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $247608.32    | 0.00%             | 2034-04-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                                    | Sydney Airport Finance Co Pty Ltd                                                | CUSIP: 000000000<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $140794.23    | 0.00%             | 2034-04-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    17910000 | PA      | $4670908.05   | 0.04%             | 2039-04-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   336960000 | PA      | $49440074.23  | 0.43%             | 2029-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| REGIE AUTONOME DES TRANS                                  | Regie Autonome des Transports Parisiens EPIC                                     | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $233737.95    | 0.00%             | 2034-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI S                                  | Banca Monte dei Paschi di Siena SpA                                              | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |      500000 | PA      | $609306.07    | 0.01%             | 2029-04-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  6140520000 | PA      | $4215482.47   | 0.04%             | 2034-06-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VICINITY CENTRES TRUST                                    | Vicinity Centres Trust                                                           | CUSIP: 000000000<br>LEI: 254900YANM8VTQCFYX66 | Long             | DBT              |  | AU        |      200000 | PA      | $143968.74    | 0.00%             | 2034-04-24      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| LONZA FINANCE INTL NV                                     | Lonza Finance International NV                                                   | CUSIP: 000000000<br>LEI: 549300AS6XQBD4ETT379 | Long             | DBT              | CORP              | BE        |      851000 | PA      | $1014854.48   | 0.01%             | 2036-04-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRENNTAG FINANCE BV                                       | Brenntag Finance BV                                                              | CUSIP: 000000000<br>LEI: 724500LOJA6NM43PH951 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $240815.00    | 0.00%             | 2032-04-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                           | JAB Holdings BV                                                                  | CUSIP: 000000000<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $366902.81    | 0.00%             | 2034-04-25      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                         | General Mills Inc                                                                | CUSIP: 000000000<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      400000 | PA      | $486140.56    | 0.00%             | 2030-10-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                         | General Mills Inc                                                                | CUSIP: 000000000<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      300000 | PA      | $360671.00    | 0.00%             | 2034-04-23      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      350000 | PA      | $422274.65    | 0.00%             | 2029-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                   | Procter & Gamble Co/The                                                          | CUSIP: 000000000<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      600000 | PA      | $710131.22    | 0.01%             | 2034-04-29      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                               | Prologis LP                                                                      | CUSIP: 000000000<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |      100000 | PA      | $135262.29    | 0.00%             | 2040-05-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      100000 | PA      | $121155.09    | 0.00%             | 2034-05-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     4600000 | PA      | $5522396.97   | 0.05%             | 2027-12-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     1670000 | PA      | $1980126.41   | 0.02%             | 2034-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $488395.33    | 0.00%             | 2029-05-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      300000 | PA      | $417555.03    | 0.00%             | 2031-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                      | Glencore Capital Finance DAC                                                     | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $369867.58    | 0.00%             | 2031-04-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FLUVIUS SYSTEM OP                                         | FLUVIUS System Operator CV                                                       | CUSIP: 000000000<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |      800000 | PA      | $967911.49    | 0.01%             | 2034-05-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TATRA BANKA AS                                            | Tatra Banka as                                                                   | CUSIP: 000000000<br>LEI: 3157002JBFAI478MD587 | Long             | DBT              | CORP              | SK        |      400000 | PA      | $494751.21    | 0.00%             | 2030-04-29      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                               | Eurobank SA                                                                      | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |      700000 | PA      | $882588.82    | 0.01%             | 2031-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                                    | Sydney Airport Finance Co Pty Ltd                                                | CUSIP: 000000000<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $484963.90    | 0.00%             | 2032-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                                    | Sydney Airport Finance Co Pty Ltd                                                | CUSIP: 000000000<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $366025.06    | 0.00%             | 2036-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                                   | RTE Reseau de Transport d'Electricite SADIR                                      | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $220626.36    | 0.00%             | 2044-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GROUPE ACM                                                | Groupe des Assurances du Credit Mutuel SADIR                                     | CUSIP: 000000000<br>LEI: 96950090CGKLVXEKWF10 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $607378.41    | 0.01%             | 2029-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    15000000 | PA      | $3504455.17   | 0.03%             | 2028-04-26      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| GROUPE ACM                                                | Groupe des Assurances du Credit Mutuel SADIR                                     | CUSIP: 000000000<br>LEI: 96950090CGKLVXEKWF10 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $124774.29    | 0.00%             | 2044-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |   128250000 | PA      | $19180074.42  | 0.17%             | 2034-04-02      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT HAMBURG                                  | Free and Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |     1100000 | PA      | $1308378.10   | 0.01%             | 2032-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ACHMEA BV                                                 | Achmea BV                                                                        | CUSIP: 000000000<br>LEI: 7245007QUMI1FHIQV531 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $259050.83    | 0.00%             | 2044-11-02      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     2036000 | PA      | $2444099.22   | 0.02%             | 2031-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |     1200000 | PA      | $1400400.49   | 0.01%             | 2034-11-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      884000 | PA      | $1029610.71   | 0.01%             | 2054-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BANK OF CYPRUS PCL                                        | Bank of Cyprus Pcl                                                               | CUSIP: 000000000<br>LEI: PQ0RAP85KK9Z75ONZW93 | Long             | DBT              | CORP              | CY        |      100000 | PA      | $123625.88    | 0.00%             | 2029-05-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SP KIINNITYSLUOTTOPANKKI                                  | SP-Kiinnitysluottopankki Oyj                                                     | CUSIP: 000000000<br>LEI: 7437001BISR7R2A9KX89 | Long             | DBT              | CORP              | FI        |      400000 | PA      | $483123.94    | 0.00%             | 2031-05-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAND-PFALZ                                      | State of Rhineland-Palatinate                                                    | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $237669.35    | 0.00%             | 2034-05-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    91190000 | PA      | $2959090.03   | 0.03%             | 2027-11-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WERFEN SA/SPAIN                                           | Werfen SA/Spain                                                                  | CUSIP: 000000000<br>LEI: 9598003BHZ02SG7LKD16 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $123165.35    | 0.00%             | 2030-05-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $419461.65    | 0.00%             | 2034-05-02      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR HYPOTEK                                  | Lansforsakringar Hypotek AB                                                      | CUSIP: 000000000<br>LEI: 5493001P7BX1N0JAG961 | Long             | DBT              | CORP              | SE        |     1000000 | PA      | $1209963.30   | 0.01%             | 2030-05-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LFA FOERDERBANK BAYERN                                    | LFA Foerderbank Bayern                                                           | CUSIP: 000000000<br>LEI: 529900K094KMHKJ4TS82 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1194114.76   | 0.01%             | 2027-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1900000 | PA      | $1648221.18   | 0.01%             | 2034-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    76890000 | PA      | $11246565.13  | 0.10%             | 2029-04-09      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    43000000 | PA      | $6289534.41   | 0.05%             | 2029-04-09      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $594769.15    | 0.01%             | 2036-05-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DANONE SA                                                 | Danone SA                                                                        | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1209442.52   | 0.01%             | 2030-05-03      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| ROCHE FINANCE EUROPE BV                                   | Roche Finance Europe BV                                                          | CUSIP: 000000000<br>LEI: 724500MMYDP2MJLGB718 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $606659.92    | 0.01%             | 2030-05-03      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                          | Pernod Ricard SA                                                                 | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $354627.78    | 0.00%             | 2034-05-07      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $616598.94    | 0.01%             | 2035-05-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ROCHE FINANCE EUROPE BV                                   | Roche Finance Europe BV                                                          | CUSIP: 000000000<br>LEI: 724500MMYDP2MJLGB718 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $337167.04    | 0.00%             | 2044-05-03      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     2100000 | PA      | $2516072.37   | 0.02%             | 2032-03-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |   130060000 | PA      | $19402583.84  | 0.17%             | 2034-04-12      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                  | CUSIP: 000000000<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1841495.96   | 0.02%             | 2030-07-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VESTEDA FINANCE BV                                        | Vesteda Finance BV                                                               | CUSIP: 000000000<br>LEI: 72450072M9HBDGD2GH67 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $122190.45    | 0.00%             | 2032-05-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 000000000<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $720980.21    | 0.01%             | 2034-05-08      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                 | CUSIP: 000000000<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      300000 | PA      | $364200.00    | 0.00%             | 2032-05-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                 | CUSIP: 87264ADH5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      100000 | PA      | $121365.14    | 0.00%             | 2029-05-08      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                 | CUSIP: 000000000<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      200000 | PA      | $238588.84    | 0.00%             | 2036-05-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    56400000 | PA      | $8155602.58   | 0.07%             | 2027-04-12      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    61350000 | PA      | $8871294.14   | 0.08%             | 2027-04-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $360948.40    | 0.00%             | 2031-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      600000 | PA      | $420980.56    | 0.00%             | 2029-05-14      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $236769.65    | 0.00%             | 2034-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                              | WP Carey Inc                                                                     | CUSIP: 000000000<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |      400000 | PA      | $490270.03    | 0.00%             | 2032-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      100000 | PA      | $121177.27    | 0.00%             | 2032-05-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $365345.39    | 0.00%             | 2032-05-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                          | Coca-Cola Co/The                                                                 | CUSIP: 000000000<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      500000 | PA      | $597313.23    | 0.01%             | 2032-05-14      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CIE GENERALE DES ESTABLI                                  | Cie Generale des Etablissements Michelin SCA                                     | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $238299.09    | 0.00%             | 2031-05-16      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ INT FINCE                                   | Mercedes-Benz International Finance BV                                           | CUSIP: 000000000<br>LEI: 529900RUGCXMPEENHQ31 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $601532.92    | 0.01%             | 2030-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CIE GENERALE DES ESTABLI                                  | Cie Generale des Etablissements Michelin SCA                                     | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $233081.25    | 0.00%             | 2036-05-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      700000 | PA      | $780279.78    | 0.01%             | 2039-05-17      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LAND BADEN-WUERTTEMBERG                                   | Land Baden-Wuerttemberg                                                          | CUSIP: 000000000<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |     1000000 | PA      | $1197961.84   | 0.01%             | 2029-05-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AUST CAPITAL TERRITORY                                    | Australian Capital Territory                                                     | CUSIP: 000000000<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | NUSS              | AU        |      300000 | PA      | $203516.78    | 0.00%             | 2036-10-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    10380000 | PA      | $12711765.95  | 0.11%             | 2031-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $243252.17    | 0.00%             | 2028-11-21      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                                 | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $609085.74    | 0.01%             | 2044-05-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1414178.06   | 0.01%             | 2034-05-22      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                          | Santander UK PLC                                                                 | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $719211.70    | 0.01%             | 2031-05-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                             | AIB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $247133.04    | 0.00%             | 2035-05-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR FINANCE BV                                   | Toyota Motor Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 724500OPA8GZSQUNSR96 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $139182.08    | 0.00%             | 2029-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                                     | Deutsche Lufthansa AG                                                            | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $370221.38    | 0.00%             | 2030-05-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS SWITZERLAND AG                                        | UBS Switzerland AG                                                               | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $239177.73    | 0.00%             | 2031-06-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BMW INTL INVESTMENT BV                                    | BMW International Investment BV                                                  | CUSIP: 000000000<br>LEI: 724500J951RJJFEW5X49 | Long             | DBT              | CORP              | NL        |     1150000 | PA      | $1381853.34   | 0.01%             | 2032-11-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                              | Amprion GmbH                                                                     | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $336071.34    | 0.00%             | 2044-05-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   401300000 | PA      | $2529116.65   | 0.02%             | 2029-03-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    14840000 | PA      | $3892380.40   | 0.03%             | 2044-05-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| SPAREBANKEN NORG BOLIGKR                                  | Sparebanken Norge Boligkreditt AS                                                | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6AO004 | Long             | DBT              | CORP              | NO        |      500000 | PA      | $602105.56    | 0.01%             | 2029-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     5220000 | PA      | $5508698.27   | 0.05%             | 2054-10-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                                               | ING Bank NV                                                                      | CUSIP: 000000000<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $236752.96    | 0.00%             | 2034-05-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 000000000<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      700000 | PA      | $814910.88    | 0.01%             | 2039-05-24      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                | US Bancorp                                                                       | CUSIP: 000000000<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      200000 | PA      | $245393.39    | 0.00%             | 2032-05-21      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                   | Illinois Tool Works Inc                                                          | CUSIP: 000000000<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |      850000 | PA      | $1020171.56   | 0.01%             | 2032-05-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VERBUND AG                                                | Verbund AG                                                                       | CUSIP: 000000000<br>LEI: 5299006UDSEJCTTEJS30 | Long             | DBT              | CORP              | AT        |      600000 | PA      | $721976.39    | 0.01%             | 2031-05-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                         | Eaton Capital ULC                                                                | CUSIP: 000000000<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $360486.98    | 0.00%             | 2036-05-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                         | Eaton Capital ULC                                                                | CUSIP: 000000000<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $243698.75    | 0.00%             | 2031-05-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                         | Johnson & Johnson                                                                | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      200000 | PA      | $240172.27    | 0.00%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NL                                   | Novo Nordisk Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1205607.31   | 0.01%             | 2029-01-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                         | Johnson & Johnson                                                                | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      450000 | PA      | $529767.07    | 0.00%             | 2036-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NL                                   | Novo Nordisk Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |      350000 | PA      | $414893.72    | 0.00%             | 2034-05-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TEOLLISUUDEN VOIMA OYJ                                    | Teollisuuden Voima Oyj                                                           | CUSIP: 000000000<br>LEI: 743700LQ48IZBTZN4S52 | Long             | DBT              | CORP              | FI        |      450000 | PA      | $557644.72    | 0.00%             | 2031-05-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                   | Oncor Electric Delivery Co LLC                                                   | CUSIP: 000000000<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      200000 | PA      | $241459.79    | 0.00%             | 2031-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BUREAU VERITAS SA                                         | Bureau Veritas SA                                                                | CUSIP: 000000000<br>LEI: 969500TPU5T3HA5D1F11 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $351097.76    | 0.00%             | 2036-05-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AKTIA BANK                                                | Aktia Bank Oyj                                                                   | CUSIP: 000000000<br>LEI: 743700GC62JLHFBUND16 | Long             | DBT              | CORP              | FI        |      900000 | PA      | $1082961.95   | 0.01%             | 2029-10-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    93510000 | PA      | $13545452.59  | 0.12%             | 2027-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| COVIVIO HOTELS SACA                                       | Covivio Hotels SACA                                                              | CUSIP: 000000000<br>LEI: 969500N2QX5LGFFZ0I67 | Long             | DBT              |  | FR        |      300000 | PA      | $362256.96    | 0.00%             | 2033-05-23      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                  | Asian Infrastructure Investment Bank/The                                         | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $359013.85    | 0.00%             | 2031-05-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNIPOL ASSICURAZIONI SPA                                  | Unipol Assicurazioni SpA                                                         | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $376773.92    | 0.00%             | 2034-05-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                                                 | Timken Co/The                                                                    | CUSIP: 000000000<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |      200000 | PA      | $240668.95    | 0.00%             | 2034-05-23      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MSD NETHERLANDS CAPITAL                                   | MSD Netherlands Capital BV                                                       | CUSIP: 000000000<br>LEI: 724500V56VDH8898Q807 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $313247.36    | 0.00%             | 2054-05-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MSD NETHERLANDS CAPITAL                                   | MSD Netherlands Capital BV                                                       | CUSIP: 000000000<br>LEI: 724500V56VDH8898Q807 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $350250.24    | 0.00%             | 2037-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MSD NETHERLANDS CAPITAL                                   | MSD Netherlands Capital BV                                                       | CUSIP: 000000000<br>LEI: 724500V56VDH8898Q807 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $337021.86    | 0.00%             | 2044-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |      700000 | PA      | $480336.03    | 0.00%             | 2032-07-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN TERRITORY TREAS                                  | Northern Territory Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 254900V4FQ2K6E3VJ628 | Long             | DBT              | NUSS              | AU        |     1200000 | PA      | $823394.18    | 0.01%             | 2034-03-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF QUEENSLAND LTD                                    | Bank of Queensland Ltd                                                           | CUSIP: 000000000<br>LEI: 549300WFIN7T02UKDG08 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $483105.53    | 0.00%             | 2029-07-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                             | Banco BPM SpA                                                                    | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |      775000 | PA      | $935292.89    | 0.01%             | 2031-05-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     2150000 | PA      | $2579577.13   | 0.02%             | 2031-05-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SG LT                                  | Standard Chartered Bank Singapore Ltd                                            | CUSIP: 000000000<br>LEI: 549300MDYVVHJ8D1DW28 | Long             | DBT              | CORP              | SG        |      550000 | PA      | $660610.99    | 0.01%             | 2027-05-28      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1680000 | PA      | $1605985.68   | 0.01%             | 2054-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $596823.07    | 0.01%             | 2037-05-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      435000 | PA      | $537709.04    | 0.00%             | 2032-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1222150000 | PA      | $5479817.59   | 0.05%             | 2064-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FINNVERA PLC                                              | Finnvera Oyj                                                                     | CUSIP: 000000000<br>LEI: 743700T69OBBJO7TCA15 | Long             | DBT              | NUSS              | FI        |     1000000 | PA      | $1200464.83   | 0.01%             | 2029-08-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     1459000 | PA      | $1634765.85   | 0.01%             | 2054-06-12      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                    | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |      500000 | PA      | $600595.31    | 0.01%             | 2027-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 000000000<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $602813.69    | 0.01%             | 2029-05-30      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     7090000 | PA      | $8234551.85   | 0.07%             | 2039-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     5700000 | PA      | $554537.82    | 0.00%             | 2039-05-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SAGAX AB                                                  | Sagax AB                                                                         | CUSIP: 000000000<br>LEI: 549300LJX28T6OM8DT95 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $123094.54    | 0.00%             | 2030-05-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                              | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      100000 | PA      | $121310.18    | 0.00%             | 2034-05-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| REDEXIS SA                                                | Redexis SA                                                                       | CUSIP: 000000000<br>LEI: 635400DYWVUY8IC5MR90 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $366061.07    | 0.00%             | 2031-05-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SWISSCOM FINANCE                                          | Swisscom Finance BV                                                              | CUSIP: 000000000<br>LEI: 549300L41E8X8K71RV25 | Long             | DBT              | CORP              | NL        |      950000 | PA      | $1076041.17   | 0.01%             | 2044-05-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SWISSCOM FINANCE                                          | Swisscom Finance BV                                                              | CUSIP: 000000000<br>LEI: 549300L41E8X8K71RV25 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $484677.34    | 0.00%             | 2031-11-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                               | Aker BP ASA                                                                      | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $241444.34    | 0.00%             | 2032-05-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                          | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |      900000 | PA      | $1053391.38   | 0.01%             | 2034-05-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                      | Raiffeisen Bank International AG                                                 | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $248640.00    | 0.00%             | 2030-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EPH FIN INTERNATIONAL AS                                  | EPH Financing International AS                                                   | CUSIP: 000000000<br>LEI: 3157003E5A4ZV0JCSM65 | Long             | DBT              | CORP              | CZ        |      200000 | PA      | $253376.76    | 0.00%             | 2029-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ILLIMITY BANK SPA                                         | Illimity Bank SpA                                                                | CUSIP: 000000000<br>LEI: 815600A029117B20DD63 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $122862.64    | 0.00%             | 2027-05-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GRENKE FINANCE PLC                                        | Grenke Finance PLC                                                               | CUSIP: 000000000<br>LEI: 635400ILKD2MBMANBG03 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $126866.88    | 0.00%             | 2029-07-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MONDI FINANCE PLC                                         | Mondi Finance PLC                                                                | CUSIP: 000000000<br>LEI: 213800BJV32JT6IRCS96 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $238643.68    | 0.00%             | 2032-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                    | Koninklijke Philips NV                                                           | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $484185.97    | 0.00%             | 2032-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $374878.60    | 0.00%             | 2036-05-31      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      499000 | PA      | $358565.02    | 0.00%             | 2039-06-06      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1204822.87   | 0.01%             | 2030-06-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $367430.53    | 0.00%             | 2034-06-04      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| BANCA POPOLARE SONDRIO                                    | Banca Popolare di Sondrio SPA                                                    | CUSIP: 000000000<br>LEI: J48C8PCSJVUBR8KCW529 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $368589.20    | 0.00%             | 2030-06-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $363555.54    | 0.00%             | 2030-06-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $338062.64    | 0.00%             | 2044-06-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $356141.59    | 0.00%             | 2034-05-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                      | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $597673.40    | 0.01%             | 2034-06-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RAIFFEISENBANK AS                                         | Raiffeisenbank AS                                                                | CUSIP: 000000000<br>LEI: 31570010000000004460 | Long             | DBT              | CORP              | CZ        |      300000 | PA      | $371755.32    | 0.00%             | 2030-06-05      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| ICCREA BANCA SPA                                          | Iccrea Banca SpA                                                                 | CUSIP: 000000000<br>LEI: NNVPP80YIZGEY2314M97 | Long             | DBT              | CORP              | IT        |      700000 | PA      | $845768.07    | 0.01%             | 2034-06-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $603149.79    | 0.01%             | 2029-06-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $241070.28    | 0.00%             | 2031-06-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1260000 | PA      | $1532445.42   | 0.01%             | 2034-10-31      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      600000 | PA      | $721629.00    | 0.01%             | 2031-06-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOWOGE WOHNUNGS                                           | HOWOGE Wohnungsbaugesellschaft mbH                                               | CUSIP: 000000000<br>LEI: 894500BIY1Z9MG9QB745 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $243941.36    | 0.00%             | 2030-06-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DNB BOLIGKREDITT AS                                       | DNB Boligkreditt AS                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |      400000 | PA      | $483650.15    | 0.00%             | 2031-06-05      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                             | Medtronic Inc                                                                    | CUSIP: 000000000<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      500000 | PA      | $558733.77    | 0.00%             | 2053-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                             | Medtronic Inc                                                                    | CUSIP: 000000000<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      100000 | PA      | $120892.25    | 0.00%             | 2036-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                             | Medtronic Inc                                                                    | CUSIP: 000000000<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      125000 | PA      | $152735.34    | 0.00%             | 2029-10-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                             | Medtronic Inc                                                                    | CUSIP: 000000000<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      200000 | PA      | $234560.76    | 0.00%             | 2043-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MAYBANK SINGAPORE LTD                                     | Maybank Singapore Ltd                                                            | CUSIP: 000000000<br>LEI: 549300TVTVALJC1NA695 | Long             | DBT              | CORP              | SG        |      300000 | PA      | $361027.58    | 0.00%             | 2027-06-07      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  2240000000 | PA      | $2799451.20   | 0.02%             | 2040-10-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      600000 | PA      | $728277.20    | 0.01%             | 2029-06-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      550000 | PA      | $768473.70    | 0.01%             | 2028-10-10      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                  | CUSIP: 000000000<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      100000 | PA      | $121957.79    | 0.00%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      400000 | PA      | $481213.02    | 0.00%             | 2028-06-06      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| ROTHESAY LIFE                                             | Rothesay Life PLC                                                                | CUSIP: 000000000<br>LEI: MFQO711J5UPYBWXSPG12 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $587900.53    | 0.01%             | 2034-12-10      | Fixed         | 7.02%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                  | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $122412.26    | 0.00%             | 2030-09-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                   | Nykredit Realkredit A/S                                                          | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |     4000000 | PA      | $607617.04    | 0.01%             | 2029-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    12600000 | PA      | $14602139.79  | 0.13%             | 2034-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ACHMEA BANK NV                                            | Achmea Bank NV                                                                   | CUSIP: 000000000<br>LEI: 724500AH42V5X8BCPE49 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $352078.75    | 0.00%             | 2036-06-11      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      300000 | PA      | $359085.66    | 0.00%             | 2031-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      350000 | PA      | $422073.06    | 0.00%             | 2028-06-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ELIA GROUP SA/NV                                          | Elia Group SA/NV                                                                 | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | DBT              | CORP              | BE        |      100000 | PA      | $121345.36    | 0.00%             | 2031-06-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                  | Aptiv Swiss Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $239474.27    | 0.00%             | 2036-06-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                     | Becton Dickinson & Co                                                            | CUSIP: 000000000<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      500000 | PA      | $607052.06    | 0.01%             | 2032-06-07      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $244861.90    | 0.00%             | 2034-06-11      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV                                         | CNH Industrial NV                                                                | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $363152.91    | 0.00%             | 2031-06-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MOLNLYCKE HOLDING AB                                      | Molnlycke Holding AB                                                             | CUSIP: 000000000<br>LEI: 549300WAUZKYD5PU9L16 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $245011.28    | 0.00%             | 2034-06-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON EURO                                     | Becton Dickinson Euro Finance Sarl                                               | CUSIP: 000000000<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $240771.15    | 0.00%             | 2036-06-07      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| OTP BANK NYRT                                             | OTP Bank Nyrt                                                                    | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | DBT              | CORP              | HU        |      550000 | PA      | $666637.55    | 0.01%             | 2028-06-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT                                     | Gaci First Investment Co                                                         | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |      300000 | PA      | $401283.85    | 0.00%             | 2039-06-11      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE PUBLIC S                                  | Credit Agricole Public Sector SCF SA                                             | CUSIP: 000000000<br>LEI: 969500CN2FOU71HFHW51 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $599598.76    | 0.01%             | 2030-06-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                                  | Northwestern Mutual Global Funding                                               | CUSIP: 000000000<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |      100000 | PA      | $139232.03    | 0.00%             | 2029-12-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| POSTNL NV                                                 | PostNL NV                                                                        | CUSIP: 000000000<br>LEI: 724500Q41FHN0P1GPC53 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $124718.28    | 0.00%             | 2031-06-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ATHORA HOLDING LTD                                        | Athora Holding Ltd                                                               | CUSIP: 000000000<br>LEI: 98450059DQ10TFC4B020 | Long             | DBT              | CORP              | BM        |      500000 | PA      | $636662.93    | 0.01%             | 2034-09-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   475000000 | PA      | $475485.96    | 0.00%             | 2029-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $376343.45    | 0.00%             | 2033-03-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BARRY CALLEBAUT SVCS NV                                   | Barry Callebaut Services NV                                                      | CUSIP: 000000000<br>LEI: 213800R1F1EJYM4ICO85 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $243177.96    | 0.00%             | 2029-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $244083.88    | 0.00%             | 2035-06-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $255649.02    | 0.00%             | 2051-06-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                   | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     1003000 | PA      | $701587.21    | 0.01%             | 2029-06-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                    | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |     9120000 | PA      | $1034482.56   | 0.01%             | 2031-06-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     6600000 | PA      | $7707771.44   | 0.07%             | 2039-10-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $716375.52    | 0.01%             | 2044-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PKO BANK POLSKI SA                                        | Powszechna Kasa Oszczednosci Bank Polski SA                                      | CUSIP: 000000000<br>LEI: P4GTT6GF1W40CVIMFR43 | Long             | DBT              | CORP              | PL        |      300000 | PA      | $367862.98    | 0.00%             | 2029-06-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ITV PLC                                                   | ITV PLC                                                                          | CUSIP: 000000000<br>LEI: ZLECI7ED2QMWFGYCXZ59 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $243460.14    | 0.00%             | 2032-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| K+S AG                                                    | K+S AG                                                                           | CUSIP: 000000000<br>LEI: 529900YURAYD4IJX2J91 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $122742.53    | 0.00%             | 2029-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DELL BANK INTERNATIONAL                                   | Dell Bank International DAC                                                      | CUSIP: 000000000<br>LEI: 9P9HXM53DT5S724JQ665 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $241450.39    | 0.00%             | 2029-06-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BURBERRY GROUP PLC                                        | Burberry Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800PE1KEFCNFR1R50 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $141085.76    | 0.00%             | 2030-06-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HEIDELBERG MATERIALS AG                                   | Heidelberg Materials AG                                                          | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $488867.96    | 0.00%             | 2034-07-19      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| VILLE DE PARIS                                            | Ville de Paris                                                                   | CUSIP: 000000000<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $324698.54    | 0.00%             | 2048-06-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TSY                                     | Reckitt Benckiser Treasury Services PLC                                          | CUSIP: 000000000<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $365840.61    | 0.00%             | 2029-06-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                                       | Swedbank Hypotek AB                                                              | CUSIP: 000000000<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |     4000000 | PA      | $455762.84    | 0.00%             | 2029-12-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                                   | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |     1000000 | PA      | $1201491.06   | 0.01%             | 2029-06-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| THE UNITE GROUP PLC                                       | UNITE Group PLC/The                                                              | CUSIP: 000000000<br>LEI: 213800BBUUWVDH9YI827 | Long             | DBT              |  | GB        |      100000 | PA      | $140216.20    | 0.00%             | 2032-06-25      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                        | Cyprus Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      597000 | PA      | $729297.69    | 0.01%             | 2031-06-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LEGRAND SA                                                | Legrand SA                                                                       | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $356157.31    | 0.00%             | 2034-06-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EL CORTE INGLES SA                                        | El Corte Ingles SA                                                               | CUSIP: 000000000<br>LEI: 95980020140005374753 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $247960.80    | 0.00%             | 2031-06-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     7380000 | PA      | $2411455.28   | 0.02%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                                  | South Australian Government Financing Authority                                  | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |     1850000 | PA      | $1277288.84   | 0.01%             | 2031-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   752200000 | PA      | $4725519.53   | 0.04%             | 2029-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DCC GROUP FIN IRELAND                                     | DCC Group Finance Ireland DAC                                                    | CUSIP: 000000000<br>LEI: 213800SOAP5DXWP6BS88 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $244292.08    | 0.00%             | 2031-06-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| IWG US FINANCE LLC                                        | IWG US Finance LLC                                                               | CUSIP: 000000000<br>LEI: 2138007YTG2ORNIGUJ66 | Long             | DBT              | CORP              | US        |      200000 | PA      | $260292.52    | 0.00%             | 2030-06-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE BANK SA                                        | John Deere Bank SA                                                               | CUSIP: 000000000<br>LEI: RUOKPID0PZ0UWJYU9J61 | Long             | DBT              | CORP              | LU        |      350000 | PA      | $423298.58    | 0.00%             | 2029-10-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                               | Heineken NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $237952.11    | 0.00%             | 2036-07-04      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                           | PSP Capital Inc                                                                  | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $355621.13    | 0.00%             | 2034-07-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DSM BV                                                    | DSM BV                                                                           | CUSIP: 000000000<br>LEI: 724500SNT1MK246AHP04 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $238478.45    | 0.00%             | 2034-07-02      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CESKA SPORITELNA AS                                       | Ceska sporitelna AS                                                              | CUSIP: 000000000<br>LEI: 9KOGW2C2FCIOJQ7FF485 | Long             | DBT              | CORP              | CZ        |      500000 | PA      | $619655.86    | 0.01%             | 2031-07-03      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| PIRELLI & C SPA                                           | Pirelli & C SpA                                                                  | CUSIP: 000000000<br>LEI: 815600A0C9AFC1F2A709 | Long             | DBT              | CORP              | IT        |      450000 | PA      | $549057.24    | 0.00%             | 2029-07-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     3000000 | PA      | $3591860.24   | 0.03%             | 2027-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |     1000000 | PA      | $1377189.26   | 0.01%             | 2029-01-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  1000000000 | PA      | $1087650.92   | 0.01%             | 2027-05-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLIANZ FINANCE II B.V.                                   | Allianz Finance II BV                                                            | CUSIP: 000000000<br>LEI: 529900C9NVPTCPDI1D65 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $121583.60    | 0.00%             | 2029-12-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ERG SPA                                                   | ERG SpA                                                                          | CUSIP: 000000000<br>LEI: 8156004604684CA44A90 | Long             | DBT              | CORP              | IT        |      500000 | PA      | $618485.57    | 0.01%             | 2030-07-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| RED ELECTRICA CORP                                        | Redeia Corp SA                                                                   | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $593546.99    | 0.01%             | 2032-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1612750000 | PA      | $9661589.04   | 0.08%             | 2034-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $611051.36    | 0.01%             | 2029-07-09      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $1379334.12   | 0.01%             | 2029-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GRAND CITY PROPERTIES SA                                  | Grand City Properties SA                                                         | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $123316.67    | 0.00%             | 2030-01-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      500000 | PA      | $609714.18    | 0.01%             | 2031-07-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     7997000 | PA      | $9386257.85   | 0.08%             | 2034-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $497970.91    | 0.00%             | 2035-07-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RADIOTELEVISIONE ITALIAN                                  | RAI-Radiotelevisione Italiana SpA                                                | CUSIP: 000000000<br>LEI: 815600C62B51478A5144 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $246722.98    | 0.00%             | 2029-07-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   585350000 | PA      | $2841073.27   | 0.02%             | 2054-06-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      300000 | PA      | $365832.83    | 0.00%             | 2031-07-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1040600000 | PA      | $6536254.02   | 0.06%             | 2029-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $245483.45    | 0.00%             | 2036-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                   | John Deere Capital Corp                                                          | CUSIP: 000000000<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      400000 | PA      | $482507.89    | 0.00%             | 2032-07-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $244225.63    | 0.00%             | 2032-07-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AYVENS SA                                                 | Ayvens SA                                                                        | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $122453.22    | 0.00%             | 2029-07-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $479795.17    | 0.00%             | 2034-07-18      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |     1700000 | PA      | $2008746.58   | 0.02%             | 2034-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     4093000 | PA      | $4931113.09   | 0.04%             | 2029-10-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                           | Piraeus Bank SA                                                                  | CUSIP: 000000000<br>LEI: 213800OYHR1MPQ5VJL60 | Long             | DBT              | CORP              | GR        |      400000 | PA      | $492839.67    | 0.00%             | 2029-07-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                                       | Bank of New Zealand                                                              | CUSIP: 000000000<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |      300000 | PA      | $364890.86    | 0.00%             | 2029-07-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| SILFIN NV                                                 | Silfin NV                                                                        | CUSIP: 000000000<br>LEI: 213800WDGKCVWZAN1N02 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $251784.92    | 0.00%             | 2030-07-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   328700000 | PA      | $1769283.89   | 0.02%             | 2044-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   200000000 | PA      | $6634639.19   | 0.06%             | 2029-11-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      650000 | PA      | $792439.15    | 0.01%             | 2032-07-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                   | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     1000000 | PA      | $708126.42    | 0.01%             | 2039-07-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HAMBURG COMMERCIAL BANK                                   | Hamburg Commercial Bank AG                                                       | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $737158.02    | 0.01%             | 2028-07-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                    | American Honda Finance Corp                                                      | CUSIP: 000000000<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      500000 | PA      | $603809.51    | 0.01%             | 2031-04-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $117356.81    | 0.00%             | 2034-07-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAND-PFALZ                                      | State of Rhineland-Palatinate                                                    | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $118759.00    | 0.00%             | 2031-07-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                                      | Japan Government Five Year Bond                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   624950000 | PA      | $3911391.40   | 0.03%             | 2029-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 12636520000 | PA      | $8674730.79   | 0.08%             | 2029-09-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     3000000 | PA      | $2002226.96   | 0.02%             | 2035-12-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5771000 | PA      | $7129163.01   | 0.06%             | 2035-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                   | Astrazeneca Finance LLC                                                          | CUSIP: 000000000<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      100000 | PA      | $120327.35    | 0.00%             | 2030-08-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| VODAFONE INTERNAT FINANC                                  | Vodafone International Financing DAC                                             | CUSIP: 000000000<br>LEI: 2138004BCYGT82KFW603 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $117805.65    | 0.00%             | 2033-08-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EDENRED SE                                                | Edenred SE                                                                       | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $357404.82    | 0.00%             | 2032-08-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $121728.04    | 0.00%             | 2031-08-05      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                   | Astrazeneca Finance LLC                                                          | CUSIP: 000000000<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      100000 | PA      | $119026.29    | 0.00%             | 2033-08-05      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    18200000 | PA      | $2680132.55   | 0.02%             | 2034-07-19      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $362244.36    | 0.00%             | 2030-11-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CIE DE SAINT-GOBAIN SA                                    | Cie de Saint-Gobain SA                                                           | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $467542.81    | 0.00%             | 2036-08-09      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $368144.62    | 0.00%             | 2036-08-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 88431000000 | PA      | $5436668.92   | 0.05%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  8399620000 | PA      | $4999304.67   | 0.04%             | 2054-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                              | Veralto Corp                                                                     | CUSIP: 000000000<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |      100000 | PA      | $123247.13    | 0.00%             | 2031-09-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                          | Coca-Cola Co/The                                                                 | CUSIP: 000000000<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      700000 | PA      | $808775.28    | 0.01%             | 2037-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                          | Coca-Cola Co/The                                                                 | CUSIP: 000000000<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      200000 | PA      | $215346.03    | 0.00%             | 2053-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   897700000 | PA      | $5600259.63   | 0.05%             | 2029-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $243682.42    | 0.00%             | 2035-08-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VOLVO TREASURY AB                                         | Volvo Treasury AB                                                                | CUSIP: 000000000<br>LEI: 549300PD69T87IGZG395 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $119770.01    | 0.00%             | 2029-08-26      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     4200000 | PA      | $2453496.50   | 0.02%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $115030.33    | 0.00%             | 2034-08-25      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 000000000<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $132586.86    | 0.00%             | 2034-08-28      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                       | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $240443.19    | 0.00%             | 2034-08-27      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $607601.10    | 0.01%             | 2034-08-28      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      650000 | PA      | $769153.92    | 0.01%             | 2031-08-28      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| MERCK KGAA                                                | Merck KGaA                                                                       | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $120161.82    | 0.00%             | 2054-08-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BMW INTL INVESTMENT BV                                    | BMW International Investment BV                                                  | CUSIP: 000000000<br>LEI: 724500J951RJJFEW5X49 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $119390.41    | 0.00%             | 2030-08-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BMW INTL INVESTMENT BV                                    | BMW International Investment BV                                                  | CUSIP: 000000000<br>LEI: 724500J951RJJFEW5X49 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $235468.03    | 0.00%             | 2034-08-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     1750000 | PA      | $1167618.63   | 0.01%             | 2037-07-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   439390000 | PA      | $63507532.28  | 0.55%             | 2027-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1300000 | PA      | $1540181.01   | 0.01%             | 2029-10-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $239424.26    | 0.00%             | 2030-02-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UPM-KYMMENE OYJ                                           | UPM-Kymmene Oyj                                                                  | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $233296.48    | 0.00%             | 2034-08-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LFA FOERDERBANK BAYERN                                    | LFA Foerderbank Bayern                                                           | CUSIP: 000000000<br>LEI: 529900K094KMHKJ4TS82 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $239909.58    | 0.00%             | 2027-03-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 65251000000 | PA      | $4003050.26   | 0.03%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $239170.36    | 0.00%             | 2029-09-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                     | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $583230.34    | 0.01%             | 2036-09-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                     | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $596566.14    | 0.01%             | 2030-09-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NA INC                                      | National Grid North America Inc                                                  | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |      300000 | PA      | $359028.16    | 0.00%             | 2036-09-03      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| REPSOL EUROPE FINANCE                                     | Repsol Europe Finance Sarl                                                       | CUSIP: 000000000<br>LEI: 222100TAWUOMRM7NNG09 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $236462.23    | 0.00%             | 2034-09-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $276516.99    | 0.00%             | 2030-04-30      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                                     | Deutsche Lufthansa AG                                                            | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $124155.91    | 0.00%             | 2032-09-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $598146.07    | 0.01%             | 2035-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1205554.45   | 0.01%             | 2030-09-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                                        | Diageo Finance PLC                                                               | CUSIP: 000000000<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $348444.77    | 0.00%             | 2035-08-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NA INC                                      | National Grid North America Inc                                                  | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |      600000 | PA      | $724988.05    | 0.01%             | 2031-09-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                               | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      100000 | PA      | $138658.72    | 0.00%             | 2029-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                                        | Diageo Finance PLC                                                               | CUSIP: 000000000<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $356652.11    | 0.00%             | 2031-02-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                                        | Diageo Finance PLC                                                               | CUSIP: 000000000<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $110687.97    | 0.00%             | 2044-08-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VOLKSBANK WIEN AG                                         | Volksbank Wien AG                                                                | CUSIP: 000000000<br>LEI: 529900D4CD6DIB3CI904 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $372626.73    | 0.00%             | 2035-12-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    11200000 | PA      | $13333844.05  | 0.12%             | 2029-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                                  | MassMutual Global Funding II                                                     | CUSIP: 000000000<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $137609.51    | 0.00%             | 2029-10-05      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TELSTRA GROUP LTD                                         | Telstra Group Ltd                                                                | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $234608.43    | 0.00%             | 2036-09-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LONZA FINANCE INTL NV                                     | Lonza Finance International NV                                                   | CUSIP: 000000000<br>LEI: 549300AS6XQBD4ETT379 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $352644.14    | 0.00%             | 2034-09-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      550000 | PA      | $637652.63    | 0.01%             | 2034-09-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      300000 | PA      | $360710.53    | 0.00%             | 2032-09-05      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                  | Equinix Europe 2 Financing Corp LLC                                              | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |      200000 | PA      | $235510.68    | 0.00%             | 2033-09-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TAG IMMOBILIEN AG                                         | TAG Immobilien AG                                                                | CUSIP: 000000000<br>LEI: 529900TAE68USJNXLR59 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $122691.49    | 0.00%             | 2030-03-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                    | OMV AG                                                                           | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | DBT              | CORP              | AT        |      800000 | PA      | $960398.78    | 0.01%             | 2031-09-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SCOTTISH HYDRO ELECTRIC                                   | Scottish Hydro Electric Transmission PLC                                         | CUSIP: 000000000<br>LEI: 549300ECJZDA7203MK64 | Long             | DBT              | CORP              | GB        |      900000 | PA      | $1068881.58   | 0.01%             | 2032-09-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                                     | East Japan Railway Co                                                            | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $260696.93    | 0.00%             | 2054-09-04      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   895000000 | PA      | $1115446.06   | 0.01%             | 2056-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                    | OMV AG                                                                           | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | DBT              | CORP              | AT        |      100000 | PA      | $119782.67    | 0.00%             | 2036-09-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $595186.69    | 0.01%             | 2031-04-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      500000 | PA      | $611283.82    | 0.01%             | 2032-09-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      500000 | PA      | $591618.81    | 0.01%             | 2044-09-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                                  | Caisse de Refinancement de l'Habitat SA                                          | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $356162.24    | 0.00%             | 2030-09-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| IMCD NV                                                   | IMCD NV                                                                          | CUSIP: 000000000<br>LEI: 724500NSJPNFJPDAUP02 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $119919.33    | 0.00%             | 2030-04-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SWISSCOM FINANCE                                          | Swisscom Finance BV                                                              | CUSIP: 000000000<br>LEI: 549300L41E8X8K71RV25 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $353109.35    | 0.00%             | 2034-09-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                                    | CEZ AS                                                                           | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |      300000 | PA      | $367341.95    | 0.00%             | 2031-09-05      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      450000 | PA      | $529244.35    | 0.00%             | 2038-09-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      250000 | PA      | $299450.01    | 0.00%             | 2030-03-05      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ESSILORLUXOTTICA                                          | EssilorLuxottica SA                                                              | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $836249.07    | 0.01%             | 2029-03-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      500000 | PA      | $321548.05    | 0.00%             | 2044-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ING-DIBA AG                                               | ING-DiBa AG                                                                      | CUSIP: 000000000<br>LEI: 3KXUNHVVQFIJN6RHLO76 | Long             | DBT              | CORP              | DE        |     1300000 | PA      | $1554557.50   | 0.01%             | 2029-09-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |     1355000 | PA      | $1587468.37   | 0.01%             | 2034-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $355087.08    | 0.00%             | 2034-09-09      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |     1100000 | PA      | $1275274.14   | 0.01%             | 2034-09-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $700680.06    | 0.01%             | 2034-11-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KERRY GROUP FIN SERVICES                                  | Kerry Group Financial Services Unltd Co                                          | CUSIP: 000000000<br>LEI: 635400SE9OHFJ8SLDG45 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $118167.38    | 0.00%             | 2036-09-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                    | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |      400000 | PA      | $476573.14    | 0.00%             | 2028-10-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     7077000 | PA      | $9146411.57   | 0.08%             | 2040-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NORDDEUTSCHE LANDESBANK                                   | Norddeutsche Landesbank-Girozentrale                                             | CUSIP: 000000000<br>LEI: DSNHHQ2B9X5N6OUJ1236 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $847606.32    | 0.01%             | 2029-09-11      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| DWR CYMRU FINANCING UK                                    | DWR Cymru Financing UK PLC                                                       | CUSIP: 000000000<br>LEI: 213800GDOFO2ED5PNC85 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $516280.54    | 0.00%             | 2044-09-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSRNCES                                  | Credit Agricole Assurances SA                                                    | CUSIP: 000000000<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $493144.26    | 0.00%             | 2034-12-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      200000 | PA      | $237069.91    | 0.00%             | 2032-09-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |     1100000 | PA      | $1310692.24   | 0.01%             | 2027-09-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                                   | Development Bank of Japan Inc                                                    | CUSIP: 000000000<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |      500000 | PA      | $594631.41    | 0.01%             | 2028-09-11      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |     1000000 | PA      | $1209464.16   | 0.01%             | 2029-09-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      200000 | PA      | $237445.06    | 0.00%             | 2034-09-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                              | Stryker Corp                                                                     | CUSIP: 000000000<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      500000 | PA      | $597445.62    | 0.01%             | 2032-09-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                              | Stryker Corp                                                                     | CUSIP: 000000000<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      100000 | PA      | $117498.30    | 0.00%             | 2036-09-11      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |     7000000 | PA      | $772975.42    | 0.01%             | 2029-09-12      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERV FIN                                    | Anglian Water Services Financing PLC                                             | CUSIP: 000000000<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $262351.11    | 0.00%             | 2044-09-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $542841.13    | 0.00%             | 2032-09-12      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| DANONE SA                                                 | Danone SA                                                                        | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $356902.67    | 0.00%             | 2031-09-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GAS NETWORKS IRELAND                                      | GAS Networks Ireland                                                             | CUSIP: 000000000<br>LEI: 54930043FTE0M50CGG56 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $359430.63    | 0.00%             | 2030-09-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PEARSON FUNDING PLC                                       | Pearson Funding PLC                                                              | CUSIP: 000000000<br>LEI: 2138001ZJKQ5U81RMY52 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $135545.46    | 0.00%             | 2034-09-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP PLC                                         | Compass Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $352593.43    | 0.00%             | 2033-09-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                    | Digital Dutch Finco BV                                                           | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |      300000 | PA      | $356292.69    | 0.00%             | 2033-09-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $270440.58    | 0.00%             | 2036-09-12      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      650000 | PA      | $903969.01    | 0.01%             | 2032-09-16      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   777700000 | PA      | $4867464.20   | 0.04%             | 2029-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| QANTAS AIRWAYS LTD                                        | Qantas Airways Ltd                                                               | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $281781.67    | 0.00%             | 2034-09-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     7160000 | PA      | $8498684.05   | 0.07%             | 2054-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     5388000 | PA      | $6326379.29   | 0.05%             | 2031-12-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                        | Macquarie Bank Ltd                                                               | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |      800000 | PA      | $961290.69    | 0.01%             | 2029-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TEREGA SA                                                 | Terega SA                                                                        | CUSIP: 000000000<br>LEI: 969500Y0L922VYT3UI51 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $359003.10    | 0.00%             | 2034-09-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JUST GROUP PLC                                            | Just Group PLC                                                                   | CUSIP: 000000000<br>LEI: 5493006456YEZEELRR90 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $427333.67    | 0.00%             | 2035-03-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS BV                                     | BP Capital Markets BV                                                            | CUSIP: 000000000<br>LEI: 7245003VD7E4T30HJD24 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $360066.26    | 0.00%             | 2031-09-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| P3 GROUP SARL                                             | P3 Group Sarl                                                                    | CUSIP: 000000000<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |      775000 | PA      | $933753.73    | 0.01%             | 2032-04-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                              | Carrefour SA                                                                     | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $238461.31    | 0.00%             | 2032-10-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $603283.17    | 0.01%             | 2032-09-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      650000 | PA      | $782280.61    | 0.01%             | 2035-03-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 11561220000 | PA      | $7209966.66   | 0.06%             | 2044-09-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                   | Societe Des Grands Projets EPIC                                                  | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $318523.36    | 0.00%             | 2045-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MTU AERO ENGINES AG                                       | MTU Aero Engines AG                                                              | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $246088.26    | 0.00%             | 2031-09-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AKZO NOBEL NV                                             | Akzo Nobel NV                                                                    | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $117321.20    | 0.00%             | 2034-09-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NSW PORTS FINANCE CO PTY                                  | NSW Ports Finance Co Pty Ltd                                                     | CUSIP: 000000000<br>LEI: 8945007UJK9KDKZE6M43 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $135510.94    | 0.00%             | 2034-09-19      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3979890000 | PA      | $2339258.24   | 0.02%             | 2074-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                   | APRR SA                                                                          | CUSIP: 000000000<br>LEI: 9695002SV2VP9CU42826 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $348239.45    | 0.00%             | 2034-01-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC                                     | Coca-Cola Europacific Partners PLC                                               | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $238350.43    | 0.00%             | 2032-03-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $240833.28    | 0.00%             | 2030-09-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $359906.58    | 0.00%             | 2035-09-25      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| LAND SECURITIES CM PLC                                    | Land Securities Capital Markets PLC                                              | CUSIP: 000000000<br>LEI: 213800ZNMO2OSVLXAK89 | Long             | DBT              |  | GB        |      200000 | PA      | $264053.92    | 0.00%             | 2034-09-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LATVIA                                        | Latvia Government International Bond                                             | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      575000 | PA      | $677453.83    | 0.01%             | 2032-01-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HEIDELBERG MATERIALS AG                                   | Heidelberg Materials AG                                                          | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | DBT              | CORP              | DE        |      850000 | PA      | $1028152.34   | 0.01%             | 2031-10-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LSEG NETHERLANDS BV                                       | Lseg Netherlands BV                                                              | CUSIP: 000000000<br>LEI: 213800JCR9B7CYW7U265 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $238263.44    | 0.00%             | 2027-09-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                               | Eurobank SA                                                                      | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |      400000 | PA      | $487641.19    | 0.00%             | 2030-09-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                             | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $121553.90    | 0.00%             | 2030-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMVEST RCF CUSTODIAN BV                                   | Amvest RCF Custodian BV                                                          | CUSIP: 000000000<br>LEI: 72450023I38I1JFQ9376 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $242204.82    | 0.00%             | 2030-03-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK MILLENNIUM SA                                        | Bank Millennium SA                                                               | CUSIP: 000000000<br>LEI: 259400OFDZ9KPZEO8K78 | Long             | DBT              | CORP              | PL        |      200000 | PA      | $248662.71    | 0.00%             | 2029-09-25      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| DBS BANK LTD LONDON                                       | DBS Bank Ltd/London                                                              | CUSIP: 000000000<br>LEI: ATUEL7OJR5057F2PV266 | Long             | DBT              | CORP              | SG        |      300000 | PA      | $357224.53    | 0.00%             | 2028-03-31      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $352422.45    | 0.00%             | 2034-09-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1196459.21   | 0.01%             | 2029-01-26      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      250000 | PA      | $297694.96    | 0.00%             | 2044-09-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      800000 | PA      | $986957.66    | 0.01%             | 2031-09-24      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ORIGIN ENERGY FINANCE                                     | Origin Energy Finance Ltd                                                        | CUSIP: 000000000<br>LEI: 5493002W5C9Z753C7Q57 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $137081.90    | 0.00%             | 2031-09-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |      100000 | PA      | $135801.82    | 0.00%             | 2030-09-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INTL FUND II                                     | Prologis International Funding II SA                                             | CUSIP: 000000000<br>LEI: 213800JNRWW2C9DWI388 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $352980.03    | 0.00%             | 2034-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| IHG FINANCE LLC                                           | IHG Finance LLC                                                                  | CUSIP: 000000000<br>LEI: 213800DXTXQ1YC8UP313 | Long             | DBT              | CORP              | US        |      200000 | PA      | $239389.90    | 0.00%             | 2031-09-27      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO                                  | Korea Housing Finance Corp                                                       | CUSIP: 000000000<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |      300000 | PA      | $357426.65    | 0.00%             | 2028-07-02      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                     | CUSIP: 000000000<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      200000 | PA      | $256130.69    | 0.00%             | 2040-09-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      700000 | PA      | $840111.23    | 0.01%             | 2029-04-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $232635.81    | 0.00%             | 2035-09-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $477498.04    | 0.00%             | 2032-10-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                     | CUSIP: 000000000<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      200000 | PA      | $235907.49    | 0.00%             | 2032-09-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                     | CUSIP: 000000000<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      400000 | PA      | $464577.32    | 0.00%             | 2036-09-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| KNORR-BREMSE AG                                           | Knorr-Bremse AG                                                                  | CUSIP: 000000000<br>LEI: 5299001GRRO0Z25YZT52 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $120617.72    | 0.00%             | 2032-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COVENTRY BLDG SOCIETY                                     | Coventry Building Society                                                        | CUSIP: 000000000<br>LEI: 2138004G59FXEAZ6IO10 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $472960.78    | 0.00%             | 2029-10-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $237586.43    | 0.00%             | 2031-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SWISS LIFE FINANCE II AG                                  | Swiss Life Finance II AG                                                         | CUSIP: 000000000<br>LEI: 549300YS5BXPRDMWHH23 | Long             | DBT              | CORP              | LI        |      300000 | PA      | $363368.54    | 0.00%             | 2044-10-01      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL AG                                            | Continental AG                                                                   | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $845437.80    | 0.01%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATURGY FIN IBERIA SA                                     | Naturgy Finance Iberia SA                                                        | CUSIP: 000000000<br>LEI: 2138005FTXOJUBQ5J563 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $351868.95    | 0.00%             | 2034-10-02      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SOGECAP SA                                                | Sogecap SA                                                                       | CUSIP: 000000000<br>LEI: 9695009HXSFK8D6V0T62 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $124559.17    | 0.00%             | 2045-04-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EASTERN POWER NETWORKS                                    | Eastern Power Networks PLC                                                       | CUSIP: 000000000<br>LEI: 213800U5R8Q5KGM2KU56 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $265393.78    | 0.00%             | 2039-10-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT HAMBURG                                  | Free and Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |      440000 | PA      | $520071.39    | 0.00%             | 2029-10-02      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AUTOBAHN SCHNELL AG                                       | Autobahnen- und Schnell- strassen-Finanzierungs AG                               | CUSIP: 000000000<br>LEI: 529900B2JGN28UCEQ136 | Long             | DBT              | NUSS              | AT        |     1000000 | PA      | $1156832.82   | 0.01%             | 2034-10-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BUNZL FINANCE PLC                                         | Bunzl Finance PLC                                                                | CUSIP: 000000000<br>LEI: 549300G276IH2GSE0E88 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $234993.19    | 0.00%             | 2032-04-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NE PROPERTY BV                                            | NE Property BV                                                                   | CUSIP: 000000000<br>LEI: 7245006AG9J70KOIJH36 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $367261.19    | 0.00%             | 2032-01-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FINANCE                                   | Wintershall Dea Finance BV                                                       | CUSIP: 000000000<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $719254.53    | 0.01%             | 2032-10-03      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                      | Raiffeisen Bank International AG                                                 | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $251069.00    | 0.00%             | 2035-01-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FINANCE                                   | Wintershall Dea Finance BV                                                       | CUSIP: 000000000<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $360739.85    | 0.00%             | 2029-10-03      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                                   | RTE Reseau de Transport d'Electricite SADIR                                      | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $232216.70    | 0.00%             | 2036-10-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT INTL BOND                                      | China Government International Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     1100000 | PA      | $1303106.32   | 0.01%             | 2031-10-09      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| OP MORTGAGE BANK                                          | OP Mortgage Bank                                                                 | CUSIP: 000000000<br>LEI: 743700IJXAGL8TGFRC33 | Long             | DBT              | CORP              | FI        |     1000000 | PA      | $1183878.32   | 0.01%             | 2029-10-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                  | Generali                                                                         | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $481058.78    | 0.00%             | 2035-01-03      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| BAWAG P.S.K.                                              | BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | CUSIP: 000000000<br>LEI: 529900ICA8XQYGIKR372 | Long             | DBT              | CORP              | AT        |      700000 | PA      | $838488.70    | 0.01%             | 2029-10-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      250000 | PA      | $299335.26    | 0.00%             | 2031-10-07      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| LANDSBANKINN HF                                           | Landsbankinn HF                                                                  | CUSIP: 000000000<br>LEI: 549300TLZPT6JELDWM92 | Long             | DBT              | CORP              | IS        |      600000 | PA      | $722528.11    | 0.01%             | 2029-10-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOCIETATEA NATIONALA DE                                   | Societatea Nationala de Gaze Naturale ROMGAZ SA                                  | CUSIP: 000000000<br>LEI: 2549009R7KJ38D9RW354 | Long             | DBT              | CORP              | RO        |      300000 | PA      | $366813.79    | 0.00%             | 2029-10-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SERVICIOS MEDIO AMBIENTE                                  | FCC Servicios Medio Ambiente Holding SA                                          | CUSIP: 000000000<br>LEI: 959800JMZW3HYQVLKG81 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $358202.09    | 0.00%             | 2031-10-08      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| ADECCO INT FINANCIAL SVS                                  | Adecco International Financial Services BV                                       | CUSIP: 000000000<br>LEI: 549300PDNGPM4PIAUK57 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $353885.52    | 0.00%             | 2032-10-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    16800000 | PA      | $2419771.90   | 0.02%             | 2027-09-13      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     2100000 | PA      | $2476578.35   | 0.02%             | 2029-12-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HAMMERSON PLC                                             | Hammerson PLC                                                                    | CUSIP: 000000000<br>LEI: 213800G1C9KKVVDN1A60 | Long             | DBT              |  | GB        |      100000 | PA      | $137312.34    | 0.00%             | 2036-10-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     8000000 | PA      | $1874320.25   | 0.02%             | 2035-04-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1625050000 | PA      | $9524466.77   | 0.08%             | 2034-09-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   369400000 | PA      | $1748051.71   | 0.02%             | 2054-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1066735.64   | 0.01%             | 2031-10-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ACHMEA BANK NV                                            | Achmea Bank NV                                                                   | CUSIP: 000000000<br>LEI: 724500AH42V5X8BCPE49 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $834736.48    | 0.01%             | 2027-10-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      500000 | PA      | $605405.93    | 0.01%             | 2035-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $239247.50    | 0.00%             | 2035-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OTP BANK NYRT                                             | OTP Bank Nyrt                                                                    | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | DBT              | CORP              | HU        |      500000 | PA      | $608455.04    | 0.01%             | 2030-10-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                             | Eurogrid GmbH                                                                    | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $118022.37    | 0.00%             | 2035-10-18      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| INVESTITIONSBANK BERLIN                                   | Investitionsbank Berlin                                                          | CUSIP: 000000000<br>LEI: 529900OBCZMX3TFA0673 | Long             | DBT              | CORP              | DE        |     1700000 | PA      | $1994254.16   | 0.02%             | 2029-09-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |     1550000 | PA      | $1807743.25   | 0.02%             | 2034-10-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS NETWORK PLC                                  | Southern Gas Networks PLC                                                        | CUSIP: 000000000<br>LEI: 549300SPX8573VZ2SK79 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $239875.32    | 0.00%             | 2030-10-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                   | Japan Bank for International Cooperation                                         | CUSIP: 000000000<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |     1000000 | PA      | $1177048.89   | 0.01%             | 2030-10-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      400000 | PA      | $476695.03    | 0.00%             | 2029-10-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GATWICK FUNDING LIMITED                                   | Gatwick Funding Ltd                                                              | CUSIP: 000000000<br>LEI: 213800NK8FA3GKS6X167 | Long             | DBT              | CORP              | JE        |      300000 | PA      | $354917.86    | 0.00%             | 2033-10-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BPOST SA                                                  | bpost SA                                                                         | CUSIP: 000000000<br>LEI: 5493008AAX0BESN9WN06 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $356000.58    | 0.00%             | 2034-10-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     2750000 | PA      | $3238280.33   | 0.03%             | 2031-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BPOST SA                                                  | bpost SA                                                                         | CUSIP: 000000000<br>LEI: 5493008AAX0BESN9WN06 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $359136.76    | 0.00%             | 2029-10-16      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $277008.24    | 0.00%             | 2029-04-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TORNATOR OYJ                                              | Tornator Oyj                                                                     | CUSIP: 000000000<br>LEI: 743700HAOL35VNKK1711 | Long             | DBT              | CORP              | FI        |      100000 | PA      | $120300.46    | 0.00%             | 2031-10-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ASN BANK NV                                               | ASN Bank NV                                                                      | CUSIP: 000000000<br>LEI: 724500A1FNICHSDF2I11 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1200862.95   | 0.01%             | 2031-10-21      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BANCO COMERC PORTUGUES                                    | Banco Comercial Portugues SA                                                     | CUSIP: 000000000<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | DBT              | CORP              | PT        |      600000 | PA      | $717830.34    | 0.01%             | 2029-10-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TDF INFRASTRUCTURE SAS                                    | TDF Infrastructure SASU                                                          | CUSIP: 000000000<br>LEI: 969500BWNQ1B0PI06I59 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $241866.12    | 0.00%             | 2031-10-23      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                 | ORIX Corp                                                                        | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |      600000 | PA      | $718803.52    | 0.01%             | 2031-10-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      100000 | PA      | $134283.10    | 0.00%             | 2034-10-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      900000 | PA      | $1053477.55   | 0.01%             | 2039-10-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1050000 | PA      | $1248304.10   | 0.01%             | 2031-10-22      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2310290000 | PA      | $1601205.52   | 0.01%             | 2027-12-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    77900000 | PA      | $11317382.63  | 0.10%             | 2029-10-15      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME BUNDESLAENDER                                  | Gemeinsame Deutsche Bundeslaender                                                | CUSIP: 000000000<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $467423.86    | 0.00%             | 2031-10-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ARGENTA SPAARBANK                                         | Argenta Spaarbank NV                                                             | CUSIP: 000000000<br>LEI: A6NZLYKYN1UV7VVGFX65 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $356700.26    | 0.00%             | 2027-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SHURGARD LUXEMBOURG                                       | Shurgard Luxembourg Sarl                                                         | CUSIP: 000000000<br>LEI: 54930064DJ4U15OBV665 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $231458.73    | 0.00%             | 2034-10-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WUERTH FINANCE INTL BV                                    | Wurth Finance International BV                                                   | CUSIP: 000000000<br>LEI: 5JB3IE65ZU13TA0DGN10 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $297765.78    | 0.00%             | 2031-08-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INFORMA PLC                                               | Informa PLC                                                                      | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |      800000 | PA      | $955931.10    | 0.01%             | 2027-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INFORMA PLC                                               | Informa PLC                                                                      | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $234816.75    | 0.00%             | 2034-10-23      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LEASYS SPA                                                | Leasys SpA                                                                       | CUSIP: 000000000<br>LEI: 5493009CCXH3RNCA7U43 | Long             | DBT              | CORP              | IT        |      900000 | PA      | $1083246.17   | 0.01%             | 2029-01-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      500000 | PA      | $588775.57    | 0.01%             | 2031-10-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                       | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $116705.19    | 0.00%             | 2034-10-25      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   158280000 | PA      | $5273694.93   | 0.05%             | 2050-06-17      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |     1800000 | PA      | $2117598.07   | 0.02%             | 2031-11-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ACTION LOGEMENT SERVICES                                  | Action Logement Services                                                         | CUSIP: 000000000<br>LEI: 969500O2QYH3YW92C551 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $341026.61    | 0.00%             | 2039-10-25      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      800000 | PA      | $1087125.49   | 0.01%             | 2035-10-24      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $127789.70    | 0.00%             | 2050-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      150000 | PA      | $170064.77    | 0.00%             | 2036-10-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |     1000000 | PA      | $1185584.41   | 0.01%             | 2030-10-28      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                    | Korea Development Bank/The                                                       | CUSIP: 000000000<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |      300000 | PA      | $411594.14    | 0.00%             | 2028-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LAND BADEN-WUERTTEMBERG                                   | Land Baden-Wuerttemberg                                                          | CUSIP: 000000000<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |     1800000 | PA      | $2075501.48   | 0.02%             | 2034-10-30      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      650000 | PA      | $768896.93    | 0.01%             | 2031-02-03      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| COVENTRY BLDG SOCIETY                                     | Coventry Building Society                                                        | CUSIP: 000000000<br>LEI: 2138004G59FXEAZ6IO10 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $477833.69    | 0.00%             | 2029-10-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    13630000 | PA      | $16418472.59  | 0.14%             | 2031-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| LAND NIEDEROESTERREICH                                    | State of Lower Austria                                                           | CUSIP: 000000000<br>LEI: 5299004G9AWNN3D3E825 | Long             | DBT              | NUSS              | AT        |      300000 | PA      | $347779.44    | 0.00%             | 2036-10-30      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $277124.58    | 0.00%             | 2030-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CA IMMOBILIEN ANLAGEN AG                                  | CA Immobilien Anlagen AG                                                         | CUSIP: 000000000<br>LEI: 5299003ICAPV07J0R180 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $363517.70    | 0.00%             | 2030-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KINGSPAN SEC IRELAND DAC                                  | Kingspan Securities Ireland DAC                                                  | CUSIP: 000000000<br>LEI: 635400FJSIQEIEFQMV55 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $357310.09    | 0.00%             | 2031-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 14412270000 | PA      | $9529083.23   | 0.08%             | 2034-12-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   494300000 | PA      | $2602022.80   | 0.02%             | 2044-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $408442.41    | 0.00%             | 2036-10-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      450000 | PA      | $534532.27    | 0.00%             | 2036-11-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                               | Swedbank AB                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |      750000 | PA      | $891376.77    | 0.01%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VERALLIA SA                                               | Verallia SA                                                                      | CUSIP: 000000000<br>LEI: 5299007YZU978DE0ZY32 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $116674.12    | 0.00%             | 2032-11-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA DI CRED FIN                                    | Mediobanca Banca di Credito Finanziario SpA                                      | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $354807.73    | 0.00%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $119398.34    | 0.00%             | 2036-01-31      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                     | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $136917.34    | 0.00%             | 2028-10-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      500000 | PA      | $587298.08    | 0.01%             | 2031-11-05      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      450000 | PA      | $533026.88    | 0.00%             | 2031-11-05      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POST HOME LOAN                                  | La Banque Postale Home Loan SFH SA                                               | CUSIP: 000000000<br>LEI: 969500D5PFMTWUYSUF61 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $473901.93    | 0.00%             | 2030-10-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JYSKE BANK A/S                                            | Jyske Bank A/S                                                                   | CUSIP: 000000000<br>LEI: 3M5E1GQGKL17HI6CPN30 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $238327.86    | 0.00%             | 2029-05-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| L'OREAL SA                                                | L'Oreal SA                                                                       | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $354811.71    | 0.00%             | 2031-11-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                       | Avery Dennison Corp                                                              | CUSIP: 000000000<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |      500000 | PA      | $588868.71    | 0.01%             | 2034-11-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIER GAS TRANSPORT GMBH                                   | Vier Gas Transport GmbH                                                          | CUSIP: 000000000<br>LEI: 529900AGED6PJE9AVL37 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $356246.67    | 0.00%             | 2031-11-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DSV FINANCE BV                                            | DSV Finance BV                                                                   | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |      350000 | PA      | $408799.37    | 0.00%             | 2034-11-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DSV FINANCE BV                                            | DSV Finance BV                                                                   | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $356753.00    | 0.00%             | 2032-11-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ISDB TRUST NO 2                                           | Isdb Trust Services NO 2 SARL                                                    | CUSIP: 000000000<br>LEI: 222100S88XMYHA1E3547 | Long             | DBT              | NUSS              | LU        |      400000 | PA      | $474196.15    | 0.00%             | 2029-11-05      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY VUITT                                  | LVMH Moet Hennessy Louis Vuitton SE                                              | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $356625.37    | 0.00%             | 2032-11-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $475430.05    | 0.00%             | 2030-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      950000 | PA      | $1158094.28   | 0.01%             | 2036-11-14      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1206756.14   | 0.01%             | 2030-11-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     8570000 | PA      | $10251610.40  | 0.09%             | 2027-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                       | NatWest Markets PLC                                                              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $138587.78    | 0.00%             | 2029-11-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AUST CAPITAL TERRITORY                                    | Australian Capital Territory                                                     | CUSIP: 000000000<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | NUSS              | AU        |     1000000 | PA      | $696688.32    | 0.01%             | 2030-10-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EUROFIMA                                                  | Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial   | CUSIP: 000000000<br>LEI: 4S66HJ5RNB5ZWG9YW219 | Long             | DBT              | NUSS              | XX        |      700000 | PA      | $808863.43    | 0.01%             | 2035-01-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                  | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $604598.73    | 0.01%             | 2029-05-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $951647.06    | 0.01%             | 2032-11-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      325000 | PA      | $387105.72    | 0.00%             | 2036-11-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GSK CAPITAL BV                                            | GSK Capital BV                                                                   | CUSIP: 000000000<br>LEI: 549300ZGXDBU2ZV6RP76 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $229287.42    | 0.00%             | 2036-11-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GSK CAPITAL BV                                            | GSK Capital BV                                                                   | CUSIP: 000000000<br>LEI: 549300ZGXDBU2ZV6RP76 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $234686.52    | 0.00%             | 2031-11-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                             | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |     2000000 | PA      | $2767064.19   | 0.02%             | 2027-11-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                  | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |     1100000 | PA      | $1315379.57   | 0.01%             | 2027-05-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                          | TotalEnergies SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $360557.03    | 0.00%             | 2034-08-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                  | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $242164.79    | 0.00%             | 2031-11-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                    | Zimmer Biomet Holdings Inc                                                       | CUSIP: 000000000<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |      200000 | PA      | $237267.46    | 0.00%             | 2032-12-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| COCA-COLA HBC FINANCE BV                                  | Coca-Cola HBC Finance BV                                                         | CUSIP: 000000000<br>LEI: 549300BXVNOCYQ83FU09 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $352163.73    | 0.00%             | 2032-11-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                   | Nykredit Realkredit A/S                                                          | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $239979.48    | 0.00%             | 2030-01-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HIGHLAND HOLDINGS SARL                                    | Highland Holdings Sarl                                                           | CUSIP: 000000000<br>LEI: 549300WGY8GPJM4PQR36 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $476615.34    | 0.00%             | 2027-11-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                      | EnBW International Finance BV                                                    | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $359414.88    | 0.00%             | 2029-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                  | Equinix Europe 2 Financing Corp LLC                                              | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |      450000 | PA      | $530005.51    | 0.00%             | 2031-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      900000 | PA      | $1047857.26   | 0.01%             | 2034-03-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                  | Equinix Europe 2 Financing Corp LLC                                              | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |      200000 | PA      | $230575.11    | 0.00%             | 2034-11-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $241612.63    | 0.00%             | 2037-02-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                      | EnBW International Finance BV                                                    | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $238758.41    | 0.00%             | 2035-11-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AAREAL BANK AG                                            | Aareal Bank AG                                                                   | CUSIP: 000000000<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $694905.80    | 0.01%             | 2028-03-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                    | CTP NV                                                                           | CUSIP: 000000000<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $951892.48    | 0.01%             | 2032-11-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KERING                                                    | Kering SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $354475.29    | 0.00%             | 2034-11-21      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                             | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $600760.45    | 0.01%             | 2029-07-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $363590.89    | 0.00%             | 2031-08-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $140803.29    | 0.00%             | 2029-11-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $141668.32    | 0.00%             | 2039-11-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1362250000 | PA      | $8557499.58   | 0.07%             | 2029-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| LA FRANCAISE DES JEUX SA                                  | La Francaise des Jeux SACA                                                       | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $116863.30    | 0.00%             | 2036-11-21      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LA FRANCAISE DES JEUX SA                                  | La Francaise des Jeux SACA                                                       | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $233105.68    | 0.00%             | 2033-11-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LA FRANCAISE DES JEUX SA                                  | La Francaise des Jeux SACA                                                       | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $235388.18    | 0.00%             | 2030-11-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                             | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      200000 | PA      | $216014.36    | 0.00%             | 2045-03-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROQUETTE FRERES SA                                        | Roquette Freres SA                                                               | CUSIP: 000000000<br>LEI: 969500FO141C5967KC72 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $239950.13    | 0.00%             | 2031-11-25      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                      | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $240619.61    | 0.00%             | 2031-05-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                             | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      100000 | PA      | $116156.29    | 0.00%             | 2037-11-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                  | Snam SpA                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $277109.88    | 0.00%             | 2036-11-26      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                  | Snam SpA                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $359220.21    | 0.00%             | 2031-11-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI S                                  | Banca Monte dei Paschi di Siena SpA                                              | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $363172.77    | 0.00%             | 2030-11-27      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| OP CORPORATE BANK PLC                                     | OP Corporate Bank plc                                                            | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |      300000 | PA      | $357773.29    | 0.00%             | 2029-11-27      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                       | Deutsche Telekom AG                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $350427.86    | 0.00%             | 2035-06-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                    | Smurfit Kappa Treasury ULC                                                       | CUSIP: 000000000<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $234237.67    | 0.00%             | 2036-11-27      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| ASN BANK NV                                               | ASN Bank NV                                                                      | CUSIP: 000000000<br>LEI: 724500A1FNICHSDF2I11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $242410.80    | 0.00%             | 2035-11-27      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                    | Smurfit Kappa Treasury ULC                                                       | CUSIP: 000000000<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $236297.18    | 0.00%             | 2032-11-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $701287.49    | 0.01%             | 2029-11-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRYSMIAN SPA                                              | Prysmian SpA                                                                     | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $366876.31    | 0.00%             | 2031-11-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    93000000 | PA      | $3059115.34   | 0.03%             | 2040-06-17      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| WOOLWORTHS GROUP LTD                                      | Woolworths Group Ltd                                                             | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $140284.38    | 0.00%             | 2034-11-29      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                              | DNB Bank ASA                                                                     | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |      900000 | PA      | $1069275.82   | 0.01%             | 2030-11-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    22450000 | PA      | $7496531.10   | 0.06%             | 2029-08-31      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $140882.27    | 0.00%             | 2036-12-03      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                          | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $235807.45    | 0.00%             | 2030-12-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |      950000 | PA      | $648640.00    | 0.01%             | 2034-12-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FINGRID OYJ                                               | Fingrid Oyj                                                                      | CUSIP: 000000000<br>LEI: 7437006ZZI1F7CUA5518 | Long             | DBT              | CORP              | FI        |      300000 | PA      | $355100.86    | 0.00%             | 2029-12-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                           | Japan Government Two Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   108200000 | PA      | $697158.31    | 0.01%             | 2026-12-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118003.71    | 0.00%             | 2031-01-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| SOUTH WEST WATER FIN PLC                                  | South West Water Finance PLC                                                     | CUSIP: 000000000<br>LEI: 213800OV68U446W4NV89 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $282435.95    | 0.00%             | 2032-12-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                          | ArcelorMittal SA                                                                 | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $239967.69    | 0.00%             | 2031-12-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    70000000 | PA      | $4078033.33   | 0.04%             | 2028-03-02      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                           | Japan Government Two Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   505100000 | PA      | $3252899.12   | 0.03%             | 2027-01-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   245400000 | PA      | $35028699.02  | 0.30%             | 2031-12-25      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      700000 | PA      | $811865.36    | 0.01%             | 2035-01-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $592158.88    | 0.01%             | 2030-01-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                  | Asian Infrastructure Investment Bank/The                                         | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $692327.00    | 0.01%             | 2029-10-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $276918.64    | 0.00%             | 2030-01-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     1000000 | PA      | $692460.92    | 0.01%             | 2030-01-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $984470.73    | 0.01%             | 2033-01-13      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $280748.28    | 0.00%             | 2032-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $417371.73    | 0.00%             | 2030-01-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  2091950000 | PA      | $12523194.82  | 0.11%             | 2034-12-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $241126.26    | 0.00%             | 2032-01-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      100000 | PA      | $118752.59    | 0.00%             | 2033-01-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                  | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $361365.49    | 0.00%             | 2030-01-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                       | NatWest Markets PLC                                                              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |      550000 | PA      | $658332.12    | 0.01%             | 2030-01-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                               | CUSIP: 000000000<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      100000 | PA      | $117840.34    | 0.00%             | 2032-12-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $237667.59    | 0.00%             | 2033-01-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                    | Digital Dutch Finco BV                                                           | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |      200000 | PA      | $233369.93    | 0.00%             | 2035-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                  | CUSIP: 000000000<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      200000 | PA      | $241265.44    | 0.00%             | 2031-07-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     8931000 | PA      | $10461174.04  | 0.09%             | 2035-06-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |     1000000 | PA      | $1386243.48   | 0.01%             | 2028-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                  | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $240594.46    | 0.00%             | 2032-10-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1210170.39   | 0.01%             | 2031-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $335281.09    | 0.00%             | 2045-01-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $354795.60    | 0.00%             | 2032-01-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     2393000 | PA      | $2796323.97   | 0.02%             | 2035-01-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     4567000 | PA      | $5433712.21   | 0.05%             | 2028-04-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      600000 | PA      | $728098.25    | 0.01%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TRATON FINANCE LUX SA                                     | Traton Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900BRKIE6LKIEXD84 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $241065.55    | 0.00%             | 2031-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      450000 | PA      | $542170.47    | 0.00%             | 2034-06-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1000000 | PA      | $1185562.09   | 0.01%             | 2040-03-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     9750000 | PA      | $11311883.47  | 0.10%             | 2035-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $696870.28    | 0.01%             | 2030-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    12130000 | PA      | $14441003.01  | 0.13%             | 2028-05-31      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| EVONIK INDUSTRIES AG                                      | Evonik Industries AG                                                             | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $724130.47    | 0.01%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1186795.72   | 0.01%             | 2030-02-20      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      100000 | PA      | $118597.85    | 0.00%             | 2032-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $482615.07    | 0.00%             | 2031-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $595380.16    | 0.01%             | 2030-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4483000 | PA      | $5436735.35   | 0.05%             | 2035-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     2523000 | PA      | $2976402.59   | 0.03%             | 2035-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA                                    | Credit Agricole Italia SpA                                                       | CUSIP: 000000000<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |     1000000 | PA      | $1187194.03   | 0.01%             | 2034-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      794000 | PA      | $937401.17    | 0.01%             | 2033-01-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $602888.19    | 0.01%             | 2035-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      300000 | PA      | $354300.50    | 0.00%             | 2037-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      400000 | PA      | $476557.03    | 0.00%             | 2033-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1137150000 | PA      | $5641775.52   | 0.05%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 000000000<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $207243.32    | 0.00%             | 2032-07-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1400000 | PA      | $970502.15    | 0.01%             | 2030-01-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      550000 | PA      | $652763.04    | 0.01%             | 2032-01-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     1300000 | PA      | $1538497.88   | 0.01%             | 2035-01-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SELP FINANCE SARL                                         | SELP Finance Sarl                                                                | CUSIP: 000000000<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              |  | LU        |      100000 | PA      | $119680.68    | 0.00%             | 2032-01-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     2436000 | PA      | $2869993.93   | 0.02%             | 2035-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      100000 | PA      | $120101.12    | 0.00%             | 2030-01-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      500000 | PA      | $599838.78    | 0.01%             | 2035-01-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      900000 | PA      | $1088215.49   | 0.01%             | 2033-01-16      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                      | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $235221.99    | 0.00%             | 2036-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $359163.36    | 0.00%             | 2033-04-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      650000 | PA      | $769079.74    | 0.01%             | 2040-01-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $207583.92    | 0.00%             | 2030-01-17      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |      100000 | PA      | $138778.64    | 0.00%             | 2028-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $1182518.92   | 0.01%             | 2033-07-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $361264.87    | 0.00%             | 2030-01-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SAARLAND                                                  | State of Saarland                                                                | CUSIP: 000000000<br>LEI: 529900VFZ6ZK7UVJI882 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $235973.75    | 0.00%             | 2035-01-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     2000000 | PA      | $2796548.56   | 0.02%             | 2030-01-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      750000 | PA      | $895551.45    | 0.01%             | 2029-12-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1300000 | PA      | $1572381.32   | 0.01%             | 2034-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      800000 | PA      | $953359.87    | 0.01%             | 2035-01-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NORTHERN TERRITORY TREAS                                  | Northern Territory Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 254900V4FQ2K6E3VJ628 | Long             | DBT              | NUSS              | AU        |      300000 | PA      | $208231.15    | 0.00%             | 2037-04-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   833850000 | PA      | $5260708.30   | 0.05%             | 2029-12-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4100000 | PA      | $4875488.89   | 0.04%             | 2030-04-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     1360000 | PA      | $1649601.92   | 0.01%             | 2035-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR FINANCE BV                                   | Toyota Motor Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 724500OPA8GZSQUNSR96 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $359746.56    | 0.00%             | 2028-04-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                             | Banco BPM SpA                                                                    | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $240376.88    | 0.00%             | 2030-01-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                  | African Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $1390438.56   | 0.01%             | 2028-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                  | Export Development Canada                                                        | CUSIP: 000000000<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $717639.55    | 0.01%             | 2030-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NOVA LJUBLJANSKA BANK                                     | Nova Ljubljanska Banka dd                                                        | CUSIP: 000000000<br>LEI: 5493001BABFV7P27OW30 | Long             | DBT              | CORP              | SI        |      400000 | PA      | $478864.60    | 0.00%             | 2029-01-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REGION OF ILE DE FRANCE                                   | Region of Ile de France                                                          | CUSIP: 000000000<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $360811.27    | 0.00%             | 2035-05-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ABERTIS FRANCE SAS                                        | Abertis France SAS                                                               | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $360712.87    | 0.00%             | 2029-04-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     6200000 | PA      | $7416114.10   | 0.06%             | 2028-07-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| TELEPERFORMANCE                                           | Teleperformance SE                                                               | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $243506.55    | 0.00%             | 2030-01-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $242495.81    | 0.00%             | 2031-01-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      100000 | PA      | $139263.47    | 0.00%             | 2028-01-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $122142.82    | 0.00%             | 2034-01-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    70500000 | PA      | $9972662.75   | 0.09%             | 2030-01-06      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| BAUSPAR.SCHWAEBISCH HALL                                  | Bausparkasse Schwaebisch Hall AG                                                 | CUSIP: 000000000<br>LEI: 529900JZXXU699FCKK89 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $597375.45    | 0.01%             | 2031-01-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                             | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |      700000 | PA      | $829762.05    | 0.01%             | 2033-03-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NOVO BANCO SA                                             | Novo Banco SA                                                                    | CUSIP: 000000000<br>LEI: 5493009W2E2YDCXY6S81 | Long             | DBT              | CORP              | PT        |      300000 | PA      | $358650.03    | 0.00%             | 2031-01-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SIXT SE                                                   | Sixt SE                                                                          | CUSIP: 000000000<br>LEI: 5299004ZME6CSBR7WP07 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $239259.51    | 0.00%             | 2030-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SIRIUS REAL ESTATE LTD                                    | Sirius Real Estate Ltd                                                           | CUSIP: 000000000<br>LEI: 213800NURUF5W8QSK566 | Long             | DBT              | CORP              | GG        |      100000 | PA      | $119037.52    | 0.00%             | 2032-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $832446.92    | 0.01%             | 2033-01-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $237178.16    | 0.00%             | 2037-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BMW INTL INVESTMENT BV                                    | BMW International Investment BV                                                  | CUSIP: 000000000<br>LEI: 724500J951RJJFEW5X49 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $240030.21    | 0.00%             | 2033-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $483451.95    | 0.00%             | 2045-01-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  2061050000 | PA      | $11194407.29  | 0.10%             | 2044-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     6840000 | PA      | $1767729.44   | 0.02%             | 2040-07-16      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     1350000 | PA      | $1427665.34   | 0.01%             | 2055-10-18      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1303140.56   | 0.01%             | 2032-03-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |     1550000 | PA      | $1839022.34   | 0.02%             | 2032-01-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                                     | Nippon Life Insurance Co                                                         | CUSIP: 000000000<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $235839.81    | 0.00%             | 2055-01-23      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                          | Santander UK PLC                                                                 | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $589195.69    | 0.01%             | 2032-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1374640.29   | 0.01%             | 2033-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXPERIAN FINANCE PLC                                      | Experian Finance PLC                                                             | CUSIP: 000000000<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $237251.77    | 0.00%             | 2033-12-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| NORSK HYDRO ASA                                           | Norsk Hydro ASA                                                                  | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | DBT              | CORP              | NO        |      100000 | PA      | $120229.85    | 0.00%             | 2032-01-23      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $353972.56    | 0.00%             | 2034-01-23      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                   | Nykredit Realkredit A/S                                                          | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      100000 | PA      | $120854.79    | 0.00%             | 2030-07-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                   | Nykredit Realkredit A/S                                                          | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $241141.34    | 0.00%             | 2035-04-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAJA RURAL DE NAVARRA                                     | Caja Rural de Navarra SCC                                                        | CUSIP: 000000000<br>LEI: 95980020140005439549 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $353840.72    | 0.00%             | 2033-04-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REGION WALLONNE                                           | Region Wallonne Belgium                                                          | CUSIP: 000000000<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |      400000 | PA      | $469826.03    | 0.00%             | 2035-06-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARKEA PUBLIC SECTOR SCF                                   | Arkea Public Sector SCF SA                                                       | CUSIP: 000000000<br>LEI: 9695002BGH4R9KJFC936 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $237521.42    | 0.00%             | 2032-01-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                   | SFIL SA                                                                          | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $478072.60    | 0.00%             | 2030-09-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                              | Carrefour SA                                                                     | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $357846.41    | 0.00%             | 2030-06-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      400000 | PA      | $470849.22    | 0.00%             | 2036-01-23      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE BUILDING SOC                                    | Yorkshire Building Society                                                       | CUSIP: 000000000<br>LEI: WXD0EHQRPI7HKN3I5T57 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $474056.29    | 0.00%             | 2030-01-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JYSKE BANK A/S                                            | Jyske Bank A/S                                                                   | CUSIP: 000000000<br>LEI: 3M5E1GQGKL17HI6CPN30 | Long             | DBT              | CORP              | DK        |     1600000 | PA      | $1929069.88   | 0.02%             | 2031-04-29      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NORDDEUTSCHE LANDESBANK                                   | Norddeutsche Landesbank-Girozentrale                                             | CUSIP: 000000000<br>LEI: DSNHHQ2B9X5N6OUJ1236 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $599206.97    | 0.01%             | 2028-02-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1453000 | PA      | $1731920.44   | 0.02%             | 2028-07-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1696000 | PA      | $1981156.94   | 0.02%             | 2035-01-29      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $477330.56    | 0.00%             | 2036-01-27      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| DNB BOLIGKREDITT AS                                       | DNB Boligkreditt AS                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |      500000 | PA      | $593836.12    | 0.01%             | 2030-01-28      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |     1300000 | PA      | $1540465.95   | 0.01%             | 2032-07-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                     | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      600000 | PA      | $714673.85    | 0.01%             | 2030-01-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                     | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      350000 | PA      | $393452.63    | 0.00%             | 2040-01-28      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| STONEWEG EREIT LUX FINCO                                  | Stoneweg Ereit Lux Finco Sarl                                                    | CUSIP: 000000000<br>LEI: 213800VKBKU9G6DF2O19 | Long             | DBT              |  | LU        |      150000 | PA      | $181494.42    | 0.00%             | 2031-01-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     4850000 | PA      | $5499792.82   | 0.05%             | 2042-05-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1314119.72   | 0.01%             | 2031-01-28      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |      200000 | PA      | $238294.93    | 0.00%             | 2029-12-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $475425.30    | 0.00%             | 2036-01-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OP CORPORATE BANK PLC                                     | OP Corporate Bank plc                                                            | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $238600.61    | 0.00%             | 2035-01-28      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $233587.65    | 0.00%             | 2035-01-29      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| UNITED ENERGY DISTRIBUTI                                  | United Energy Distribution Pty Ltd                                               | CUSIP: 000000000<br>LEI: 54930028EZKBY3VF2528 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $139437.45    | 0.00%             | 2032-02-03      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                       | OMERS Finance Trust                                                              | CUSIP: 000000000<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $296652.68    | 0.00%             | 2035-01-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HAMBURG COMMERCIAL BANK                                   | Hamburg Commercial Bank AG                                                       | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $120189.54    | 0.00%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     7716000 | PA      | $9138100.39   | 0.08%             | 2035-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| J SAINSBURY PLC                                           | J Sainsbury PLC                                                                  | CUSIP: 000000000<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $416014.02    | 0.00%             | 2035-01-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      900000 | PA      | $998213.39    | 0.01%             | 2045-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF S                                  | Societe Nationale SNCF SACA                                                      | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $681791.07    | 0.01%             | 2055-01-29      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUDZUCKER INT FINANCE                                     | Sudzucker International Finance BV                                               | CUSIP: 000000000<br>LEI: 724500M1VGG79HOVI026 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $240416.70    | 0.00%             | 2032-01-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |     1300000 | PA      | $1537427.63   | 0.01%             | 2032-02-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                   | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      500000 | PA      | $598425.57    | 0.01%             | 2035-07-31      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| ISTITUTO PER IL CREDITO                                   | Istituto Per Il Credito Sportivo E Culturale SPA                                 | CUSIP: 000000000<br>LEI: 815600ACC18A758ADE66 | Long             | DBT              | NUSS              | IT        |      400000 | PA      | $483721.74    | 0.00%             | 2030-01-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ITM ENTREPRISES SASU                                      | ITM Entreprises SASU                                                             | CUSIP: 000000000<br>LEI: 969500LMMR83QL6TLK43 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $121607.30    | 0.00%             | 2030-01-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TASMANIAN PUBLIC FINANCE                                  | Tasmanian Public Finance Corp                                                    | CUSIP: 000000000<br>LEI: 254900YGZAI23JWAJW51 | Long             | DBT              | NUSS              | AU        |     1250000 | PA      | $852049.10    | 0.01%             | 2036-01-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |    19000000 | PA      | $2137873.47   | 0.02%             | 2030-02-12      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                    | Corp Andina de Fomento                                                           | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $417098.63    | 0.00%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                                  | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $713607.46    | 0.01%             | 2031-01-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SLOVENSKA SPORITELNA AS                                   | Slovenska Sporitelna AS                                                          | CUSIP: 000000000<br>LEI: 549300S2T3FWVVXWJI89 | Long             | DBT              | CORP              | SK        |      500000 | PA      | $595817.57    | 0.01%             | 2029-01-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                   | Philippine Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      600000 | PA      | $716787.84    | 0.01%             | 2032-02-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ICCREA BANCA SPA                                          | Iccrea Banca SpA                                                                 | CUSIP: 000000000<br>LEI: NNVPP80YIZGEY2314M97 | Long             | DBT              | CORP              | IT        |      825000 | PA      | $991253.21    | 0.01%             | 2030-01-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA VELOCIDAD                                       | Adif Alta Velocidad                                                              | CUSIP: 000000000<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |      200000 | PA      | $239178.37    | 0.00%             | 2035-04-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA VELOCIDAD                                       | Adif Alta Velocidad                                                              | CUSIP: 000000000<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $359719.31    | 0.00%             | 2030-01-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| A2A SPA                                                   | A2A SpA                                                                          | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |      650000 | PA      | $766788.08    | 0.01%             | 2035-01-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4950000 | PA      | $5895885.52   | 0.05%             | 2027-02-25      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT BREMEN                                   | State of Bremen                                                                  | CUSIP: 000000000<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |     1590000 | PA      | $1869202.18   | 0.02%             | 2033-01-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      500000 | PA      | $604263.16    | 0.01%             | 2033-05-04      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      300000 | PA      | $359256.66    | 0.00%             | 2037-05-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Bundesschatzanweisungen                                   | Bundesschatzanweisungen                                                          | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1170000 | PA      | $1389611.72   | 0.01%             | 2027-03-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $234546.47    | 0.00%             | 2033-08-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     1250000 | PA      | $1487750.49   | 0.01%             | 2030-02-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANKINTER SA                                              | Bankinter SA                                                                     | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $598965.69    | 0.01%             | 2033-02-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NOVO BANCO SA                                             | Novo Banco SA                                                                    | CUSIP: 000000000<br>LEI: 5493009W2E2YDCXY6S81 | Long             | DBT              | CORP              | PT        |     1000000 | PA      | $1188340.61   | 0.01%             | 2030-02-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NATL GAS TRANSMISSION                                     | National Gas Transmission PLC                                                    | CUSIP: 000000000<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $486615.30    | 0.00%             | 2034-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ILE DE FRANCE MOBILITES                                   | Ile-de-France Mobilites                                                          | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $674666.64    | 0.01%             | 2045-05-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      450000 | PA      | $529241.64    | 0.00%             | 2032-11-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     2330000 | PA      | $2744679.23   | 0.02%             | 2035-02-20      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |     1700000 | PA      | $2026656.77   | 0.02%             | 2029-02-05      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                  | Tyco Electronics Group SA                                                        | CUSIP: 000000000<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $236215.42    | 0.00%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                   | Severn Trent Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $299274.29    | 0.00%             | 2035-08-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |     1100000 | PA      | $1326388.99   | 0.01%             | 2032-08-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     1100000 | PA      | $1316599.71   | 0.01%             | 2030-05-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COMMUNAUTE FRANCAISE BEL                                  | Communaute Francaise de Belgique                                                 | CUSIP: 000000000<br>LEI: 529900LT593XA93OL092 | Long             | DBT              | NUSS              | BE        |      300000 | PA      | $343678.06    | 0.00%             | 2040-06-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VILLE DE PARIS                                            | Ville de Paris                                                                   | CUSIP: 000000000<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $117705.55    | 0.00%             | 2036-02-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                           | Japan Government Two Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   494750000 | PA      | $3187019.53   | 0.03%             | 2027-02-01      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      700000 | PA      | $824435.67    | 0.01%             | 2032-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    25000000 | PA      | $1446975.61   | 0.01%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                  | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      900000 | PA      | $1055501.84   | 0.01%             | 2032-02-11      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      600000 | PA      | $765791.21    | 0.01%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      400000 | PA      | $502254.89    | 0.00%             | 2030-03-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AUSGRID FINANCE PTY LTD                                   | Ausgrid Finance Pty Ltd                                                          | CUSIP: 000000000<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $117989.34    | 0.00%             | 2033-02-14      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $466903.71    | 0.00%             | 2032-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |     1340000 | PA      | $1543511.94   | 0.01%             | 2037-02-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STEDIN HOLDING NV                                         | Stedin Holding NV                                                                | CUSIP: 000000000<br>LEI: 724500R5IP6TFKTNRU48 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $802688.23    | 0.01%             | 2037-02-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                 | CUSIP: 000000000<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      300000 | PA      | $323755.01    | 0.00%             | 2045-02-11      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                 | CUSIP: 000000000<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      200000 | PA      | $229021.25    | 0.00%             | 2037-02-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                 | CUSIP: 000000000<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      300000 | PA      | $353950.66    | 0.00%             | 2032-02-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     2680000 | PA      | $1786329.37   | 0.02%             | 2036-03-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      600000 | PA      | $699278.54    | 0.01%             | 2032-02-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1705000 | PA      | $2016729.61   | 0.02%             | 2030-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                               | Swedbank AB                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $138929.68    | 0.00%             | 2030-10-11      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $550829.15    | 0.00%             | 2028-02-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WHITBREAD GROUP PLC                                       | Whitbread Group PLC                                                              | CUSIP: 000000000<br>LEI: 2138006LIAYQKUCYBB20 | Long             | DBT              | CORP              | GB        |      550000 | PA      | $758320.72    | 0.01%             | 2032-05-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                   | Imperial Brands Finance PLC                                                      | CUSIP: 000000000<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $469998.95    | 0.00%             | 2034-02-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                  | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $353048.20    | 0.00%             | 2035-04-30      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1247057.48   | 0.01%             | 2030-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      200000 | PA      | $229630.75    | 0.00%             | 2037-02-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    30830000 | PA      | $3094472.77   | 0.03%             | 2035-06-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      400000 | PA      | $435474.36    | 0.00%             | 2045-02-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1578829.36   | 0.01%             | 2033-02-10      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| LAND BADEN-WUERTTEMBERG                                   | Land Baden-Wuerttemberg                                                          | CUSIP: 000000000<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $344369.65    | 0.00%             | 2035-02-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 12699910000 | PA      | $7401103.98   | 0.06%             | 2055-03-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SPARKASSE PFORZHEIM CALW                                  | Sparkasse Pforzheim Calw                                                         | CUSIP: 000000000<br>LEI: 529900JB2S6CH38UQ526 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $236591.94    | 0.00%             | 2028-08-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |     1300000 | PA      | $1536743.81   | 0.01%             | 2030-02-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                                  | Denmark Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     6000000 | PA      | $916824.09    | 0.01%             | 2035-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $238454.99    | 0.00%             | 2031-02-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WIRT & INFRA BK HESSEN                                    | Wirtschafts- und Infrastrukturbank Hessen                                        | CUSIP: 000000000<br>LEI: 529900ZA5USL8RSNOH78 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $684023.76    | 0.01%             | 2035-02-13      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING                                   | Sumitomo Mitsui Banking Corp                                                     | CUSIP: 000000000<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |      100000 | PA      | $118158.38    | 0.00%             | 2030-02-18      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $705983.63    | 0.01%             | 2035-02-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INFINEON TECHNOLOGIES AG                                  | Infineon Technologies AG                                                         | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $355342.01    | 0.00%             | 2030-02-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                                         | CDP Financial Inc                                                                | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $294017.92    | 0.00%             | 2032-02-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $236449.10    | 0.00%             | 2032-02-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      300000 | PA      | $355555.41    | 0.00%             | 2030-02-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      900000 | PA      | $1050131.25   | 0.01%             | 2034-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ELECTRANET PTY LTD                                        | ElectraNet Pty Ltd                                                               | CUSIP: 000000000<br>LEI: 254900N5QT0J6DLN1Z66 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $138402.09    | 0.00%             | 2031-07-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VOLVO TREASURY AB                                         | Volvo Treasury AB                                                                | CUSIP: 000000000<br>LEI: 549300PD69T87IGZG395 | Long             | DBT              | CORP              | SE        |      600000 | PA      | $830845.59    | 0.01%             | 2028-02-14      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |      400000 | PA      | $467583.04    | 0.00%             | 2033-02-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |      500000 | PA      | $592487.06    | 0.01%             | 2029-02-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| FREISTAAT SACHSEN                                         | Free State of Saxony                                                             | CUSIP: 000000000<br>LEI: 5299000O7UMNSOGRRW53 | Long             | DBT              | NUSS              | DE        |      700000 | PA      | $815755.99    | 0.01%             | 2032-02-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                                  | Caisse de Refinancement de l'Habitat SA                                          | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1290423.81   | 0.01%             | 2032-02-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $353602.00    | 0.00%             | 2031-08-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL AMERICAN BANK                                     | Central American Bank for Economic Integration                                   | CUSIP: 000000000<br>LEI: 549300OLDAMXBPSHIC05 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $415506.31    | 0.00%             | 2028-02-14      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TERNA RETE ELETTRICA                                      | Terna - Rete Elettrica Nazionale                                                 | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |      250000 | PA      | $295248.72    | 0.00%             | 2032-02-17      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                        | Koninklijke KPN NV                                                               | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $231478.39    | 0.00%             | 2035-02-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                  | Air Products and Chemicals Inc                                                   | CUSIP: 000000000<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |      250000 | PA      | $284086.55    | 0.00%             | 2037-02-14      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                  | Air Products and Chemicals Inc                                                   | CUSIP: 000000000<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |      300000 | PA      | $352797.52    | 0.00%             | 2031-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $342320.16    | 0.00%             | 2037-02-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1073143.23   | 0.01%             | 2035-05-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $698449.20    | 0.01%             | 2036-08-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    10140000 | PA      | $13852154.06  | 0.12%             | 2035-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WOOLWORTHS GROUP LTD                                      | Woolworths Group Ltd                                                             | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $240261.13    | 0.00%             | 2032-10-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SPAREBANKEN NORG BOLIGKR                                  | Sparebanken Norge Boligkreditt AS                                                | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6AO004 | Long             | DBT              | CORP              | NO        |      300000 | PA      | $354032.09    | 0.00%             | 2031-02-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2530000 | PA      | $3006234.97   | 0.03%             | 2040-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                      | Raiffeisen Bank International AG                                                 | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $239536.13    | 0.00%             | 2032-02-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $717513.24    | 0.01%             | 2037-02-18      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TSB BANK PLC                                              | TSB Bank PLC                                                                     | CUSIP: 000000000<br>LEI: 549300XP222MV7P3CC54 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1182350.96   | 0.01%             | 2030-02-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AYVENS SA                                                 | Ayvens SA                                                                        | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $119857.71    | 0.00%             | 2030-02-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INVESTITIONSBK SCHL-HOL                                   | Investitionsbank Schleswig-Holstein                                              | CUSIP: 000000000<br>LEI: 52990063ADNRF9GBTQ30 | Long             | DBT              | NUSS              | DE        |     1000000 | PA      | $1146729.81   | 0.01%             | 2035-02-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $711763.15    | 0.01%             | 2030-02-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     7910000 | PA      | $8377928.42   | 0.07%             | 2056-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                   | European Bank for Reconstruction & Development                                   | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |     1100000 | PA      | $1518937.31   | 0.01%             | 2028-10-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER TOTTA SA                                  | Banco Santander Totta SA                                                         | CUSIP: 000000000<br>LEI: 549300URJH9VSI58CS32 | Long             | DBT              | CORP              | PT        |      600000 | PA      | $711127.29    | 0.01%             | 2030-02-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BARRY CALLEBAUT SVCS NV                                   | Barry Callebaut Services NV                                                      | CUSIP: 000000000<br>LEI: 213800R1F1EJYM4ICO85 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $366200.54    | 0.00%             | 2031-08-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREISTAAT BAYERN                                          | Free State of Bavaria                                                            | CUSIP: 000000000<br>LEI: 529900HHAI6YR14M3S54 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $310341.16    | 0.00%             | 2055-02-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      400000 | PA      | $482031.24    | 0.00%             | 2030-08-21      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| SECURITAS AB                                              | Securitas AB                                                                     | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $118540.59    | 0.00%             | 2032-05-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $414990.41    | 0.00%             | 2030-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $476873.83    | 0.00%             | 2036-02-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $1165518.15   | 0.01%             | 2035-02-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     1400000 | PA      | $1653357.55   | 0.01%             | 2032-02-26      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      900000 | PA      | $1083993.44   | 0.01%             | 2037-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $554575.68    | 0.00%             | 2029-10-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   218780000 | PA      | $31045634.51  | 0.27%             | 2035-02-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      850000 | PA      | $1175092.30   | 0.01%             | 2029-02-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      600000 | PA      | $698980.36    | 0.01%             | 2035-02-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $116804.07    | 0.00%             | 2034-02-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $837562.97    | 0.01%             | 2035-02-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| HYPO NOE LB NOE WIEN AG                                   | HYPO NOE Landesbank fuer Niederoesterreich und Wien AG                           | CUSIP: 000000000<br>LEI: 5493007BWYDPQZLZ0Y27 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $355980.35    | 0.00%             | 2031-02-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      300000 | PA      | $414663.15    | 0.00%             | 2028-10-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                        | Macquarie Bank Ltd                                                               | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |      700000 | PA      | $832123.62    | 0.01%             | 2030-02-25      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $414757.62    | 0.00%             | 2029-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      200000 | PA      | $275607.36    | 0.00%             | 2029-11-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $237650.04    | 0.00%             | 2031-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DSM BV                                                    | DSM BV                                                                           | CUSIP: 000000000<br>LEI: 724500SNT1MK246AHP04 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $806522.40    | 0.01%             | 2036-02-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CRITERIA CAIXA SA                                         | Criteria Caixa SA                                                                | CUSIP: 000000000<br>LEI: 959800DQQUAMV0K08004 | Long             | DBT              | CORP              | ES        |      700000 | PA      | $828930.84    | 0.01%             | 2031-02-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      370000 | PA      | $431164.03    | 0.00%             | 2040-02-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S                                   | Carlsberg Breweries A/S                                                          | CUSIP: 000000000<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |      900000 | PA      | $1052999.52   | 0.01%             | 2035-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     1600000 | PA      | $1890926.66   | 0.02%             | 2032-02-26      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BASQUE GOVERNMENT                                         | Basque Government                                                                | CUSIP: 000000000<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | NUSS              | ES        |      700000 | PA      | $833949.55    | 0.01%             | 2035-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                         | Johnson & Johnson                                                                | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      400000 | PA      | $434138.59    | 0.00%             | 2055-02-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S                                   | Carlsberg Breweries A/S                                                          | CUSIP: 000000000<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |      300000 | PA      | $356173.55    | 0.00%             | 2032-02-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S                                   | Carlsberg Breweries A/S                                                          | CUSIP: 000000000<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |      400000 | PA      | $477428.73    | 0.00%             | 2029-08-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S                                   | Carlsberg Breweries A/S                                                          | CUSIP: 000000000<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |      250000 | PA      | $336985.07    | 0.00%             | 2039-02-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                         | Johnson & Johnson                                                                | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      300000 | PA      | $349473.28    | 0.00%             | 2037-02-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                         | Johnson & Johnson                                                                | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      400000 | PA      | $473340.03    | 0.00%             | 2033-02-26      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                         | Johnson & Johnson                                                                | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      200000 | PA      | $224787.89    | 0.00%             | 2045-02-26      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                         | Johnson & Johnson                                                                | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      300000 | PA      | $357912.97    | 0.00%             | 2029-02-26      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                           | PSP Capital Inc                                                                  | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      800000 | PA      | $551595.14    | 0.00%             | 2035-02-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    18930000 | PA      | $22489631.32  | 0.19%             | 2028-09-24      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $350471.09    | 0.00%             | 2035-02-27      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                      | Kraft Heinz Foods Co                                                             | CUSIP: 000000000<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      200000 | PA      | $231942.82    | 0.00%             | 2033-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     2650000 | PA      | $1813215.72   | 0.02%             | 2039-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                                  | American Medical Systems Europe BV                                               | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $116678.59    | 0.00%             | 2034-03-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $354118.94    | 0.00%             | 2032-03-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $475623.33    | 0.00%             | 2030-03-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |     1300000 | PA      | $1537985.58   | 0.01%             | 2030-03-05      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                          | Pernod Ricard SA                                                                 | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $236208.37    | 0.00%             | 2032-03-03      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                    | TotalEnergies Capital International SA                                           | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     1700000 | PA      | $1858017.88   | 0.02%             | 2045-03-03      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $809836.39    | 0.01%             | 2035-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2550000 | PA      | $3064103.05   | 0.03%             | 2030-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO                                  | Korea Housing Finance Corp                                                       | CUSIP: 000000000<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |      200000 | PA      | $236926.04    | 0.00%             | 2030-03-05      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     1050000 | PA      | $1229729.60   | 0.01%             | 2035-03-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ACCOR SA                                                  | Accor SA                                                                         | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $583099.77    | 0.01%             | 2033-03-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                       | Emerson Electric Co                                                              | CUSIP: 000000000<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |      250000 | PA      | $293737.62    | 0.00%             | 2037-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3640000 | PA      | $4226451.13   | 0.04%             | 2041-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      600000 | PA      | $714088.08    | 0.01%             | 2032-03-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      300000 | PA      | $349427.68    | 0.00%             | 2037-03-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |     1000000 | PA      | $1142493.58   | 0.01%             | 2037-06-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $823142.50    | 0.01%             | 2035-03-07      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO ASSICURA                                  | Intesa Sanpaolo Assicurazioni SpA                                                | CUSIP: 000000000<br>LEI: 549300UM31PJ24TTSR94 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $240183.34    | 0.00%             | 2035-03-05      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                        | PPG Industries Inc                                                               | CUSIP: 000000000<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |      300000 | PA      | $352338.07    | 0.00%             | 2032-03-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                                  | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |     1200000 | PA      | $1412875.10   | 0.01%             | 2032-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                  | Caterpillar Financial Services Corp                                              | CUSIP: 000000000<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |      400000 | PA      | $554700.98    | 0.00%             | 2028-02-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $356342.77    | 0.00%             | 2033-03-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 20814380000 | PA      | $14019609.81  | 0.12%             | 2030-03-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                | NBN Co Ltd                                                                       | CUSIP: 000000000<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |      500000 | PA      | $346860.29    | 0.00%             | 2035-03-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                           | Japan Government Two Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   415700000 | PA      | $2679421.69   | 0.02%             | 2027-03-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $360137.28    | 0.00%             | 2037-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $354534.95    | 0.00%             | 2036-03-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ITALGAS SPA                                               | Italgas SpA                                                                      | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |      500000 | PA      | $589930.87    | 0.01%             | 2030-03-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $345962.73    | 0.00%             | 2030-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ITALGAS SPA                                               | Italgas SpA                                                                      | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $235347.79    | 0.00%             | 2034-03-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     3590000 | PA      | $4112210.74   | 0.04%             | 2035-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     2600000 | PA      | $3586855.45   | 0.03%             | 2030-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      200000 | PA      | $237219.55    | 0.00%             | 2034-03-10      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     4830000 | PA      | $5436936.75   | 0.05%             | 2042-06-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                 | Sanofi SA                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $236143.77    | 0.00%             | 2031-03-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FLUVIUS SYSTEM OP                                         | FLUVIUS System Operator CV                                                       | CUSIP: 000000000<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $350618.42    | 0.00%             | 2035-03-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JUNTA DE ANDALUCIA                                        | Junta de Andalucia                                                               | CUSIP: 000000000<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | NUSS              | ES        |      400000 | PA      | $473265.71    | 0.00%             | 2035-04-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NESTLE CAPITAL CORP                                       | Nestle Capital Corp                                                              | CUSIP: 000000000<br>LEI: 549300VIRTXBZ81J0S95 | Long             | DBT              | CORP              | US        |      200000 | PA      | $137841.16    | 0.00%             | 2030-03-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   204100000 | PA      | $29273826.40  | 0.25%             | 2028-02-14      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| LAND BADEN-WUERTTEMBERG                                   | Land Baden-Wuerttemberg                                                          | CUSIP: 000000000<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $357184.11    | 0.00%             | 2030-03-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     2100000 | PA      | $2463533.69   | 0.02%             | 2032-05-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     7131000 | PA      | $7517691.75   | 0.07%             | 2056-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AFFINITY WATER FIN PLC                                    | Affinity Water Finance PLC                                                       | CUSIP: 000000000<br>LEI: 213800SN9HLGE6532G57 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $139574.91    | 0.00%             | 2040-09-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                            | Var Energi ASA                                                                   | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $240467.36    | 0.00%             | 2031-03-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KOJAMO OYJ                                                | Kojamo Oyj                                                                       | CUSIP: 000000000<br>LEI: 7437007YPUOQZ8OV1R42 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $237257.39    | 0.00%             | 2032-03-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     2600000 | PA      | $1769449.28   | 0.02%             | 2038-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                           | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $120811.40    | 0.00%             | 2033-03-17      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| SAGAX AB                                                  | Sagax AB                                                                         | CUSIP: 000000000<br>LEI: 549300LJX28T6OM8DT95 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $120321.88    | 0.00%             | 2032-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1033000 | PA      | $1235231.34   | 0.01%             | 2028-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     5950000 | PA      | $7195559.37   | 0.06%             | 2035-12-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                   | SSE PLC                                                                          | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $540574.35    | 0.00%             | 2032-03-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      600000 | PA      | $728089.38    | 0.01%             | 2037-03-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $238379.62    | 0.00%             | 2035-03-19      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |     2500000 | PA      | $2996923.34   | 0.03%             | 2033-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MAN AIR GRP FND P                                         | Manchester Airport Group Funding PLC                                             | CUSIP: 000000000<br>LEI: 2138006NA5VAMMBK3892 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $358796.43    | 0.00%             | 2035-03-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LEGRAND SA                                                | Legrand SA                                                                       | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $238740.28    | 0.00%             | 2035-03-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SIG COMBIBLOC PURCHASER                                   | SIG COMBIBLOC PURCHASER                                                          | CUSIP: 000000000<br>LEI: 549300Q95MWZB4BXB866 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $120359.74    | 0.00%             | 2030-03-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANQUE CAISSE D'EPARGNE                                   | Banque et Caisse d'Epargne de l'Etat                                             | CUSIP: 000000000<br>LEI: R7CQUF1DQM73HUTV1078 | Long             | DBT              | NUSS              | LU        |      200000 | PA      | $239391.61    | 0.00%             | 2031-03-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                    | Nordic Investment Bank                                                           | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |      522000 | PA      | $622174.49    | 0.01%             | 2032-03-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FREISTAAT SACHSEN                                         | Free State of Saxony                                                             | CUSIP: 000000000<br>LEI: 5299000O7UMNSOGRRW53 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $119437.40    | 0.00%             | 2033-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EIKA BOLIGKREDITT AS                                      | Eika Boligkreditt AS                                                             | CUSIP: 000000000<br>LEI: 549300T7MMTBQXCJOQ79 | Long             | DBT              | CORP              | NO        |      500000 | PA      | $598312.67    | 0.01%             | 2035-03-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                   | European Bank for Reconstruction & Development                                   | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |      650000 | PA      | $771151.60    | 0.01%             | 2032-03-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1091688.19   | 0.01%             | 2035-03-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AIR LIQUIDE FINANCE                                       | Air Liquide Finance SA                                                           | CUSIP: 000000000<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $476725.58    | 0.00%             | 2035-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WOLTERS KLUWER NV                                         | Wolters Kluwer NV                                                                | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $476784.28    | 0.00%             | 2032-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NESTE OYJ                                                 | Neste Oyj                                                                        | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $242634.70    | 0.00%             | 2030-03-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANCO COMERC PORTUGUES                                    | Banco Comercial Portugues SA                                                     | CUSIP: 000000000<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | DBT              | CORP              | PT        |      200000 | PA      | $249017.84    | 0.00%             | 2037-03-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE PARIS SA                                     | Aeroports de Paris SA                                                            | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $594865.69    | 0.01%             | 2033-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NN BANK NV NETHERLANDS                                    | Nationale-Nederlanden Bank NV/The Netherlands                                    | CUSIP: 000000000<br>LEI: 724500BICUQ0LF1AH770 | Long             | DBT              | CORP              | NL        |      900000 | PA      | $1080095.76   | 0.01%             | 2031-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                         | Council Of Europe Development Bank                                               | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |     1300000 | PA      | $1548850.74   | 0.01%             | 2032-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $598222.89    | 0.01%             | 2030-03-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                          | Deutsche Post AG                                                                 | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $240397.61    | 0.00%             | 2040-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                          | Deutsche Post AG                                                                 | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $120144.81    | 0.00%             | 2034-03-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                          | Deutsche Post AG                                                                 | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $239304.43    | 0.00%             | 2030-03-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SWISS LIFE FINANCE I AG                                   | Swiss Life Finance I AG                                                          | CUSIP: 000000000<br>LEI: 549300GDVNT1NHIHOW12 | Long             | DBT              | CORP              | LI        |      300000 | PA      | $358583.55    | 0.00%             | 2035-03-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                    | American Honda Finance Corp                                                      | CUSIP: 000000000<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1563525.21   | 0.01%             | 2029-03-21      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $476272.41    | 0.00%             | 2032-03-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED                                          | ASB Bank Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |      100000 | PA      | $119549.48    | 0.00%             | 2030-03-27      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| AMADEUS IT GROUP SA                                       | Amadeus IT Group SA                                                              | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $119909.18    | 0.00%             | 2030-03-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR HYPOTEK                                  | Lansforsakringar Hypotek AB                                                      | CUSIP: 000000000<br>LEI: 5493001P7BX1N0JAG961 | Long             | DBT              | CORP              | SE        |     1000000 | PA      | $1192405.18   | 0.01%             | 2030-03-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DANMARKS SKIBSKREDIT AS                                   | Danmarks Skibskredit A/S                                                         | CUSIP: 000000000<br>LEI: 549300T70JXFWEXCK295 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $237805.18    | 0.00%             | 2031-03-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                             | AIB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $120532.83    | 0.00%             | 2036-03-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1229274.14   | 0.01%             | 2037-03-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LLOYDS BK CORP MKTS PLC                                   | Lloyds Bank Corporate Markets PLC                                                | CUSIP: 000000000<br>LEI: 213800MBWEIJDM5CU638 | Long             | DBT              | CORP              | GB        |      850000 | PA      | $1020994.27   | 0.01%             | 2030-03-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $239690.30    | 0.00%             | 2031-06-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DNB BOLIGKREDITT AS                                       | DNB Boligkreditt AS                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |     1100000 | PA      | $1307834.38   | 0.01%             | 2029-09-27      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $616558.82    | 0.01%             | 2055-07-25      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| SPAREBANKEN NORG BOLIGKR                                  | Sparebanken Norge Boligkreditt AS                                                | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6AO004 | Long             | DBT              | CORP              | NO        |      400000 | PA      | $476268.50    | 0.00%             | 2030-06-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AKZO NOBEL NV                                             | Akzo Nobel NV                                                                    | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $237917.87    | 0.00%             | 2035-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                               | CUSIP: 000000000<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      400000 | PA      | $479560.95    | 0.00%             | 2030-03-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $356372.76    | 0.00%             | 2032-03-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ATLAS COPCO FINANCE                                       | Atlas Copco Finance DAC                                                          | CUSIP: 000000000<br>LEI: 549300ZF2VKZ1G5T2U85 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $237254.90    | 0.00%             | 2035-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      300000 | PA      | $358753.37    | 0.00%             | 2037-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRST 1                                      | Scentre Group Trust 1                                                            | CUSIP: 000000000<br>LEI: 549300SQ859FBKRKSI77 | Long             | DBT              |  | AU        |      400000 | PA      | $278650.00    | 0.00%             | 2055-03-31      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LEGAL & GENERAL GROUP                                     | Legal & General Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $143617.85    | 0.00%             | 2055-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| KOMMUNALKREDIT AUSTRIA A                                  | Kommunalkredit Austria AG                                                        | CUSIP: 000000000<br>LEI: 549300IEVCBWVV97WC81 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $241533.00    | 0.00%             | 2031-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INVESTOR AB                                               | Investor AB                                                                      | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $365319.10    | 0.00%             | 2038-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIE DE SAINT-GOBAIN SA                                    | Cie de Saint-Gobain SA                                                           | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $357743.85    | 0.00%             | 2033-04-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $357855.42    | 0.00%             | 2035-03-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LAND THUERINGEN                                           | Land Thueringen                                                                  | CUSIP: 000000000<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $357274.81    | 0.00%             | 2032-04-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      600000 | PA      | $696420.53    | 0.01%             | 2040-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    15000000 | PA      | $1565232.14   | 0.01%             | 2030-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 000000000<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      700000 | PA      | $839524.69    | 0.01%             | 2035-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $1167655.20   | 0.01%             | 2040-04-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VIENNA INSURANCE GRP AGW                                  | Vienna Insurance Group AG Wiener Versicherung Gruppe                             | CUSIP: 000000000<br>LEI: 549300JCRU23I1THU176 | Long             | DBT              | CORP              | AT        |      100000 | PA      | $124015.53    | 0.00%             | 2045-04-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BRAMBLES USA INC                                          | Brambles USA Inc                                                                 | CUSIP: 000000000<br>LEI: 549300ELM3HO6HFZSW59 | Long             | DBT              | CORP              | US        |      100000 | PA      | $119817.53    | 0.00%             | 2033-04-02      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bonds                   | Romanian Government International Bonds                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1300000 | PA      | $1646683.36   | 0.01%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      700000 | PA      | $895358.70    | 0.01%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF S                                  | Societe Nationale SNCF SACA                                                      | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $239234.28    | 0.00%             | 2035-04-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT BREMEN                                   | State of Bremen                                                                  | CUSIP: 000000000<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |     1000000 | PA      | $1187781.97   | 0.01%             | 2027-03-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                                    | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |     1300000 | PA      | $1543003.63   | 0.01%             | 2028-04-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                           | Japan Government Two Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1883550000 | PA      | $12150242.86  | 0.11%             | 2027-04-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118735.64    | 0.00%             | 2032-07-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AAREAL BANK AG                                            | Aareal Bank AG                                                                   | CUSIP: 000000000<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $946388.75    | 0.01%             | 2030-10-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1187110.08   | 0.01%             | 2028-04-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TIKEHAU CAPITAL SCA                                       | Tikehau Capital SCA                                                              | CUSIP: 000000000<br>LEI: 969500BY8TEU16U3SJ94 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $120975.21    | 0.00%             | 2031-04-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DANONE SA                                                 | Danone SA                                                                        | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $119025.29    | 0.00%             | 2033-04-07      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE A                                  | Fresenius Medical Care AG                                                        | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $601312.54    | 0.01%             | 2032-04-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PROXIMUS SADP                                             | Proximus SADP                                                                    | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $236803.52    | 0.00%             | 2035-04-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1700000 | PA      | $2010634.47   | 0.02%             | 2037-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ENEXIS HOLDING NV                                         | Enexis Holding NV                                                                | CUSIP: 000000000<br>LEI: 7245009Q5867Q0YC9Q13 | Long             | DBT              | CORP              | NL        |      900000 | PA      | $1065468.28   | 0.01%             | 2033-04-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OP MORTGAGE BANK                                          | OP Mortgage Bank                                                                 | CUSIP: 000000000<br>LEI: 743700IJXAGL8TGFRC33 | Long             | DBT              | CORP              | FI        |      900000 | PA      | $1066278.70   | 0.01%             | 2030-07-09      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ENEXIS HOLDING NV                                         | Enexis Holding NV                                                                | CUSIP: 000000000<br>LEI: 7245009Q5867Q0YC9Q13 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $234238.24    | 0.00%             | 2037-04-09      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $118169.86    | 0.00%             | 2035-02-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $829859.35    | 0.01%             | 2029-08-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1592450000 | PA      | $9658772.72   | 0.08%             | 2035-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                                   | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $350351.56    | 0.00%             | 2035-04-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   695150000 | PA      | $3529039.70   | 0.03%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     3000000 | PA      | $3484819.23   | 0.03%             | 2035-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $354041.44    | 0.00%             | 2035-04-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1271300000 | PA      | $8031674.58   | 0.07%             | 2030-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $471538.95    | 0.00%             | 2035-04-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                     | Transurban Finance Co Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $145843.83    | 0.00%             | 2040-04-17      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                     | Transurban Finance Co Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $243940.15    | 0.00%             | 2035-04-17      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     9861000 | PA      | $11679248.06  | 0.10%             | 2031-02-25      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                    | Nordic Investment Bank                                                           | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $236329.02    | 0.00%             | 2028-05-23      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| NEDERLANDSE GASUNIE N.V.                                  | Nederlandse Gasunie NV                                                           | CUSIP: 000000000<br>LEI: 724500MQFZSYSBC5H178 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $235949.06    | 0.00%             | 2035-04-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1475300000 | PA      | $8516308.05   | 0.07%             | 2045-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      300000 | PA      | $364383.99    | 0.00%             | 2036-05-22      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      550000 | PA      | $661206.35    | 0.01%             | 2031-05-22      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $353590.83    | 0.00%             | 2030-07-24      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |     2000000 | PA      | $1371795.98   | 0.01%             | 2028-10-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                                    | Sydney Airport Finance Co Pty Ltd                                                | CUSIP: 000000000<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $279401.91    | 0.00%             | 2032-04-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AUST CAPITAL TERRITORY                                    | Australian Capital Territory                                                     | CUSIP: 000000000<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | NUSS              | AU        |     1850000 | PA      | $1242444.10   | 0.01%             | 2035-10-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MECKLENBURG-VORPOMMERN                                    | State of Mecklenburg-Western Pomerania                                           | CUSIP: 000000000<br>LEI: 529900GS012UFPL73V94 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $353966.89    | 0.00%             | 2035-04-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    10960000 | PA      | $13214811.10  | 0.11%             | 2032-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     5680000 | PA      | $1390346.03   | 0.01%             | 2033-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bundesschatzanweisungen                                   | Bundesschatzanweisungen                                                          | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     5150000 | PA      | $6078050.53   | 0.05%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      600000 | PA      | $727810.80    | 0.01%             | 2036-04-29      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $701800.11    | 0.01%             | 2035-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                                    | CEZ AS                                                                           | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |      400000 | PA      | $481710.90    | 0.00%             | 2033-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                           | Japan Government Two Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1242050000 | PA      | $7990001.47   | 0.07%             | 2027-05-01      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2410000 | PA      | $2906632.84   | 0.03%             | 2035-10-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                       | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $237175.80    | 0.00%             | 2032-05-06      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| AGEAS                                                     | Ageas SA/NV                                                                      | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | DBT              | CORP              | BE        |      100000 | PA      | $122139.53    | 0.00%             | 2056-05-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $234404.37    | 0.00%             | 2035-05-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118668.82    | 0.00%             | 2030-05-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV                                  | Tesco Corporate Treasury Services PLC                                            | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $118806.47    | 0.00%             | 2032-05-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ICCREA BANCA SPA                                          | Iccrea Banca SpA                                                                 | CUSIP: 000000000<br>LEI: NNVPP80YIZGEY2314M97 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $353403.43    | 0.00%             | 2030-11-07      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ALLIANDER NV                                              | Alliander NV                                                                     | CUSIP: 000000000<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $291449.96    | 0.00%             | 2033-05-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLIANDER NV                                              | Alliander NV                                                                     | CUSIP: 000000000<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $233223.82    | 0.00%             | 2037-05-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1304888.18   | 0.01%             | 2030-05-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY VUITT                                  | LVMH Moet Hennessy Louis Vuitton SE                                              | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $474980.64    | 0.00%             | 2029-03-07      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $599974.94    | 0.01%             | 2036-05-06      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY VUITT                                  | LVMH Moet Hennessy Louis Vuitton SE                                              | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $829317.46    | 0.01%             | 2032-03-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      200000 | PA      | $239576.25    | 0.00%             | 2038-05-07      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      500000 | PA      | $598648.10    | 0.01%             | 2034-05-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1500000 | PA      | $426447.24    | 0.00%             | 2030-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AEROPORTI DI ROMA SPA                                     | Aeroporti di Roma SpA                                                            | CUSIP: 000000000<br>LEI: 8156007259ABDEA3F444 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $120135.12    | 0.00%             | 2032-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    12070000 | PA      | $3082062.80   | 0.03%             | 2035-04-30      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| FREISTAAT SACHSEN                                         | Free State of Saxony                                                             | CUSIP: 000000000<br>LEI: 5299000O7UMNSOGRRW53 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $350375.83    | 0.00%             | 2035-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     1440000 | PA      | $1693054.84   | 0.01%             | 2035-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBODEN                                    | Bayerische Landesbodenkreditanstalt                                              | CUSIP: 000000000<br>LEI: 5299005GH66DVCCLC652 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $352153.10    | 0.00%             | 2030-05-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      500000 | PA      | $587074.33    | 0.01%             | 2030-05-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      900000 | PA      | $1058965.05   | 0.01%             | 2030-05-07      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS NETWORK PLC                                  | Southern Gas Networks PLC                                                        | CUSIP: 000000000<br>LEI: 549300SPX8573VZ2SK79 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $138268.68    | 0.00%             | 2039-05-07      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CCF SFH SACA                                              | CCF SFH SACA                                                                     | CUSIP: 000000000<br>LEI: 969500HCJLWDO4YCYT40 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1294855.19   | 0.01%             | 2031-05-07      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FISERV FUNDING UNLTD CO                                   | Fiserv Funding ULC                                                               | CUSIP: 000000000<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |      550000 | PA      | $643033.55    | 0.01%             | 2032-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV FUNDING UNLTD CO                                   | Fiserv Funding ULC                                                               | CUSIP: 000000000<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |      850000 | PA      | $990524.93    | 0.01%             | 2036-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FISERV FUNDING UNLTD CO                                   | Fiserv Funding ULC                                                               | CUSIP: 000000000<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $237185.66    | 0.00%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TDC NET AS                                                | TDC Net A/S                                                                      | CUSIP: 000000000<br>LEI: 549300SH2G3R15Y3FX20 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $247957.61    | 0.00%             | 2032-08-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      100000 | PA      | $117030.98    | 0.00%             | 2033-05-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      500000 | PA      | $566592.01    | 0.00%             | 2045-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      800000 | PA      | $923157.58    | 0.01%             | 2037-05-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      200000 | PA      | $220889.74    | 0.00%             | 2054-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ETHIAS SA                                                 | Ethias SA                                                                        | CUSIP: 000000000<br>LEI: 549300WG3JO935L6QD56 | Long             | DBT              | CORP              | BE        |      100000 | PA      | $123746.74    | 0.00%             | 2035-05-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED                                          | ASB Bank Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |      100000 | PA      | $119049.02    | 0.00%             | 2030-05-08      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     1450000 | PA      | $1687382.33   | 0.01%             | 2040-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                               | Swedbank AB                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $356476.26    | 0.00%             | 2030-02-08      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                  | Visa Inc                                                                         | CUSIP: 000000000<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      850000 | PA      | $1001852.57   | 0.01%             | 2037-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $696964.08    | 0.01%             | 2045-05-07      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $355383.86    | 0.00%             | 2037-05-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                  | Visa Inc                                                                         | CUSIP: 000000000<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      200000 | PA      | $236493.88    | 0.00%             | 2033-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| WORLEY FIN SERV PTY LTD                                   | Worley Financial Services Pty Ltd                                                | CUSIP: 000000000<br>LEI: 549300XG4PYDO7ACB905 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $140419.32    | 0.00%             | 2032-05-13      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |     2000000 | PA      | $2351927.94   | 0.02%             | 2030-02-13      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HYPO VORARLBERG BANK AG                                   | Hypo Vorarlberg Bank AG                                                          | CUSIP: 000000000<br>LEI: NS54DT27LJMDYN1YFP35 | Long             | DBT              | CORP              | AT        |      500000 | PA      | $586251.55    | 0.01%             | 2032-05-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $589448.04    | 0.01%             | 2030-05-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JUNTA DE CASTILLA Y LEON                                  | Junta de Castilla y Leon                                                         | CUSIP: 000000000<br>LEI: 959800Y87BK35RUBP092 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $355201.10    | 0.00%             | 2032-04-30      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $362625.03    | 0.00%             | 2035-05-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1200000 | PA      | $1438461.37   | 0.01%             | 2030-05-13      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                             | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $118083.53    | 0.00%             | 2030-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $239418.27    | 0.00%             | 2030-05-13      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $723726.76    | 0.01%             | 2034-05-13      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $119739.77    | 0.00%             | 2030-05-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $120926.23    | 0.00%             | 2036-05-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $485023.77    | 0.00%             | 2036-05-13      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                             | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      100000 | PA      | $119172.92    | 0.00%             | 2038-05-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     1000000 | PA      | $1181266.43   | 0.01%             | 2030-05-14      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| IWG US FINANCE LLC                                        | IWG US Finance LLC                                                               | CUSIP: 000000000<br>LEI: 2138007YTG2ORNIGUJ66 | Long             | DBT              | CORP              | US        |      100000 | PA      | $121469.16    | 0.00%             | 2032-05-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ELLEVIO AB                                                | Ellevio AB                                                                       | CUSIP: 000000000<br>LEI: 635400VVAMAJWNK9IT79 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $236627.86    | 0.00%             | 2035-05-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $472434.83    | 0.00%             | 2035-05-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE                                      | Agence France Locale                                                             | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $351498.55    | 0.00%             | 2033-03-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $473264.18    | 0.00%             | 2032-05-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                                  | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $828240.93    | 0.01%             | 2029-05-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $605253.40    | 0.01%             | 2036-05-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| ACHMEA BANK NV                                            | Achmea Bank NV                                                                   | CUSIP: 000000000<br>LEI: 724500AH42V5X8BCPE49 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $353542.57    | 0.00%             | 2032-05-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UBS SWITZERLAND AG                                        | UBS Switzerland AG                                                               | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $592182.63    | 0.01%             | 2030-05-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                           | JAB Holdings BV                                                                  | CUSIP: 000000000<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $244314.90    | 0.00%             | 2035-05-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                     | Cellnex Finance Co SA                                                            | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $474658.17    | 0.00%             | 2032-05-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                  | Equinix Europe 2 Financing Corp LLC                                              | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |      200000 | PA      | $238822.12    | 0.00%             | 2034-05-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                  | Equinix Europe 2 Financing Corp LLC                                              | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |      200000 | PA      | $239027.16    | 0.00%             | 2029-05-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      100000 | PA      | $115312.06    | 0.00%             | 2045-05-19      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $619618.27    | 0.01%             | 2030-11-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| INVESTITIONSBANK BERLIN                                   | Investitionsbank Berlin                                                          | CUSIP: 000000000<br>LEI: 529900OBCZMX3TFA0673 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $354066.46    | 0.00%             | 2030-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $470415.84    | 0.00%             | 2035-05-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      100000 | PA      | $118249.69    | 0.00%             | 2038-05-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $593379.11    | 0.01%             | 2029-05-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $250975.91    | 0.00%             | 2033-11-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| WUESTENROT BAUSPARKASSE                                   | Wuestenrot Bausparkasse AG                                                       | CUSIP: 000000000<br>LEI: 529900S1KHKOEQL5CK20 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $596693.98    | 0.01%             | 2030-05-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |     2150000 | PA      | $1452121.54   | 0.01%             | 2035-10-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1100000 | PA      | $1304436.70   | 0.01%             | 2030-10-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co                                                              | CUSIP: 000000000<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      100000 | PA      | $119643.22    | 0.00%             | 2032-05-20      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     2100000 | PA      | $2489616.07   | 0.02%             | 2028-09-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     3700000 | PA      | $4341570.74   | 0.04%             | 2045-10-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VSEOBECNA UVEROVA BANKA                                   | Vseobecna Uverova Banka AS                                                       | CUSIP: 000000000<br>LEI: 549300JB1P61FUTPEZ75 | Long             | DBT              | CORP              | SK        |      300000 | PA      | $353804.56    | 0.00%             | 2032-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $558122.24    | 0.00%             | 2031-10-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $607078.03    | 0.01%             | 2036-05-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      700000 | PA      | $826720.17    | 0.01%             | 2035-05-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SPARKASSE HANNOVER                                        | Sparkasse Hannover                                                               | CUSIP: 000000000<br>LEI: 52990085XZWOZNLAWJ54 | Long             | DBT              | CORP              | DE        |      250000 | PA      | $294033.59    | 0.00%             | 2032-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JUNTA DE ANDALUCIA                                        | Junta de Andalucia                                                               | CUSIP: 000000000<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | NUSS              | ES        |      200000 | PA      | $238933.93    | 0.00%             | 2033-10-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      950000 | PA      | $1128125.41   | 0.01%             | 2028-05-20      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $120393.29    | 0.00%             | 2034-11-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |     1000000 | PA      | $1374419.05   | 0.01%             | 2027-10-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| QBE INSURANCE GROUP LTD                                   | QBE Insurance Group Ltd                                                          | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $139360.93    | 0.00%             | 2036-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NORFINA LTD                                               | Norfina Ltd                                                                      | CUSIP: 000000000<br>LEI: JEBU6C6ITPD2YZ9N7F22 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $205333.33    | 0.00%             | 2030-05-21      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SBAB BANK AB                                              | SBAB Bank AB                                                                     | CUSIP: 000000000<br>LEI: H0YX5LBGKDVOWCXBZ594 | Long             | DBT              | CORP              | SE        |      600000 | PA      | $715570.47    | 0.01%             | 2031-05-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1990000 | PA      | $2361001.81   | 0.02%             | 2028-08-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EUROFIMA                                                  | Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial   | CUSIP: 000000000<br>LEI: 4S66HJ5RNB5ZWG9YW219 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $455695.90    | 0.00%             | 2040-05-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2480000 | PA      | $2940953.55   | 0.03%             | 2030-10-22      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $1170790.79   | 0.01%             | 2037-05-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      700000 | PA      | $828374.16    | 0.01%             | 2030-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANCA POPOLARE SONDRIO                                    | Banca Popolare di Sondrio SPA                                                    | CUSIP: 000000000<br>LEI: J48C8PCSJVUBR8KCW529 | Long             | DBT              | CORP              | IT        |      250000 | PA      | $296601.33    | 0.00%             | 2030-05-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      400000 | PA      | $479867.86    | 0.00%             | 2032-05-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DVI DT VERMOEGENS IMMVWL                                  | DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH                            | CUSIP: 000000000<br>LEI: 529900MFTCNJE8PQM633 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $245468.04    | 0.00%             | 2030-08-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PFIZER NETHERLANDS INTL                                   | Pfizer Netherlands International Finance BV                                      | CUSIP: 000000000<br>LEI: 254900YI79T8NMNA4349 | Long             | DBT              | CORP              | NL        |     1100000 | PA      | $1312357.22   | 0.01%             | 2029-05-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LATVIA                                        | Latvia Government International Bond                                             | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      675000 | PA      | $799564.79    | 0.01%             | 2030-05-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PFIZER NETHERLANDS INTL                                   | Pfizer Netherlands International Finance BV                                      | CUSIP: 000000000<br>LEI: 254900YI79T8NMNA4349 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $118943.83    | 0.00%             | 2045-05-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PFIZER NETHERLANDS INTL                                   | Pfizer Netherlands International Finance BV                                      | CUSIP: 000000000<br>LEI: 254900YI79T8NMNA4349 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $968271.78    | 0.01%             | 2037-05-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEXI SPA                                                  | Nexi SpA                                                                         | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $239704.08    | 0.00%             | 2031-05-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRANSDEV GROUP SA                                         | Transdev Group SA                                                                | CUSIP: 000000000<br>LEI: 969500LMWJBG5RHVJV88 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $359910.55    | 0.00%             | 2032-05-21      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    24570000 | PA      | $1189996.53   | 0.01%             | 2034-10-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $945866.52    | 0.01%             | 2030-11-22      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $709681.98    | 0.01%             | 2033-05-22      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |     2000000 | PA      | $2364807.33   | 0.02%             | 2030-05-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RESA SA BELGIUM                                           | Resa SA/Belgium                                                                  | CUSIP: 000000000<br>LEI: 549300Y2TNSX5TN57R56 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $238930.55    | 0.00%             | 2031-05-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                    | Koninklijke Philips NV                                                           | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $242055.15    | 0.00%             | 2035-05-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ICADE                                                     | ICADE                                                                            | CUSIP: 000000000<br>LEI: 969500UDH342QLTE1M42 | Long             | DBT              |  | FR        |      100000 | PA      | $117798.40    | 0.00%             | 2035-05-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MUTUELLE ASSUR TRAV                                       | Mutuelle Assurance Travailleur Mutualiste SAM                                    | CUSIP: 000000000<br>LEI: 969500TGV20DWSIW1W82 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $246260.22    | 0.00%             | 2036-02-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                             | Eurogrid GmbH                                                                    | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $358566.22    | 0.00%             | 2037-05-28      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| EIKA BOLIGKREDITT AS                                      | Eika Boligkreditt AS                                                             | CUSIP: 000000000<br>LEI: 549300T7MMTBQXCJOQ79 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $235827.12    | 0.00%             | 2032-05-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     3000000 | PA      | $3542483.90   | 0.03%             | 2032-09-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $117243.33    | 0.00%             | 2045-05-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $240028.98    | 0.00%             | 2036-05-27      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                   | APRR SA                                                                          | CUSIP: 000000000<br>LEI: 9695002SV2VP9CU42826 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $235840.23    | 0.00%             | 2031-01-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                     | Unilever Capital Corp                                                            | CUSIP: 000000000<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |      200000 | PA      | $235416.74    | 0.00%             | 2035-05-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                     | Unilever Capital Corp                                                            | CUSIP: 000000000<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |      200000 | PA      | $236701.63    | 0.00%             | 2030-05-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SHURGARD LUXEMBOURG                                       | Shurgard Luxembourg Sarl                                                         | CUSIP: 000000000<br>LEI: 54930064DJ4U15OBV665 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $117756.99    | 0.00%             | 2035-05-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $713399.14    | 0.01%             | 2029-05-27      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $118774.79    | 0.00%             | 2033-05-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CAISSE NAT REASSURANCE                                    | Caisse Nationale de Reassurance Mutuelle Agricole Groupama                       | CUSIP: 000000000<br>LEI: 969500P4HYOPYINEPE06 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $242194.32    | 0.00%             | 2035-05-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $352703.94    | 0.00%             | 2034-05-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1850000 | PA      | $2573568.70   | 0.02%             | 2056-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VILLE DE PARIS                                            | Ville de Paris                                                                   | CUSIP: 000000000<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $230573.42    | 0.00%             | 2040-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $236423.75    | 0.00%             | 2032-05-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                       | Nomura Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      125000 | PA      | $150344.30    | 0.00%             | 2030-05-28      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      375000 | PA      | $448137.86    | 0.00%             | 2033-05-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ICELAND                                       | Iceland Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |      600000 | PA      | $706986.25    | 0.01%             | 2030-05-27      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| INSTITUT CREDITO OFICIAL                                  | Instituto de Credito Oficial                                                     | CUSIP: 000000000<br>LEI: PJQDPSI1D8J2Q1IM3G17 | Long             | DBT              | NUSS              | ES        |      500000 | PA      | $592376.42    | 0.01%             | 2032-04-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $474571.88    | 0.00%             | 2032-05-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      700000 | PA      | $828626.11    | 0.01%             | 2030-05-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 000000000<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $583904.61    | 0.01%             | 2040-05-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118729.73    | 0.00%             | 2035-05-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC                                                 | Aviva PLC                                                                        | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |      125000 | PA      | $153002.66    | 0.00%             | 2056-08-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK INTL                                        | Daimler Truck International Finance BV                                           | CUSIP: 000000000<br>LEI: 724500G15MVL6UCWXF95 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $357296.05    | 0.00%             | 2029-11-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARKEMA                                                    | Arkema SA                                                                        | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $119282.29    | 0.00%             | 2030-05-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KERING                                                    | Kering SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $357904.20    | 0.00%             | 2029-11-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NL                                   | Novo Nordisk Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |      375000 | PA      | $443902.28    | 0.00%             | 2028-05-27      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NL                                   | Novo Nordisk Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |      425000 | PA      | $502187.94    | 0.00%             | 2033-05-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NL                                   | Novo Nordisk Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |      175000 | PA      | $208019.08    | 0.00%             | 2030-08-27      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NL                                   | Novo Nordisk Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |      450000 | PA      | $530198.19    | 0.00%             | 2037-05-27      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                              | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      500000 | PA      | $599440.19    | 0.01%             | 2032-05-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 000000000<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $354808.94    | 0.00%             | 2030-05-29      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                | NBN Co Ltd                                                                       | CUSIP: 000000000<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |      550000 | PA      | $657908.37    | 0.01%             | 2032-11-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     1000000 | PA      | $1200210.06   | 0.01%             | 2032-05-28      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      100000 | PA      | $118355.29    | 0.00%             | 2035-05-28      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ROBERT BOSCH FINANCE                                      | Robert Bosch Finance LLC                                                         | CUSIP: 000000000<br>LEI: 549300VQST07EL5DYC58 | Long             | DBT              | CORP              | US        |      200000 | PA      | $237735.44    | 0.00%             | 2028-05-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ROBERT BOSCH FINANCE                                      | Robert Bosch Finance LLC                                                         | CUSIP: 000000000<br>LEI: 549300VQST07EL5DYC58 | Long             | DBT              | CORP              | US        |      500000 | PA      | $595479.52    | 0.01%             | 2031-05-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CESKE DRAHY                                               | Ceske Drahy AS                                                                   | CUSIP: 000000000<br>LEI: 31570010000000034336 | Long             | DBT              | CORP              | CZ        |      200000 | PA      | $243043.88    | 0.00%             | 2030-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI S                                  | Banca Monte dei Paschi di Siena SpA                                              | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $240834.71    | 0.00%             | 2031-05-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| METSO OYJ                                                 | Metso Oyj                                                                        | CUSIP: 000000000<br>LEI: 549300R0VN9C371W0E07 | Long             | DBT              | CORP              | FI        |      125000 | PA      | $149931.20    | 0.00%             | 2032-05-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROBERT BOSCH FINANCE                                      | Robert Bosch Finance LLC                                                         | CUSIP: 000000000<br>LEI: 549300VQST07EL5DYC58 | Long             | DBT              | CORP              | US        |      300000 | PA      | $360051.86    | 0.00%             | 2034-05-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN DEVELOPMENT BA                                  | MFB Magyar Fejlesztesi Bank Zrt                                                  | CUSIP: 000000000<br>LEI: 549300KCFVCFTUJZYT59 | Long             | DBT              | NUSS              | HU        |      200000 | PA      | $242583.68    | 0.00%             | 2030-06-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ROBERT BOSCH INVESTMENT                                   | Robert Bosch Investment Nederland BV                                             | CUSIP: 000000000<br>LEI: 72450009QLIV38GTKN14 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $358456.78    | 0.00%             | 2037-05-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                        | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |      900000 | PA      | $1079229.19   | 0.01%             | 2030-05-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SYENSQO SA                                                | Syensqo SA                                                                       | CUSIP: 000000000<br>LEI: 549300060XNJ90PLNS10 | Long             | DBT              | CORP              | BE        |      500000 | PA      | $596920.82    | 0.01%             | 2031-05-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SYENSQO SA                                                | Syensqo SA                                                                       | CUSIP: 000000000<br>LEI: 549300060XNJ90PLNS10 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $238557.41    | 0.00%             | 2035-05-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                        | Macquarie Bank Ltd                                                               | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $141409.30    | 0.00%             | 2040-05-29      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                  | African Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $354750.29    | 0.00%             | 2030-05-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $941214.43    | 0.01%             | 2035-06-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| H LUNDBECK A/S                                            | H Lundbeck A/S                                                                   | CUSIP: 000000000<br>LEI: 5493006R4KC2OI5D3470 | Long             | DBT              | CORP              | DK        |      625000 | PA      | $747814.17    | 0.01%             | 2029-06-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GRENKE FINANCE PLC                                        | Grenke Finance PLC                                                               | CUSIP: 000000000<br>LEI: 635400ILKD2MBMANBG03 | Long             | DBT              | CORP              | IE        |      325000 | PA      | $408474.87    | 0.00%             | 2030-04-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEUT PFANDBRIEFBANK AG                                    | Deutsche Pfandbriefbank AG                                                       | CUSIP: 000000000<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | DBT              | CORP              | DE        |      550000 | PA      | $650329.11    | 0.01%             | 2029-05-30      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SIX FINANCE LUXEMBOURG                                    | SIX Finance Luxembourg SA                                                        | CUSIP: 000000000<br>LEI: 529900VBB5T4TR8NJ082 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $119461.66    | 0.00%             | 2030-05-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                      | Flutter Treasury DAC                                                             | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $278267.71    | 0.00%             | 2031-06-04      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                      | Flutter Treasury DAC                                                             | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      500000 | PA      | $591237.20    | 0.01%             | 2031-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONTACT ENERGY LTD                                        | Contact Energy Ltd                                                               | CUSIP: 000000000<br>LEI: 549300FT5JOXS1PZ1I32 | Long             | DBT              | CORP              | NZ        |      300000 | PA      | $207982.05    | 0.00%             | 2031-12-03      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| DERWENT LONDON PLC                                        | Derwent London PLC                                                               | CUSIP: 000000000<br>LEI: 213800BXKQ9KZNUR1M61 | Long             | DBT              |  | GB        |      200000 | PA      | $277418.58    | 0.00%             | 2032-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GAIF BOND ISSUER P/L                                      | GAIF Bond Issuer Pty Ltd                                                         | CUSIP: 000000000<br>LEI: 2138007UNQRHCRSBNZ86 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $137538.83    | 0.00%             | 2030-06-03      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     1000000 | PA      | $691680.51    | 0.01%             | 2040-06-04      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                           | Piraeus Bank SA                                                                  | CUSIP: 000000000<br>LEI: 213800OYHR1MPQ5VJL60 | Long             | DBT              | CORP              | GR        |      225000 | PA      | $267604.04    | 0.00%             | 2028-12-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $232770.90    | 0.00%             | 2035-06-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MERCIALYS SA                                              | Mercialys SA                                                                     | CUSIP: 000000000<br>LEI: 969500081CGAXB7YS433 | Long             | DBT              |  | FR        |      200000 | PA      | $240212.79    | 0.00%             | 2032-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                              | Amprion GmbH                                                                     | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $831578.49    | 0.01%             | 2029-12-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                             | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      375000 | PA      | $447709.36    | 0.00%             | 2030-06-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC                                     | Coca-Cola Europacific Partners PLC                                               | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |      375000 | PA      | $445064.82    | 0.00%             | 2031-06-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                              | Amprion GmbH                                                                     | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $356229.77    | 0.00%             | 2036-06-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $487405.57    | 0.00%             | 2055-07-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NA INC                                      | National Grid North America Inc                                                  | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |      550000 | PA      | $657205.59    | 0.01%             | 2035-06-03      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      600000 | PA      | $706363.45    | 0.01%             | 2030-06-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   626900000 | PA      | $3560650.06   | 0.03%             | 2065-03-20      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     2140000 | PA      | $1447197.19   | 0.01%             | 2035-06-04      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                          | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $353548.00    | 0.00%             | 2035-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA & NZ BANK                                       | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      550000 | PA      | $650815.31    | 0.01%             | 2029-06-04      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                      | Glencore Capital Finance DAC                                                     | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $241542.14    | 0.00%             | 2032-02-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                                  | Ontario Teachers' Finance Trust                                                  | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $592373.70    | 0.01%             | 2031-12-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ INT FINCE                                   | Mercedes-Benz International Finance BV                                           | CUSIP: 000000000<br>LEI: 529900RUGCXMPEENHQ31 | Long             | DBT              | CORP              | NL        |      875000 | PA      | $1039471.61   | 0.01%             | 2031-09-05      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $238213.41    | 0.00%             | 2029-06-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ INT FINCE                                   | Mercedes-Benz International Finance BV                                           | CUSIP: 000000000<br>LEI: 529900RUGCXMPEENHQ31 | Long             | DBT              | CORP              | NL        |      975000 | PA      | $1156178.88   | 0.01%             | 2028-09-05      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      100000 | PA      | $140139.38    | 0.00%             | 2031-10-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                          | Deutsche Post AG                                                                 | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $237884.38    | 0.00%             | 2032-06-05      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BANK POLSKA KASA OPIEKI                                   | Bank Polska Kasa Opieki SA                                                       | CUSIP: 000000000<br>LEI: 5493000LKS7B3UTF7H35 | Long             | DBT              | CORP              | PL        |      100000 | PA      | $119768.55    | 0.00%             | 2031-06-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     9695000 | PA      | $11480561.13  | 0.10%             | 2035-10-31      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $139766.38    | 0.00%             | 2031-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SR-BOLIGKREDITT AS                                        | SR-Boligkreditt AS                                                               | CUSIP: 000000000<br>LEI: 5493005EFLOPQ4K0ZF42 | Long             | DBT              | CORP              | NO        |     1000000 | PA      | $1177758.82   | 0.01%             | 2030-06-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      300000 | PA      | $356887.12    | 0.00%             | 2035-06-08      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| STATNETT SF                                               | Statnett SF                                                                      | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHAI017 | Long             | DBT              | CORP              | NO        |      100000 | PA      | $117337.73    | 0.00%             | 2037-06-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE PUBLIC S                                  | Credit Agricole Public Sector SCF SA                                             | CUSIP: 000000000<br>LEI: 969500CN2FOU71HFHW51 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $942621.86    | 0.01%             | 2030-12-11      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $596494.51    | 0.01%             | 2034-06-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $357674.89    | 0.00%             | 2030-06-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $237544.81    | 0.00%             | 2031-06-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      400000 | PA      | $478912.52    | 0.00%             | 2036-06-10      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $276377.75    | 0.00%             | 2035-09-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $141163.30    | 0.00%             | 2040-06-12      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| DNB BOLIGKREDITT AS                                       | DNB Boligkreditt AS                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |      500000 | PA      | $587122.49    | 0.01%             | 2030-06-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA DI CRED FIN                                    | Mediobanca Banca di Credito Finanziario SpA                                      | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | DBT              | CORP              | IT        |      500000 | PA      | $589853.05    | 0.01%             | 2030-08-05      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      700000 | PA      | $806820.47    | 0.01%             | 2045-06-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |      400000 | PA      | $467389.69    | 0.00%             | 2032-06-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                  | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |      200000 | PA      | $236344.77    | 0.00%             | 2030-07-30      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                  | CUSIP: 000000000<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      200000 | PA      | $235970.29    | 0.00%             | 2032-06-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IFFIM                                                     | International Finance Facility for Immunisation Co                               | CUSIP: 000000000<br>LEI: 549300ILK2NRULX3HX87 | Long             | DBT              | NUSS              | GB        |      200000 | PA      | $275766.80    | 0.00%             | 2028-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE KREDITBANK AG                                    | Deutsche Kreditbank AG                                                           | CUSIP: 000000000<br>LEI: 529900K16YGKC8BES892 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $564506.00    | 0.00%             | 2045-06-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POST HOME LOAN                                  | La Banque Postale Home Loan SFH SA                                               | CUSIP: 000000000<br>LEI: 969500D5PFMTWUYSUF61 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $586460.59    | 0.01%             | 2032-06-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WERFEN SA/SPAIN                                           | Werfen SA/Spain                                                                  | CUSIP: 000000000<br>LEI: 9598003BHZ02SG7LKD16 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $237938.61    | 0.00%             | 2032-02-12      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ESSILORLUXOTTICA                                          | EssilorLuxottica SA                                                              | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $353533.35    | 0.00%             | 2030-01-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      425000 | PA      | $509716.18    | 0.00%             | 2031-06-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WESFARMERS LTD                                            | Wesfarmers Ltd                                                                   | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $236825.82    | 0.00%             | 2032-06-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| HONG KONG                                                 | Hong Kong Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |      500000 | PA      | $600935.99    | 0.01%             | 2033-06-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      325000 | PA      | $390462.05    | 0.00%             | 2035-06-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                                   | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $352368.49    | 0.00%             | 2033-06-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LONDON POWER NETWORKS                                     | London Power Networks PLC                                                        | CUSIP: 000000000<br>LEI: 213800JDI3GTKPG4XI38 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $236457.73    | 0.00%             | 2037-06-11      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| BLEND FUNDING PLC                                         | Blend Funding PLC                                                                | CUSIP: 000000000<br>LEI: 213800Y8TMLUT9SN1E94 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $139778.00    | 0.00%             | 2032-06-11      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                                  | MassMutual Global Funding II                                                     | CUSIP: 000000000<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |      300000 | PA      | $352817.15    | 0.00%             | 2032-06-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TP ICAP FINANCE PLC                                       | TP ICAP Finance PLC                                                              | CUSIP: 000000000<br>LEI: 5493009UWRK48KKUD358 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $140548.94    | 0.00%             | 2032-06-12      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PUBLICIS GROUPE SA                                        | Publicis Groupe SA                                                               | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118355.56    | 0.00%             | 2032-06-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                                         | CDP Financial Inc                                                                | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $135483.34    | 0.00%             | 2030-06-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA PACIFIC AIRPOR                                  | Australia Pacific Airports Melbourne Pty Ltd                                     | CUSIP: 000000000<br>LEI: 549300AO4NFQPL3JBB37 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $278479.30    | 0.00%             | 2055-06-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    11180000 | PA      | $3574083.42   | 0.03%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                                   | Sweden Government Bonds                                                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     8000000 | PA      | $872392.92    | 0.01%             | 2036-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $713325.39    | 0.01%             | 2029-06-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                                  | Caisse de Refinancement de l'Habitat SA                                          | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $591149.92    | 0.01%             | 2030-06-20      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BANK OF QUEENSLAND LTD                                    | Bank of Queensland Ltd                                                           | CUSIP: 000000000<br>LEI: 549300WFIN7T02UKDG08 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $117940.53    | 0.00%             | 2030-06-18      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| NORSK HYDRO ASA                                           | Norsk Hydro ASA                                                                  | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | DBT              | CORP              | NO        |      100000 | PA      | $120250.65    | 0.00%             | 2033-06-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $584604.99    | 0.01%             | 2035-06-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                                  | Cassa Depositi e Prestiti SpA                                                    | CUSIP: 000000000<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |      200000 | PA      | $236484.67    | 0.00%             | 2033-06-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $118487.04    | 0.00%             | 2029-06-18      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |     1471000 | PA      | $1738121.68   | 0.02%             | 2028-11-17      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      700000 | PA      | $963626.91    | 0.01%             | 2032-08-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $233786.42    | 0.00%             | 2037-06-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $354604.08    | 0.00%             | 2032-06-17      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                  | Export-Import Bank of Korea                                                      | CUSIP: 000000000<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |      300000 | PA      | $356526.67    | 0.00%             | 2028-06-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO                                  | Korea Housing Finance Corp                                                       | CUSIP: 000000000<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |      200000 | PA      | $136139.07    | 0.00%             | 2030-06-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $172148.11    | 0.00%             | 2031-06-18      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                              | CUSIP: 000000000<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      500000 | PA      | $348599.58    | 0.00%             | 2055-06-17      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                                    | Emirates NBD Bank PJSC                                                           | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |     2120000 | PA      | $1484548.86   | 0.01%             | 2035-06-18      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| URENCO FINANCE NV                                         | Urenco Finance NV                                                                | CUSIP: 000000000<br>LEI: 549300424FNJMWD3CO80 | Long             | DBT              | CORP              | NL        |      350000 | PA      | $411559.39    | 0.00%             | 2035-06-18      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     2450000 | PA      | $2880711.45   | 0.02%             | 2035-06-18      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                        | Pacific Life Global Funding II                                                   | CUSIP: 000000000<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |      200000 | PA      | $236290.01    | 0.00%             | 2031-06-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |     1100000 | PA      | $1295274.62   | 0.01%             | 2030-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ABP FINANCE PLC                                           | ABP Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 549300MJIRPTCHAYW359 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $277932.16    | 0.00%             | 2037-06-19      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI S                                  | Banca Monte dei Paschi di Siena SpA                                              | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $236201.16    | 0.00%             | 2031-01-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ELM BV FOR JULIUS BAER                                    | ELM BV for Julius Baer Group Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      300000 | PA      | $357722.17    | 0.00%             | 2030-06-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE EUROSHOP                                         | Deutsche EuroShop AG                                                             | CUSIP: 000000000<br>LEI: 529900Y9QTEFHFEKQ736 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $120668.89    | 0.00%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| XUNTA DE GALICIA                                          | Xunta de Galicia                                                                 | CUSIP: 000000000<br>LEI: 9598006NADCDHBCA0B85 | Long             | DBT              | NUSS              | ES        |     1000000 | PA      | $1184519.83   | 0.01%             | 2032-04-30      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                               | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      175000 | PA      | $208473.48    | 0.00%             | 2031-06-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                  | Generali                                                                         | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |      275000 | PA      | $328235.44    | 0.00%             | 2036-06-18      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                           | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $479864.00    | 0.00%             | 2055-06-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                             | Amphenol Corp                                                                    | CUSIP: 000000000<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      200000 | PA      | $236618.59    | 0.00%             | 2032-06-16      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                           | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $120764.14    | 0.00%             | 2055-06-18      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                               | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      325000 | PA      | $383431.34    | 0.00%             | 2035-06-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOTHAER ALLG VERSICHERUN                                  | Gothaer Allgemeine Versicherung AG                                               | CUSIP: 000000000<br>LEI: 5299003C59ODEKQIR849 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $123953.09    | 0.00%             | 2045-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                   | GA Global Funding Trust                                                          | CUSIP: 000000000<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |      550000 | PA      | $646523.07    | 0.01%             | 2032-06-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $119132.11    | 0.00%             | 2036-01-19      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| EQUITABLE BANK                                            | Equitable Bank                                                                   | CUSIP: 000000000<br>LEI: 5493004QI4QQE17ETY06 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $589852.58    | 0.01%             | 2028-09-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $117578.76    | 0.00%             | 2032-03-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                      | Volkswagen Bank GmbH                                                             | CUSIP: 000000000<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $358816.10    | 0.00%             | 2031-06-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                         | Council Of Europe Development Bank                                               | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $462488.95    | 0.00%             | 2035-06-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                   | SSE PLC                                                                          | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $240813.26    | 0.00%             | 2033-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MALAKOFF HUMANIS PREV                                     | Malakoff Humanis Prevoyance                                                      | CUSIP: 000000000<br>LEI: 969500UDOCU0ZBDSQN62 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $245052.67    | 0.00%             | 2035-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    72000000 | PA      | $3883783.82   | 0.03%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $588748.42    | 0.01%             | 2035-06-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DANSKE KIINNITYSLUOTTOPA                                  | Danske Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437003G88EHT2TMK409 | Long             | DBT              | CORP              | FI        |      350000 | PA      | $414712.93    | 0.00%             | 2029-09-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LANDSBANKINN HF                                           | Landsbankinn HF                                                                  | CUSIP: 000000000<br>LEI: 549300TLZPT6JELDWM92 | Long             | DBT              | CORP              | IS        |      200000 | PA      | $238033.04    | 0.00%             | 2030-06-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                 | Sanofi SA                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118498.38    | 0.00%             | 2029-06-23      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                 | Sanofi SA                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $237939.16    | 0.00%             | 2032-06-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAIXA ECO MONTEPIO GERAL                                  | Caixa Economica Montepio Geral Caixa Economica Bancaria SA                       | CUSIP: 000000000<br>LEI: 2138004FIUXU3B2MR537 | Long             | DBT              | CORP              | PT        |      100000 | PA      | $119682.12    | 0.00%             | 2029-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALTRAD INVESTMENT AUTHOR                                  | Altrad Investment Authority SAS                                                  | CUSIP: 000000000<br>LEI: 969500ZVXDEW43J4LH50 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $485507.13    | 0.00%             | 2032-06-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| ALTRAD INVESTMENT AUTHOR                                  | Altrad Investment Authority SAS                                                  | CUSIP: 000000000<br>LEI: 969500ZVXDEW43J4LH50 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $119963.23    | 0.00%             | 2029-06-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                    | Digital Dutch Finco BV                                                           | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |      300000 | PA      | $352062.25    | 0.00%             | 2034-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PKO BANK HIPOTECZNY                                       | PKO Bank Hipoteczny SA                                                           | CUSIP: 000000000<br>LEI: 259400ALN6AM4REPEA16 | Long             | DBT              | CORP              | PL        |      400000 | PA      | $471224.39    | 0.00%             | 2029-06-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                              | Carrefour SA                                                                     | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $954218.43    | 0.01%             | 2033-05-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUPERNOVA INVEST GMBH                                     | Supernova Invest GmbH                                                            | CUSIP: 000000000<br>LEI: 5299008Z5M2L56PLUX74 | Long             | DBT              | CORP              | AT        |      100000 | PA      | $122604.69    | 0.00%             | 2030-06-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FERROVIE DELLO STATO                                      | Ferrovie dello Stato Italiane SpA                                                | CUSIP: 000000000<br>LEI: 549300J4SXC5ALCJM731 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $118828.90    | 0.00%             | 2032-06-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WUESTENROT BAUSPARKASSE                                   | Wuestenrot Bausparkasse AG                                                       | CUSIP: 000000000<br>LEI: 529900S1KHKOEQL5CK20 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $942001.55    | 0.01%             | 2032-06-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                                  | South Australian Government Financing Authority                                  | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |      700000 | PA      | $473907.60    | 0.00%             | 2033-05-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ACHMEA BANK NV                                            | Achmea Bank NV                                                                   | CUSIP: 000000000<br>LEI: 724500AH42V5X8BCPE49 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $824508.60    | 0.01%             | 2030-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $352613.93    | 0.00%             | 2035-06-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT HAMBURG                                  | Free and Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |      700000 | PA      | $814661.53    | 0.01%             | 2035-06-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                          | CUSIP: 000000000<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      200000 | PA      | $239856.90    | 0.00%             | 2031-06-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC PROPERTY INVEST A                                  | Public Property Invest AS                                                        | CUSIP: 000000000<br>LEI: 254900QSCB9T0W2KE886 | Long             | DBT              | CORP              | NO        |      100000 | PA      | $119800.96    | 0.00%             | 2032-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $353824.21    | 0.00%             | 2035-06-25      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| WOLTERS KLUWER NV                                         | Wolters Kluwer NV                                                                | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $237266.48    | 0.00%             | 2030-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $240795.64    | 0.00%             | 2037-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                    | OMV AG                                                                           | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | DBT              | CORP              | AT        |      500000 | PA      | $600902.00    | 0.01%             | 2030-10-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $706315.52    | 0.01%             | 2035-05-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNICAJA BANCO SA                                          | Unicaja Banco SA                                                                 | CUSIP: 000000000<br>LEI: 5493007SJLLCTM6J6M37 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $240201.19    | 0.00%             | 2031-06-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DBS BANK LTD LONDON                                       | DBS Bank Ltd/London                                                              | CUSIP: 000000000<br>LEI: ATUEL7OJR5057F2PV266 | Long             | DBT              | CORP              | SG        |     1050000 | PA      | $1241516.12   | 0.01%             | 2029-01-03      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                  | Snam SpA                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $354613.98    | 0.00%             | 2032-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      704592 | PA      | $841338.47    | 0.01%             | 2035-07-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ARKEA PUBLIC SECTOR SCF                                   | Arkea Public Sector SCF SA                                                       | CUSIP: 000000000<br>LEI: 9695002BGH4R9KJFC936 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $588697.99    | 0.01%             | 2035-07-02      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| BAZALGETTE FINANCE PLC                                    | Bazalgette Finance Plc                                                           | CUSIP: 000000000<br>LEI: 213800ZGSE4AQTG77U19 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $138402.59    | 0.00%             | 2033-07-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      700000 | PA      | $832856.87    | 0.01%             | 2035-07-03      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WESTPAC SEC NZ/LONDON                                     | Westpac Securities NZ Ltd/London                                                 | CUSIP: 000000000<br>LEI: 549300W0N3O6Q4RCKE25 | Long             | DBT              | CORP              | NZ        |      300000 | PA      | $354426.65    | 0.00%             | 2030-07-02      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| EPH FIN INTERNATIONAL AS                                  | EPH Financing International AS                                                   | CUSIP: 000000000<br>LEI: 3157003E5A4ZV0JCSM65 | Long             | DBT              | CORP              | CZ        |      100000 | PA      | $121129.57    | 0.00%             | 2032-07-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                  | ORLEN SA                                                                         | CUSIP: 000000000<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |      300000 | PA      | $356935.39    | 0.00%             | 2032-07-02      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $306599.72    | 0.00%             | 2028-10-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1260000 | PA      | $1006404.43   | 0.01%             | 2040-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                     | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |     1500000 | PA      | $1759709.08   | 0.02%             | 2030-07-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                         | Korea International Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |      200000 | PA      | $237611.15    | 0.00%             | 2032-07-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REWE INT FINANCE                                          | REWE International Finance BV                                                    | CUSIP: 000000000<br>LEI: 5299003XLG8J4YTHLX44 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $118759.83    | 0.00%             | 2032-07-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA VELOCIDAD                                       | Adif Alta Velocidad                                                              | CUSIP: 000000000<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |      200000 | PA      | $236544.02    | 0.00%             | 2032-10-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                         | Korea International Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |      600000 | PA      | $709120.85    | 0.01%             | 2028-07-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      400000 | PA      | $476278.19    | 0.00%             | 2037-07-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                                  | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $474506.12    | 0.00%             | 2030-07-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $276570.48    | 0.00%             | 2050-07-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VODAFONE INTERNAT FINANC                                  | Vodafone International Financing DAC                                             | CUSIP: 000000000<br>LEI: 2138004BCYGT82KFW603 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $235823.43    | 0.00%             | 2033-07-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VODAFONE INTERNAT FINANC                                  | Vodafone International Financing DAC                                             | CUSIP: 000000000<br>LEI: 2138004BCYGT82KFW603 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $117033.67    | 0.00%             | 2038-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1500000 | PA      | $1777397.25   | 0.02%             | 2032-07-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1803150000 | PA      | $10992197.09  | 0.10%             | 2035-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |     1700000 | PA      | $1956016.42   | 0.02%             | 2040-06-22      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| CRELAN HOME LOAN SCF                                      | Crelan Home Loan SCF                                                             | CUSIP: 000000000<br>LEI: CVRWQDHDBEPUUVU2FD09 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $586481.56    | 0.01%             | 2030-07-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                  | Export-Import Bank of Korea                                                      | CUSIP: 000000000<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |      100000 | PA      | $136958.55    | 0.00%             | 2028-10-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $470386.09    | 0.00%             | 2032-07-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                                   | RTE Reseau de Transport d'Electricite SADIR                                      | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $226748.56    | 0.00%             | 2045-07-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     8370000 | PA      | $9753785.27   | 0.08%             | 2035-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $355856.20    | 0.00%             | 2032-01-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $591970.29    | 0.01%             | 2028-07-11      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BRIGHT FOOD SINGAPORE                                     | Bright Food Singapore Holdings Pte Ltd                                           | CUSIP: 000000000<br>LEI: 300300512OD32371Y830 | Long             | DBT              | CORP              | SG        |      200000 | PA      | $237604.20    | 0.00%             | 2030-07-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   858800000 | PA      | $4763360.11   | 0.04%             | 2055-06-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $234991.54    | 0.00%             | 2030-07-10      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                  | Inter-American Investment Corp                                                   | CUSIP: 000000000<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |      700000 | PA      | $820174.15    | 0.01%             | 2032-07-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                    | Logicor Financing Sarl                                                           | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $236952.48    | 0.00%             | 2032-07-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TDF INFRASTRUCTURE SAS                                    | TDF Infrastructure SASU                                                          | CUSIP: 000000000<br>LEI: 969500BWNQ1B0PI06I59 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $119280.03    | 0.00%             | 2030-12-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TOYOTA FINANCE AUSTRALIA                                  | Toyota Finance Australia Ltd                                                     | CUSIP: 000000000<br>LEI: 3UKPTDP5PGQRH8AUK042 | Long             | DBT              | CORP              | AU        |      550000 | PA      | $651173.61    | 0.01%             | 2029-01-16      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FIN SERV NV                                    | Volkswagen Financial Services NV                                                 | CUSIP: 000000000<br>LEI: 529900ZTQC8D1TW6BL41 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $137617.83    | 0.00%             | 2031-07-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $234781.89    | 0.00%             | 2033-07-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      800000 | PA      | $943502.38    | 0.01%             | 2029-07-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      700000 | PA      | $960027.97    | 0.01%             | 2030-10-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1614200000 | PA      | $10169644.62  | 0.09%             | 2030-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1200000 | PA      | $1418414.80   | 0.01%             | 2028-07-31      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                 | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      450000 | PA      | $538549.05    | 0.00%             | 2035-07-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4200000 | PA      | $4941352.80   | 0.04%             | 2030-10-10      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     4400000 | PA      | $5199482.05   | 0.05%             | 2032-12-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $357877.06    | 0.00%             | 2030-07-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      425000 | PA      | $505190.75    | 0.00%             | 2031-07-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT Finance Corp                                                                 | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      900000 | PA      | $1080589.85   | 0.01%             | 2033-07-16      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT Finance Corp                                                                 | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      300000 | PA      | $356749.33    | 0.00%             | 2029-03-16      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT Finance Corp                                                                 | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      700000 | PA      | $844740.73    | 0.01%             | 2037-07-16      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   420650000 | PA      | $2464044.11   | 0.02%             | 2045-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PORT OF NEWCASTLE INVEST                                  | Port of Newcastle Investments Financing Pty Ltd                                  | CUSIP: 000000000<br>LEI: 549300VVWVQBDM9L8K30 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $209683.29    | 0.00%             | 2033-07-18      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                   | Yorkshire Water Finance PLC                                                      | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $139352.13    | 0.00%             | 2033-07-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                   | Yorkshire Water Finance PLC                                                      | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $138347.73    | 0.00%             | 2040-07-22      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      600000 | PA      | $689841.13    | 0.01%             | 2045-07-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TERNA RETE ELETTRICA                                      | Terna - Rete Elettrica Nazionale                                                 | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $353130.61    | 0.00%             | 2031-07-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      600000 | PA      | $702761.45    | 0.01%             | 2035-07-18      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     3220000 | PA      | $801331.08    | 0.01%             | 2055-07-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                           | PSP Capital Inc                                                                  | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      750000 | PA      | $885737.41    | 0.01%             | 2032-07-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      700000 | PA      | $827422.28    | 0.01%             | 2035-07-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      200000 | PA      | $241517.70    | 0.00%             | 2036-07-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      300000 | PA      | $355545.87    | 0.00%             | 2029-07-23      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      300000 | PA      | $358995.95    | 0.00%             | 2036-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                          | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $234695.09    | 0.00%             | 2031-07-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      275000 | PA      | $326121.12    | 0.00%             | 2028-07-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                               | PepsiCo Inc                                                                      | CUSIP: 000000000<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      200000 | PA      | $234103.73    | 0.00%             | 2037-07-28      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                               | PepsiCo Inc                                                                      | CUSIP: 000000000<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      200000 | PA      | $224535.16    | 0.00%             | 2055-07-28      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ENBW ENERGIE BADEN - WU                                   | EnBW Energie Baden-Wuerttemberg AG                                               | CUSIP: 000000000<br>LEI: 529900JSFZ4TS59HKD79 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $239450.09    | 0.00%             | 2055-07-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      800000 | PA      | $551956.95    | 0.00%             | 2040-07-30      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| HK GOVT INFRA BOND PROG                                   | Hong Kong Government Infrastructure Bond Programme                               | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |     8800000 | PA      | $1127978.05   | 0.01%             | 2035-07-24      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                | FedEx Corp                                                                       | CUSIP: 000000000<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      200000 | PA      | $238220.41    | 0.00%             | 2032-07-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                | FedEx Corp                                                                       | CUSIP: 000000000<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      250000 | PA      | $295743.18    | 0.00%             | 2037-07-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                   | Severn Trent Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $350504.98    | 0.00%             | 2037-08-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                           | Japan Government Two Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   467600000 | PA      | $3011105.94   | 0.03%             | 2027-08-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 36752000000 | PA      | $2218255.39   | 0.02%             | 2036-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EUROFINS SCIENTIFIC SE                                    | Eurofins Scientific SE                                                           | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $238888.85    | 0.00%             | 2033-02-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      400000 | PA      | $466002.21    | 0.00%             | 2037-08-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WAT FIN                                  | United Utilities Water Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $589503.71    | 0.01%             | 2035-08-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SW (FINANCE) I PLC                                        | SW Finance I PLC                                                                 | CUSIP: 000000000<br>LEI: 549300BHN1HB5BNG2R96 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $286254.07    | 0.00%             | 2032-08-07      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                       | Carrier Global Corp                                                              | CUSIP: 000000000<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      300000 | PA      | $346464.68    | 0.00%             | 2037-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $237242.84    | 0.00%             | 2031-08-11      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      600000 | PA      | $711919.32    | 0.01%             | 2036-08-11      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  7663120000 | PA      | $5265729.47   | 0.05%             | 2027-09-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     2850000 | PA      | $1923598.40   | 0.02%             | 2038-08-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $118422.80    | 0.00%             | 2028-08-13      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  5005070000 | PA      | $2913181.45   | 0.03%             | 2055-09-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $352553.99    | 0.00%             | 2035-08-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $469566.48    | 0.00%             | 2032-08-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      350000 | PA      | $414481.56    | 0.00%             | 2032-08-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $118655.01    | 0.00%             | 2037-08-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   121780000 | PA      | $376269.40    | 0.00%             | 2029-11-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                                   | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $232868.49    | 0.00%             | 2035-08-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      350000 | PA      | $415697.74    | 0.00%             | 2037-08-26      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| TASMANIAN PUBLIC FINANCE                                  | Tasmanian Public Finance Corp                                                    | CUSIP: 000000000<br>LEI: 254900YGZAI23JWAJW51 | Long             | DBT              | NUSS              | AU        |      500000 | PA      | $341046.11    | 0.00%             | 2029-01-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ING BELGIUM SA                                            | ING Belgium SA                                                                   | CUSIP: 000000000<br>LEI: JLS56RAMYQZECFUF2G44 | Long             | DBT              | CORP              | BE        |      400000 | PA      | $469360.18    | 0.00%             | 2032-08-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $354823.98    | 0.00%             | 2036-08-26      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $472048.15    | 0.00%             | 2032-08-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                                    | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |      400000 | PA      | $468770.51    | 0.00%             | 2035-08-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $237267.30    | 0.00%             | 2035-11-26      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1300000 | PA      | $1531573.86   | 0.01%             | 2032-11-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      300000 | PA      | $354054.56    | 0.00%             | 2032-08-22      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER OSPREY FIN                                  | Anglian Water Osprey Financing PLC                                               | CUSIP: 000000000<br>LEI: 21380072JDZ74GW9ZY87 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $282715.82    | 0.00%             | 2031-08-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                       | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $235800.89    | 0.00%             | 2035-08-26      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      800000 | PA      | $948402.23    | 0.01%             | 2030-08-27      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| TRATON FINANCE LUX SA                                     | Traton Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900BRKIE6LKIEXD84 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $118658.34    | 0.00%             | 2028-08-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                      | Raiffeisen Bank International AG                                                 | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $238350.81    | 0.00%             | 2031-08-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $589460.44    | 0.01%             | 2029-08-27      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      750000 | PA      | $892372.01    | 0.01%             | 2035-08-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $589327.29    | 0.01%             | 2033-08-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $357938.94    | 0.00%             | 2035-08-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     5560000 | PA      | $6556273.42   | 0.06%             | 2032-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $685716.57    | 0.01%             | 2030-10-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      700000 | PA      | $826757.78    | 0.01%             | 2030-08-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $237344.57    | 0.00%             | 2036-09-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                                 | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $480195.45    | 0.00%             | 2046-05-26      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                                               | ING Bank NV                                                                      | CUSIP: 000000000<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $351174.11    | 0.00%             | 2035-09-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TELSTRA GROUP LTD                                         | Telstra Group Ltd                                                                | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $117435.91    | 0.00%             | 2035-03-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                                     | Nippon Life Insurance Co                                                         | CUSIP: 000000000<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |      150000 | PA      | $176934.40    | 0.00%             | 2055-09-02      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| SCOTTISH HYDRO ELECTRIC                                   | Scottish Hydro Electric Transmission PLC                                         | CUSIP: 000000000<br>LEI: 549300ECJZDA7203MK64 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $117181.19    | 0.00%             | 2033-11-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                                     | East Japan Railway Co                                                            | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |      350000 | PA      | $412778.53    | 0.00%             | 2037-09-02      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $120169.67    | 0.00%             | 2035-09-02      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ELIS SA                                                   | Elis SA                                                                          | CUSIP: 000000000<br>LEI: 969500UX71LCE8MAY492 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $355615.52    | 0.00%             | 2031-09-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                     | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $354549.17    | 0.00%             | 2037-09-02      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                     | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118340.88    | 0.00%             | 2029-09-02      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                     | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $235508.40    | 0.00%             | 2032-03-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4800000 | PA      | $5661758.73   | 0.05%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE                                      | Agence France Locale                                                             | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $274405.55    | 0.00%             | 2029-01-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                       | NatWest Markets PLC                                                              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $592312.94    | 0.01%             | 2030-09-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $593877.43    | 0.01%             | 2034-09-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      800000 | PA      | $945710.74    | 0.01%             | 2032-09-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                      | E.ON International Finance BV                                                    | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $352343.91    | 0.00%             | 2035-09-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                    | Korea Development Bank/The                                                       | CUSIP: 000000000<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |      500000 | PA      | $591536.51    | 0.01%             | 2028-09-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                      | E.ON International Finance BV                                                    | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $354257.35    | 0.00%             | 2031-09-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $270910.65    | 0.00%             | 2032-09-03      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $357490.85    | 0.00%             | 2030-09-05      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                                   | Development Bank of Japan Inc                                                    | CUSIP: 000000000<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |      500000 | PA      | $590076.66    | 0.01%             | 2029-09-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FASTIGHETS AB BALDER                                      | Fastighets AB Balder                                                             | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | DBT              | CORP              | SE        |      250000 | PA      | $295998.40    | 0.00%             | 2033-03-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE LTD                                  | BHP Billiton Finance Ltd                                                         | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $472675.86    | 0.00%             | 2035-09-04      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                    | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |     1100000 | PA      | $1287467.04   | 0.01%             | 2032-09-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $470222.31    | 0.00%             | 2037-09-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LEGAL & GENERAL GROUP                                     | Legal & General Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $119712.97    | 0.00%             | 2055-09-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MERLIN PROPERTIES SOCIMI                                  | Merlin Properties Socimi SA                                                      | CUSIP: 000000000<br>LEI: 959800L8KD863DP30X04 | Long             | DBT              |  | ES        |      200000 | PA      | $233521.01    | 0.00%             | 2033-09-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $202377.19    | 0.00%             | 2035-09-03      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                | FedEx Corp                                                                       | CUSIP: 000000000<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      307000 | PA      | $319843.76    | 0.00%             | 2031-08-05      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBODEN                                    | Bayerische Landesbodenkreditanstalt                                              | CUSIP: 000000000<br>LEI: 5299005GH66DVCCLC652 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1169235.91   | 0.01%             | 2033-09-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $237767.22    | 0.00%             | 2032-06-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TSY                                     | Reckitt Benckiser Treasury Services PLC                                          | CUSIP: 000000000<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |      900000 | PA      | $1064337.82   | 0.01%             | 2034-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SCOR SE                                                   | SCOR SE                                                                          | CUSIP: 000000000<br>LEI: 96950056ULJ4JI7V3752 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $854591.21    | 0.01%             | 2055-09-10      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     8384000 | PA      | $11611572.99  | 0.10%             | 2035-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2320000 | PA      | $2896915.61   | 0.03%             | 2055-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NORDDEUTSCHE LANDESBANK                                   | Norddeutsche Landesbank-Girozentrale                                             | CUSIP: 000000000<br>LEI: DSNHHQ2B9X5N6OUJ1236 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $605407.60    | 0.01%             | 2035-12-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASSA ABLOY AB                                             | Assa Abloy AB                                                                    | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $238209.42    | 0.00%             | 2032-09-09      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $831552.13    | 0.01%             | 2032-09-09      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| GIVAUDAN FIN EUROPE                                       | Givaudan Finance Europe BV                                                       | CUSIP: 000000000<br>LEI: 213800MGRS1DZVKTKA03 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $237414.81    | 0.00%             | 2029-09-09      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $593075.60    | 0.01%             | 2028-09-08      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| ARKEMA                                                    | Arkema SA                                                                        | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $587493.22    | 0.01%             | 2033-09-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VIER GAS TRANSPORT GMBH                                   | Vier Gas Transport GmbH                                                          | CUSIP: 000000000<br>LEI: 529900AGED6PJE9AVL37 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $118436.12    | 0.00%             | 2033-09-08      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GRENKE FINANCE PLC                                        | Grenke Finance PLC                                                               | CUSIP: 000000000<br>LEI: 635400ILKD2MBMANBG03 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $359902.36    | 0.00%             | 2028-10-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     8416000 | PA      | $10036834.55  | 0.09%             | 2035-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SGS FINANCE BV                                            | SGS Finance BV                                                                   | CUSIP: 000000000<br>LEI: 213800UDSB4F8FCRUW30 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $238378.15    | 0.00%             | 2030-09-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                     | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      900000 | PA      | $1061406.46   | 0.01%             | 2036-03-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                     | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      825000 | PA      | $962917.36    | 0.01%             | 2045-09-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SGS FINANCE BV                                            | SGS Finance BV                                                                   | CUSIP: 000000000<br>LEI: 213800UDSB4F8FCRUW30 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $119569.05    | 0.00%             | 2035-09-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                   | John Deere Capital Corp                                                          | CUSIP: 000000000<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      100000 | PA      | $118406.13    | 0.00%             | 2028-09-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IHG FINANCE LLC                                           | IHG Finance LLC                                                                  | CUSIP: 000000000<br>LEI: 213800DXTXQ1YC8UP313 | Long             | DBT              | CORP              | US        |      300000 | PA      | $357577.00    | 0.00%             | 2030-09-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                    | Nordic Investment Bank                                                           | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $270171.82    | 0.00%             | 2030-09-11      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1057224.50   | 0.01%             | 2037-09-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTL CONSOLIDATED AIRLIN                                  | International Consolidated Airlines Group SA                                     | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $118908.61    | 0.00%             | 2030-09-11      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| RIVERSIDE FINANCE PLC                                     | Riverside Finance Plc                                                            | CUSIP: 000000000<br>LEI: 213800JXNDC257C21Q43 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $139632.68    | 0.00%             | 2050-09-11      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $355606.03    | 0.00%             | 2032-01-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      400000 | PA      | $471840.08    | 0.00%             | 2035-09-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ACHMEA BANK NV                                            | Achmea Bank NV                                                                   | CUSIP: 000000000<br>LEI: 724500AH42V5X8BCPE49 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $586939.57    | 0.01%             | 2032-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                       | Avery Dennison Corp                                                              | CUSIP: 000000000<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |      100000 | PA      | $119772.98    | 0.00%             | 2035-09-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRESENIUS SE & CO KGAA                                    | Fresenius SE & Co KGaA                                                           | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $117376.16    | 0.00%             | 2034-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CRELAN SA                                                 | Crelan SA                                                                        | CUSIP: 000000000<br>LEI: 549300DYPOFMXOR7XM56 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $237251.01    | 0.00%             | 2036-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $1369687.43   | 0.01%             | 2030-10-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     6200000 | PA      | $7337020.16   | 0.06%             | 2030-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                                    | Protective Life Global Funding                                                   | CUSIP: 000000000<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |      100000 | PA      | $137637.57    | 0.00%             | 2030-11-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                   | GA Global Funding Trust                                                          | CUSIP: 000000000<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |      100000 | PA      | $117013.96    | 0.00%             | 2035-09-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     3227000 | PA      | $3792511.66   | 0.03%             | 2055-10-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $236265.96    | 0.00%             | 2029-01-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      100000 | PA      | $120153.53    | 0.00%             | 2029-09-16      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $117524.10    | 0.00%             | 2032-09-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      300000 | PA      | $365081.63    | 0.00%             | 2032-09-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |      500000 | PA      | $337470.02    | 0.00%             | 2037-10-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   420000000 | PA      | $2657669.65   | 0.02%             | 2030-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY LUXEMBOURG                                    | State of the Grand-Duchy of Luxembourg                                           | CUSIP: 000000000<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | NUSS              | LU        |     2490000 | PA      | $2928436.29   | 0.03%             | 2035-09-17      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AP MOLLER-MAERSK A/S                                      | AP Moller - Maersk A/S                                                           | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $234704.00    | 0.00%             | 2034-09-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WESTERN SYDNEY UNI                                        | Western Sydney University                                                        | CUSIP: 000000000<br>LEI: 984500CS3N0AK68BAB93 | Long             | DBT              | CORP              | AU        |      600000 | PA      | $402734.24    | 0.00%             | 2032-09-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRST 1                                      | Scentre Group Trust 1                                                            | CUSIP: 000000000<br>LEI: 549300SQ859FBKRKSI77 | Long             | DBT              |  | AU        |      600000 | PA      | $403391.39    | 0.00%             | 2035-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $236269.54    | 0.00%             | 2033-09-17      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      500000 | PA      | $592723.76    | 0.01%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PERMANENT TSB GROUP                                       | Permanent TSB Group Holdings PLC                                                 | CUSIP: 000000000<br>LEI: 635400DTNHVYGZODKQ93 | Long             | DBT              | CORP              | IE        |      400000 | PA      | $475365.91    | 0.00%             | 2035-12-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                           | PSP Capital Inc                                                                  | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $342833.39    | 0.00%             | 2030-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $352015.91    | 0.00%             | 2032-09-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      125000 | PA      | $146774.63    | 0.00%             | 2032-09-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      175000 | PA      | $205502.64    | 0.00%             | 2037-09-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      500000 | PA      | $591847.15    | 0.01%             | 2034-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      500000 | PA      | $592683.05    | 0.01%             | 2038-03-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   511650000 | PA      | $73710554.43  | 0.64%             | 2027-09-15      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| AGI FINANCE PTY LTD                                       | AGI Finance Pty Ltd                                                              | CUSIP: 000000000<br>LEI: 21380065BDG1SP7D5854 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $135481.22    | 0.00%             | 2031-09-25      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 000000000<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $711782.98    | 0.01%             | 2035-09-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AUTOBAHN SCHNELL AG                                       | Autobahnen- und Schnell- strassen-Finanzierungs AG                               | CUSIP: 000000000<br>LEI: 529900B2JGN28UCEQ136 | Long             | DBT              | NUSS              | AT        |      500000 | PA      | $592050.22    | 0.01%             | 2030-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      100000 | PA      | $136800.41    | 0.00%             | 2035-09-19      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $352580.26    | 0.00%             | 2033-09-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     2300000 | PA      | $2717065.07   | 0.02%             | 2032-09-22      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| INMOBILIARIA COLONIAL SO                                  | Colonial SFL Socimi SA                                                           | CUSIP: 000000000<br>LEI: 95980020140005007414 | Long             | DBT              |  | ES        |      200000 | PA      | $234070.36    | 0.00%             | 2031-09-23      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BANK POLSKA KASA OPIEKI                                   | Bank Polska Kasa Opieki SA                                                       | CUSIP: 000000000<br>LEI: 5493000LKS7B3UTF7H35 | Long             | DBT              | CORP              | PL        |      100000 | PA      | $118708.21    | 0.00%             | 2032-09-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     2279000 | PA      | $2694301.38   | 0.02%             | 2031-02-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      600000 | PA      | $700264.62    | 0.01%             | 2038-09-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LSEG FINANCE PLC                                          | LSEG Finance PLC                                                                 | CUSIP: 000000000<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $274687.67    | 0.00%             | 2032-09-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SYMRISE AG                                                | Symrise AG                                                                       | CUSIP: 000000000<br>LEI: 529900D82I6R9601CF26 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $236330.61    | 0.00%             | 2032-09-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |     2058000 | PA      | $1383588.75   | 0.01%             | 2030-09-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      600000 | PA      | $707605.19    | 0.01%             | 2032-09-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                  | Liberty Mutual Group Inc                                                         | CUSIP: 000000000<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      700000 | PA      | $820307.31    | 0.01%             | 2035-09-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $821799.72    | 0.01%             | 2035-09-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    80830000 | PA      | $11517875.18  | 0.10%             | 2035-09-05      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT HAMBURG                                  | Free and Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $354607.86    | 0.00%             | 2029-09-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CAPGEMINI SE                                              | Capgemini SE                                                                     | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $469744.33    | 0.00%             | 2031-09-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CAPGEMINI SE                                              | Capgemini SE                                                                     | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $581051.62    | 0.01%             | 2034-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAPGEMINI SE                                              | Capgemini SE                                                                     | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $236261.10    | 0.00%             | 2028-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                                  | MassMutual Global Funding II                                                     | CUSIP: 000000000<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $138050.92    | 0.00%             | 2032-09-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 000000000<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $473826.40    | 0.00%             | 2031-03-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     1000000 | PA      | $1182208.99   | 0.01%             | 2040-09-29      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NORDDEUTSCHE LANDESBANK                                   | Norddeutsche Landesbank-Girozentrale                                             | CUSIP: 000000000<br>LEI: DSNHHQ2B9X5N6OUJ1236 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $236916.10    | 0.00%             | 2028-10-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KOOKMIN BANK                                              | Kookmin Bank                                                                     | CUSIP: 000000000<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |      500000 | PA      | $591230.32    | 0.01%             | 2029-09-29      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                          | ArcelorMittal SA                                                                 | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $118745.22    | 0.00%             | 2030-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                              | Amprion GmbH                                                                     | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $347148.56    | 0.00%             | 2040-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AIR NEW ZEALAND LTD                                       | Air New Zealand Ltd                                                              | CUSIP: 000000000<br>LEI: 2549005EEIR2FNT5R792 | Long             | DBT              | CORP              | NZ        |      300000 | PA      | $203992.45    | 0.00%             | 2032-09-30      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1100000 | PA      | $1302842.44   | 0.01%             | 2030-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118557.06    | 0.00%             | 2033-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BRENNTAG FINANCE BV                                       | Brenntag Finance BV                                                              | CUSIP: 000000000<br>LEI: 724500LOJA6NM43PH951 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $117770.12    | 0.00%             | 2031-10-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                        | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |      500000 | PA      | $591069.66    | 0.01%             | 2030-09-30      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     1440000 | PA      | $1705372.25   | 0.01%             | 2033-10-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KLEPIERRE SA                                              | Klepierre SA                                                                     | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | DBT              |  | FR        |      200000 | PA      | $235133.22    | 0.00%             | 2037-09-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                                         | CDP Financial Inc                                                                | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |     1250000 | PA      | $1479787.67   | 0.01%             | 2035-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                           | QNB Finance Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $235494.65    | 0.00%             | 2030-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DENMARK GOVT BOND                                         | Denmark Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     8380000 | PA      | $1281716.50   | 0.01%             | 2035-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| IDS FINANCING PLC                                         | IDS Financing PLC                                                                | CUSIP: 000000000<br>LEI: 2549003WF29F1G7TM942 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $236254.26    | 0.00%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      275000 | PA      | $324508.49    | 0.00%             | 2033-09-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TRANSPORT FOR LONDON                                      | Transport for London                                                             | CUSIP: 000000000<br>LEI: 213800FGQ9DJHGRLQZ89 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $415589.51    | 0.00%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ELM BV FOR SWISS PRIME                                    | ELM BV for Swiss Prime Site AG                                                   | CUSIP: 000000000<br>LEI: 506700XI9H64OPR34158 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $117320.54    | 0.00%             | 2031-10-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BUREAU VERITAS SA                                         | Bureau Veritas SA                                                                | CUSIP: 000000000<br>LEI: 969500TPU5T3HA5D1F11 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $117581.48    | 0.00%             | 2033-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| IDS FINANCING PLC                                         | IDS Financing PLC                                                                | CUSIP: 000000000<br>LEI: 2549003WF29F1G7TM942 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $590371.39    | 0.01%             | 2032-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     1810000 | PA      | $1219761.26   | 0.01%             | 2039-02-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SGSP AUSTRALIA ASSETS                                     | SGSP Australia Assets Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 254900BJJ12X7PJT5072 | Long             | DBT              | CORP              | AU        |      500000 | PA      | $588258.12    | 0.01%             | 2032-10-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LATVIA                                        | Latvia Government International Bond                                             | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |     1183000 | PA      | $1384304.95   | 0.01%             | 2035-10-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $592527.34    | 0.01%             | 2029-10-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                      | Volkswagen Bank GmbH                                                             | CUSIP: 000000000<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $237678.15    | 0.00%             | 2032-10-02      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                      | Volkswagen Bank GmbH                                                             | CUSIP: 000000000<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $357026.88    | 0.00%             | 2029-10-02      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| POSTNL NV                                                 | PostNL NV                                                                        | CUSIP: 000000000<br>LEI: 724500Q41FHN0P1GPC53 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $241311.68    | 0.00%             | 2030-10-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                               | Heineken NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $235956.75    | 0.00%             | 2037-10-03      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                             | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $232100.08    | 0.00%             | 2031-01-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALLIANDER NV                                              | Alliander NV                                                                     | CUSIP: 000000000<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $588298.35    | 0.01%             | 2035-07-02      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                            | Public Storage Operating Co                                                      | CUSIP: 000000000<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |      200000 | PA      | $234884.07    | 0.00%             | 2034-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      340000 | PA      | $405736.95    | 0.00%             | 2033-01-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $117843.83    | 0.00%             | 2031-10-07      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    15000000 | PA      | $782014.32    | 0.01%             | 2035-09-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| P3 GROUP SARL                                             | P3 Group Sarl                                                                    | CUSIP: 000000000<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $235786.68    | 0.00%             | 2033-04-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                      | Glencore Capital Finance DAC                                                     | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |      725000 | PA      | $867057.84    | 0.01%             | 2032-10-06      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      600000 | PA      | $708190.16    | 0.01%             | 2032-10-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CCF SFH SACA                                              | CCF SFH SACA                                                                     | CUSIP: 000000000<br>LEI: 969500HCJLWDO4YCYT40 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $591181.11    | 0.01%             | 2029-04-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                                        | Diageo Finance PLC                                                               | CUSIP: 000000000<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $354058.25    | 0.00%             | 2032-10-03      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                                        | Diageo Finance PLC                                                               | CUSIP: 000000000<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $825067.26    | 0.01%             | 2037-10-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAIXA GERAL DE DEPOSITOS                                  | Caixa Geral de Depositos SA                                                      | CUSIP: 000000000<br>LEI: TO822O0VT80V06K0FH57 | Long             | DBT              | CORP              | PT        |      300000 | PA      | $353955.81    | 0.00%             | 2031-10-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 000000000<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $1179884.96   | 0.01%             | 2045-10-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN LB STEIERMARK                                  | Raiffeisen-Landesbank Steiermark AG                                              | CUSIP: 000000000<br>LEI: 529900UNUKYZ9HND3309 | Long             | DBT              | CORP              | AT        |      600000 | PA      | $709613.34    | 0.01%             | 2030-04-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $136452.06    | 0.00%             | 2035-10-09      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $1378234.58   | 0.01%             | 2030-12-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANCO BPI SA                                              | Banco BPI SA                                                                     | CUSIP: 000000000<br>LEI: 3DM5DPGI3W6OU6GJ4N92 | Long             | DBT              | CORP              | PT        |      600000 | PA      | $705858.64    | 0.01%             | 2031-04-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                   | Nykredit Realkredit A/S                                                          | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      400000 | PA      | $472351.51    | 0.00%             | 2033-01-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SCENTRE MGMT LTD                                          | Scentre Management Ltd                                                           | CUSIP: 000000000<br>LEI: 254900WXZH7NYJGRVJ58 | Long             | DBT              |  | AU        |      200000 | PA      | $234194.00    | 0.00%             | 2033-10-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1364350000 | PA      | $8435387.00   | 0.07%             | 2035-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CARMILA SA                                                | Carmila SA                                                                       | CUSIP: 000000000<br>LEI: 222100P6D3QKU33LZQ72 | Long             | DBT              |  | FR        |      200000 | PA      | $234022.51    | 0.00%             | 2033-01-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $615475.13    | 0.01%             | 2037-10-07      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      800000 | PA      | $978854.17    | 0.01%             | 2033-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      300000 | PA      | $370923.49    | 0.00%             | 2045-10-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $118297.46    | 0.00%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                               | Swedbank AB                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $354107.33    | 0.00%             | 2032-10-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV                                  | Tesco Corporate Treasury Services PLC                                            | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $118002.09    | 0.00%             | 2033-10-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                             | Eurogrid GmbH                                                                    | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $588302.08    | 0.01%             | 2040-10-16      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   469850000 | PA      | $2825899.50   | 0.02%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1100000 | PA      | $1305666.93   | 0.01%             | 2040-12-12      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ABP FINANCE PLC                                           | ABP Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 549300MJIRPTCHAYW359 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $277235.06    | 0.00%             | 2035-04-14      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ASTM SPA                                                  | ASTM SpA                                                                         | CUSIP: 000000000<br>LEI: 8156003F2286CFA55E20 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $235016.51    | 0.00%             | 2032-02-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT                                     | Gaci First Investment Co                                                         | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |      900000 | PA      | $1050316.80   | 0.01%             | 2032-10-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                                  | Banque Ouest Africaine de Developpement                                          | CUSIP: 000000000<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | XX        |      700000 | PA      | $814774.24    | 0.01%             | 2040-10-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT                                     | Gaci First Investment Co                                                         | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |      900000 | PA      | $1059711.17   | 0.01%             | 2028-10-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      900000 | PA      | $1048258.37   | 0.01%             | 2035-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      400000 | PA      | $466522.01    | 0.00%             | 2050-06-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      300000 | PA      | $352180.01    | 0.00%             | 2033-10-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $275081.48    | 0.00%             | 2031-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1346700000 | PA      | $8577579.49   | 0.07%             | 2030-09-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CAISSE DES DEPOTS ET CON                                  | Caisse des Depots et Consignations                                               | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $592754.85    | 0.01%             | 2030-10-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC PROPERTY INVEST A                                  | Public Property Invest AS                                                        | CUSIP: 000000000<br>LEI: 254900QSCB9T0W2KE886 | Long             | DBT              | CORP              | NO        |      100000 | PA      | $117899.03    | 0.00%             | 2031-10-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VIRIDIUM GROUP SARL                                       | Viridium Group Sarl                                                              | CUSIP: 000000000<br>LEI: 529900KV8TZ3U89I6O72 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $349456.37    | 0.00%             | 2035-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LA MONDIALE                                               | La Mondiale SAM                                                                  | CUSIP: 000000000<br>LEI: 969500L0T16HX3R78P61 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $120491.99    | 0.00%             | 2035-10-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STONEWEG EREIT LUX FINCO                                  | Stoneweg Ereit Lux Finco Sarl                                                    | CUSIP: 000000000<br>LEI: 213800VKBKU9G6DF2O19 | Long             | DBT              |  | LU        |      150000 | PA      | $176888.43    | 0.00%             | 2033-02-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FREISTAAT BAYERN                                          | Free State of Bavaria                                                            | CUSIP: 000000000<br>LEI: 529900HHAI6YR14M3S54 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $234415.05    | 0.00%             | 2031-02-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3090000 | PA      | $4343033.52   | 0.04%             | 2041-01-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $682588.34    | 0.01%             | 2030-10-21      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| STATNETT SF                                               | Statnett SF                                                                      | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHAI017 | Long             | DBT              | CORP              | NO        |      600000 | PA      | $700164.83    | 0.01%             | 2038-10-21      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                    | American Honda Finance Corp                                                      | CUSIP: 000000000<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      300000 | PA      | $413624.71    | 0.00%             | 2031-08-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LANDSHYPOTEK BANK AB                                      | Landshypotek Bank AB                                                             | CUSIP: 000000000<br>LEI: 5493004WUGGU2BQI7F14 | Long             | DBT              | CORP              | SE        |     2000000 | PA      | $222429.36    | 0.00%             | 2030-12-16      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      600000 | PA      | $708787.07    | 0.01%             | 2030-10-22      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| TDC NET AS                                                | TDC Net A/S                                                                      | CUSIP: 000000000<br>LEI: 549300SH2G3R15Y3FX20 | Long             | DBT              | CORP              | DK        |      400000 | PA      | $479239.46    | 0.00%             | 2033-10-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      900000 | PA      | $1054874.93   | 0.01%             | 2034-10-22      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| SBAB BANK AB                                              | SBAB Bank AB                                                                     | CUSIP: 000000000<br>LEI: H0YX5LBGKDVOWCXBZ594 | Long             | DBT              | CORP              | SE        |      400000 | PA      | $467247.22    | 0.00%             | 2031-04-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TOKYO METROPOLITAN GOVT                                   | Tokyo Metropolitan Government                                                    | CUSIP: 000000000<br>LEI: 353800FABE4GGB1BMO18 | Long             | DBT              | NUSS              | JP        |      700000 | PA      | $822158.40    | 0.01%             | 2030-10-28      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| VICTORIA POWER NETWORKS                                   | Victoria Power Networks Finance Pty Ltd                                          | CUSIP: 000000000<br>LEI: 254900YISQHUZHEC9B94 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $268806.23    | 0.00%             | 2032-04-27      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| STOCKLAND TRUST                                           | Stockland Trust                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | AU        |      600000 | PA      | $401168.78    | 0.00%             | 2035-10-24      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| OSLO KOMMUNE                                              | City of Oslo Norway                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGVU850 | Long             | DBT              | NUSS              | NO        |    25000000 | PA      | $2585540.60   | 0.02%             | 2035-10-23      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   104600000 | PA      | $6054145.95   | 0.05%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 172967QC8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      400000 | PA      | $299871.73    | 0.00%             | 2035-06-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| RIOCAN REAL ESTATE INVST                                  | RioCan Real Estate Investment Trust                                              | CUSIP: 766910BV4<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              |  | CA        |      300000 | PA      | $220464.52    | 0.00%             | 2032-10-01      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINANCIAL INC                                    | Sun Life Financial Inc                                                           | CUSIP: 86682ZAU0<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $233842.75    | 0.00%             | 2036-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AAREAL BANK AG                                            | Aareal Bank AG                                                                   | CUSIP: 000000000<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $362905.99    | 0.00%             | 2029-05-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     4100000 | PA      | $2736376.84   | 0.02%             | 2035-12-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06418MM43<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $372954.15    | 0.00%             | 2030-09-26      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      890000 | PA      | $1111316.77   | 0.01%             | 2055-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HANN BETEILIGUNG NDS                                      | Hannoversche Beteiligungsgesellschaft Niedersachsen mbH                          | CUSIP: 000000000<br>LEI: 391200ZYVJJCJO6H7178 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $455455.57    | 0.00%             | 2035-07-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ASN BANK NV                                               | ASN Bank NV                                                                      | CUSIP: 000000000<br>LEI: 724500A1FNICHSDF2I11 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $117086.21    | 0.00%             | 2032-10-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $705569.34    | 0.01%             | 2033-05-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                                  | Cassa Depositi e Prestiti SpA                                                    | CUSIP: 000000000<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |      800000 | PA      | $938006.29    | 0.01%             | 2035-10-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR FINANCE BV                                   | Toyota Motor Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 724500OPA8GZSQUNSR96 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $294973.87    | 0.00%             | 2030-01-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BERTELSMANN SE & CO KGAA                                  | Bertelsmann SE & Co KGaA                                                         | CUSIP: 000000000<br>LEI: 5299001BUUGXAREGE533 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $348716.54    | 0.00%             | 2033-10-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      600000 | PA      | $690204.82    | 0.01%             | 2050-10-28      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |     1000000 | PA      | $1171107.07   | 0.01%             | 2032-10-29      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| FINNVERA PLC                                              | Finnvera Oyj                                                                     | CUSIP: 000000000<br>LEI: 743700T69OBBJO7TCA15 | Long             | DBT              | NUSS              | FI        |      500000 | PA      | $586736.66    | 0.01%             | 2030-10-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1351053.48   | 0.01%             | 2031-10-30      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| VIA OUTLETS BV                                            | VIA Outlets BV                                                                   | CUSIP: 000000000<br>LEI: 2594009AT1MND8D7E216 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $116349.27    | 0.00%             | 2032-10-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AUTOLIV INC                                               | Autoliv Inc                                                                      | CUSIP: 000000000<br>LEI: A23RUXWKASG834LTMK28 | Long             | DBT              | CORP              | US        |      300000 | PA      | $353120.92    | 0.00%             | 2030-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HENNES & MAURITZ AB                                       | H & M Hennes & Mauritz AB                                                        | CUSIP: 000000000<br>LEI: 529900O5RR7R39FRDM42 | Long             | DBT              | CORP              | SE        |      700000 | PA      | $812167.06    | 0.01%             | 2033-10-31      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO                                  | British American Tobacco PLC                                                     | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $239484.34    | 0.00%             | 2033-07-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO                                  | British American Tobacco PLC                                                     | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | DBT              | CORP              | GB        |      175000 | PA      | $209291.16    | 0.00%             | 2030-10-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| STEDIN HOLDING NV                                         | Stedin Holding NV                                                                | CUSIP: 000000000<br>LEI: 724500R5IP6TFKTNRU48 | Long             | DBT              | CORP              | NL        |     1300000 | PA      | $1516222.30   | 0.01%             | 2032-11-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      600000 | PA      | $707633.90    | 0.01%             | 2028-10-30      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      500000 | PA      | $581759.12    | 0.01%             | 2035-10-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                   | Procter & Gamble Co/The                                                          | CUSIP: 000000000<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      150000 | PA      | $170986.76    | 0.00%             | 2045-11-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| LANDSBANKINN HF                                           | Landsbankinn HF                                                                  | CUSIP: 000000000<br>LEI: 549300TLZPT6JELDWM92 | Long             | DBT              | CORP              | IS        |      200000 | PA      | $234618.82    | 0.00%             | 2032-11-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BANKINTER SA                                              | Bankinter SA                                                                     | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $117535.12    | 0.00%             | 2033-11-03      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                   | Procter & Gamble Co/The                                                          | CUSIP: 000000000<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      200000 | PA      | $232721.43    | 0.00%             | 2033-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FOXCONN SINGAPORE PTE                                     | Foxconn Singapore Pte Ltd                                                        | CUSIP: 000000000<br>LEI: 3003001GX1DM54M7IA09 | Long             | DBT              | CORP              | SG        |      200000 | PA      | $232984.24    | 0.00%             | 2031-11-04      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| IMMOBILIARE GRANDE DIST                                   | Immobiliare Grande Distribuzione SIIQ SpA                                        | CUSIP: 000000000<br>LEI: 815600CF8C0389D0E272 | Long             | DBT              |  | IT        |      100000 | PA      | $120180.81    | 0.00%             | 2030-11-04      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POST HOME LOAN                                  | La Banque Postale Home Loan SFH SA                                               | CUSIP: 000000000<br>LEI: 969500D5PFMTWUYSUF61 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $824329.60    | 0.01%             | 2031-11-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HYPO NOE LB NOE WIEN AG                                   | HYPO NOE Landesbank fuer Niederoesterreich und Wien AG                           | CUSIP: 000000000<br>LEI: 5493007BWYDPQZLZ0Y27 | Long             | DBT              | CORP              | AT        |      500000 | PA      | $589079.47    | 0.01%             | 2031-01-07      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                          | Pernod Ricard SA                                                                 | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $116543.82    | 0.00%             | 2037-02-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOC NAT ROMGAZ                                            | Societatea Nationala de Gaze Naturale ROMGAZ SA                                  | CUSIP: 000000000<br>LEI: 2549009R7KJ38D9RW354 | Long             | DBT              | CORP              | RO        |      300000 | PA      | $357777.88    | 0.00%             | 2031-11-04      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LB SAAR GIROZENTRALE                                      | Landesbank Saar                                                                  | CUSIP: 000000000<br>LEI: 52990050SU0S4QQ4Z793 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $236519.02    | 0.00%             | 2030-05-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                   | EXOR NV                                                                          | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $117229.38    | 0.00%             | 2035-11-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $235787.27    | 0.00%             | 2031-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AIR LIQUIDE FINANCE                                       | Air Liquide Finance SA                                                           | CUSIP: 000000000<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $348980.67    | 0.00%             | 2037-11-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ADIDAS AG                                                 | adidas AG                                                                        | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $117567.62    | 0.00%             | 2030-11-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    15000000 | PA      | $744174.64    | 0.01%             | 2055-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BSK 1818 AG                                               | BSK 1818 AG                                                                      | CUSIP: 000000000<br>LEI: GTQYZJON3I7SXRNJTT73 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $116348.35    | 0.00%             | 2032-10-22      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $353842.06    | 0.00%             | 2030-11-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                     | Bank of Ireland Group PLC                                                        | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $349231.64    | 0.00%             | 2036-11-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                               | Heineken NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $230671.44    | 0.00%             | 2045-11-14      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| LSEG NETHERLANDS BV                                       | Lseg Netherlands BV                                                              | CUSIP: 000000000<br>LEI: 213800JCR9B7CYW7U265 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $351884.93    | 0.00%             | 2031-11-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                  | Export-Import Bank of Korea                                                      | CUSIP: 000000000<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |      300000 | PA      | $352593.21    | 0.00%             | 2030-11-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                      | Colgate-Palmolive Co                                                             | CUSIP: 000000000<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |      200000 | PA      | $232558.96    | 0.00%             | 2035-11-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      400000 | PA      | $471242.77    | 0.00%             | 2031-11-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      300000 | PA      | $348968.27    | 0.00%             | 2034-11-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      325000 | PA      | $384493.77    | 0.00%             | 2028-11-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      400000 | PA      | $462911.33    | 0.00%             | 2044-11-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      300000 | PA      | $339087.02    | 0.00%             | 2064-11-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      425000 | PA      | $489126.52    | 0.00%             | 2038-11-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1850000 | PA      | $2186029.66   | 0.02%             | 2030-11-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE KREDITBANK AG                                    | Deutsche Kreditbank AG                                                           | CUSIP: 000000000<br>LEI: 529900K16YGKC8BES892 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $355049.92    | 0.00%             | 2031-02-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ISLANDSBANKI                                              | Islandsbanki HF                                                                  | CUSIP: 000000000<br>LEI: 549300PZMFIQR79Q0T97 | Long             | DBT              | CORP              | IS        |      100000 | PA      | $118273.87    | 0.00%             | 2032-11-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERV FIN                                    | Anglian Water Services Financing PLC                                             | CUSIP: 000000000<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $134890.13    | 0.00%             | 2033-11-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      900000 | PA      | $1062278.93   | 0.01%             | 2031-11-07      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      400000 | PA      | $469758.77    | 0.00%             | 2036-11-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERV FIN                                    | Anglian Water Services Financing PLC                                             | CUSIP: 000000000<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $133825.91    | 0.00%             | 2041-11-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      100000 | PA      | $137947.67    | 0.00%             | 2056-06-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      700000 | PA      | $830192.77    | 0.01%             | 2056-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $352416.32    | 0.00%             | 2040-11-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INVESTITIONSBANK BERLIN                                   | Investitionsbank Berlin                                                          | CUSIP: 000000000<br>LEI: 529900OBCZMX3TFA0673 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $235641.90    | 0.00%             | 2030-11-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOFINA SA                                                 | Sofina SA                                                                        | CUSIP: 000000000<br>LEI: 5493000GMVR38VUO5D39 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $236262.46    | 0.00%             | 2033-11-13      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                                | Dover Corp                                                                       | CUSIP: 000000000<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |      300000 | PA      | $353352.69    | 0.00%             | 2033-11-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $235211.48    | 0.00%             | 2032-11-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRITAX BIG BOX REIT PLC                                   | Tritax Big Box REIT PLC                                                          | CUSIP: 000000000<br>LEI: 213800L6X88MIYPVR714 | Long             | DBT              |  | GB        |      200000 | PA      | $271452.96    | 0.00%             | 2032-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BMS IRELAND CAP FUNDING                                   | BMS Ireland Capital Funding DAC                                                  | CUSIP: 000000000<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |      475000 | PA      | $551476.38    | 0.00%             | 2055-11-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| BMS IRELAND CAP FUNDING                                   | BMS Ireland Capital Funding DAC                                                  | CUSIP: 000000000<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $356783.96    | 0.00%             | 2030-11-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                              | CUSIP: 000000000<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      700000 | PA      | $828789.04    | 0.01%             | 2056-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $352182.25    | 0.00%             | 2036-11-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BMS IRELAND CAP FUNDING                                   | BMS Ireland Capital Funding DAC                                                  | CUSIP: 000000000<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |      250000 | PA      | $295524.49    | 0.00%             | 2038-11-10      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| BMS IRELAND CAP FUNDING                                   | BMS Ireland Capital Funding DAC                                                  | CUSIP: 000000000<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $352558.35    | 0.00%             | 2045-11-10      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| BMS IRELAND CAP FUNDING                                   | BMS Ireland Capital Funding DAC                                                  | CUSIP: 000000000<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |      475000 | PA      | $561249.61    | 0.00%             | 2033-11-10      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                              | CUSIP: 000000000<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      400000 | PA      | $473479.84    | 0.00%             | 2056-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GAIF BOND ISSUER P/L                                      | GAIF Bond Issuer Pty Ltd                                                         | CUSIP: 000000000<br>LEI: 2138007UNQRHCRSBNZ86 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $273432.46    | 0.00%             | 2031-11-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $204808.90    | 0.00%             | 2030-10-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LATVENERGO AS                                             | Latvenergo AS                                                                    | CUSIP: 000000000<br>LEI: 213800DJRB539Q1EMW75 | Long             | DBT              | CORP              | LV        |      350000 | PA      | $411738.74    | 0.00%             | 2030-11-13      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                          | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $467521.59    | 0.00%             | 2033-11-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $355576.12    | 0.00%             | 2038-05-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                      | Raiffeisen Bank International AG                                                 | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      100000 | PA      | $119280.66    | 0.00%             | 2033-11-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BRISBANE AIRPORT CORP                                     | Brisbane Airport Corp Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 213800C7HCV4YHQ1B159 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $237438.78    | 0.00%             | 2035-11-13      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $465550.75    | 0.00%             | 2038-05-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $592974.18    | 0.01%             | 2031-11-13      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $236326.64    | 0.00%             | 2028-11-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                        | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $352146.13    | 0.00%             | 2031-11-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENEXIS HOLDING NV                                         | Enexis Holding NV                                                                | CUSIP: 000000000<br>LEI: 7245009Q5867Q0YC9Q13 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $233371.07    | 0.00%             | 2035-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VERALLIA SA                                               | Verallia SA                                                                      | CUSIP: 000000000<br>LEI: 5299007YZU978DE0ZY32 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118675.21    | 0.00%             | 2029-11-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $471768.49    | 0.00%             | 2034-11-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERALLIA SA                                               | Verallia SA                                                                      | CUSIP: 000000000<br>LEI: 5299007YZU978DE0ZY32 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $356363.24    | 0.00%             | 2033-11-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $344827.96    | 0.00%             | 2045-11-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $821811.96    | 0.01%             | 2030-11-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                   | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $274916.29    | 0.00%             | 2028-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DANSKE KIINNITYSLUOTTOPA                                  | Danske Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437003G88EHT2TMK409 | Long             | DBT              | CORP              | FI        |      500000 | PA      | $591225.60    | 0.01%             | 2028-07-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DANSKE KIINNITYSLUOTTOPA                                  | Danske Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437003G88EHT2TMK409 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $234849.79    | 0.00%             | 2032-11-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SWISSCOM FINANCE                                          | Swisscom Finance BV                                                              | CUSIP: 000000000<br>LEI: 549300L41E8X8K71RV25 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $233366.62    | 0.00%             | 2037-11-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BT FINANCE PLC                                            | BT Finance PLC                                                                   | CUSIP: 000000000<br>LEI: 64882D4OUTP2YP126091 | Long             | DBT              | CORP              | GB        |      175000 | PA      | $206400.86    | 0.00%             | 2032-11-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $548242.70    | 0.00%             | 2032-09-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BUPA FINANCE PLC                                          | BUPA Finance PLC                                                                 | CUSIP: 000000000<br>LEI: ZIMCVQHUFZ8GVHENP290 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $136557.18    | 0.00%             | 2045-11-18      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| AIRSERVICES AUSTRALIA                                     | Airservices Australia                                                            | CUSIP: 000000000<br>LEI: 984500E3D9SF5M749X15 | Long             | DBT              | NUSS              | AU        |      700000 | PA      | $478470.70    | 0.00%             | 2037-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      125000 | PA      | $146946.93    | 0.00%             | 2035-11-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                  | Caterpillar Financial Services Corp                                              | CUSIP: 000000000<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |      100000 | PA      | $118237.39    | 0.00%             | 2028-11-20      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      900000 | PA      | $1061813.32   | 0.01%             | 2030-11-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DIGITAL EURO FINCO                                        | Digital Euro Finco LLC                                                           | CUSIP: 000000000<br>LEI: 635400OUEAPTXSW3SC91 | Long             | DBT              |  | US        |      200000 | PA      | $235751.65    | 0.00%             | 2033-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SW (FINANCE) I PLC                                        | SW Finance I PLC                                                                 | CUSIP: 000000000<br>LEI: 549300BHN1HB5BNG2R96 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $136743.91    | 0.00%             | 2033-11-19      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| DIGITAL EURO FINCO                                        | Digital Euro Finco LLC                                                           | CUSIP: 000000000<br>LEI: 635400OUEAPTXSW3SC91 | Long             | DBT              |  | US        |      200000 | PA      | $233216.24    | 0.00%             | 2037-11-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| L'OREAL SA                                                | L'Oreal SA                                                                       | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $235348.64    | 0.00%             | 2036-01-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KOREA LAND & HOUSING COR                                  | Korea Land & Housing Corp                                                        | CUSIP: 000000000<br>LEI: 9884009ZN0XE8VIPAC02 | Long             | DBT              | NUSS              | KR        |      900000 | PA      | $1058112.80   | 0.01%             | 2028-11-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| REPSOL EUROPE FINANCE                                     | Repsol Europe Finance Sarl                                                       | CUSIP: 000000000<br>LEI: 222100TAWUOMRM7NNG09 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $117959.55    | 0.00%             | 2031-11-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMCOR UK FINANCE PLC                                      | Amcor UK Finance PLC                                                             | CUSIP: 000000000<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |      675000 | PA      | $799268.92    | 0.01%             | 2033-02-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMCOR UK FINANCE PLC                                      | Amcor UK Finance PLC                                                             | CUSIP: 000000000<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |      275000 | PA      | $327122.50    | 0.00%             | 2029-11-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NSW ELECTRICITY NETWORKS                                  | NSW Electricity Networks Finance Pty Ltd                                         | CUSIP: 000000000<br>LEI: 5493009VPYKFFK7UXM97 | Long             | DBT              | CORP              | AU        |      700000 | PA      | $485348.93    | 0.00%             | 2055-11-20      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI S                                  | Banca Monte dei Paschi di Siena SpA                                              | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |      125000 | PA      | $148691.79    | 0.00%             | 2032-02-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $238562.94    | 0.00%             | 2035-11-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PKO BANK POLSKI SA                                        | Powszechna Kasa Oszczednosci Bank Polski SA                                      | CUSIP: 000000000<br>LEI: P4GTT6GF1W40CVIMFR43 | Long             | DBT              | CORP              | PL        |      100000 | PA      | $118227.26    | 0.00%             | 2032-11-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BANQUE CAISSE D'EPARGNE                                   | Banque et Caisse d'Epargne de l'Etat                                             | CUSIP: 000000000<br>LEI: R7CQUF1DQM73HUTV1078 | Long             | DBT              | NUSS              | LU        |      300000 | PA      | $356840.98    | 0.00%             | 2031-11-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NL                                   | Novo Nordisk Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $354985.86    | 0.00%             | 2029-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NL                                   | Novo Nordisk Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |      350000 | PA      | $410751.67    | 0.00%             | 2038-02-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $234895.56    | 0.00%             | 2038-11-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NL                                   | Novo Nordisk Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |      225000 | PA      | $258637.04    | 0.00%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NL                                   | Novo Nordisk Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |      275000 | PA      | $323663.82    | 0.00%             | 2035-02-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NL                                   | Novo Nordisk Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |      275000 | PA      | $324570.91    | 0.00%             | 2032-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IMERYS SA                                                 | Imerys SA                                                                        | CUSIP: 000000000<br>LEI: 54930075MZSSIB2TGC64 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $238182.11    | 0.00%             | 2032-11-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    16000000 | PA      | $891836.28    | 0.01%             | 2032-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MERCK KGAA                                                | Merck KGaA                                                                       | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $355664.02    | 0.00%             | 2055-11-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $235523.09    | 0.00%             | 2033-11-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                                    | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |     1500000 | PA      | $1775092.04   | 0.02%             | 2030-11-25      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $237259.60    | 0.00%             | 2030-11-26      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $825800.22    | 0.01%             | 2033-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                                   | RTE Reseau de Transport d'Electricite SADIR                                      | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $356376.04    | 0.00%             | 2037-11-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                     | Transurban Finance Co Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $237584.42    | 0.00%             | 2037-11-26      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| BANCA COMERCIALA ROMANA                                   | Banca Comerciala Romana SA                                                       | CUSIP: 000000000<br>LEI: 549300ORLU6LN5YD8X90 | Long             | DBT              | CORP              | RO        |      100000 | PA      | $118711.57    | 0.00%             | 2031-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| A2A SPA                                                   | A2A SpA                                                                          | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $354603.67    | 0.00%             | 2032-05-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA DI CRED FIN                                    | Mediobanca Banca di Credito Finanziario SpA                                      | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | DBT              | CORP              | IT        |      800000 | PA      | $943233.67    | 0.01%             | 2032-02-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WISE FINANCING                                            | Wise Financing PLC                                                               | CUSIP: 000000000<br>LEI: 6488E9H7Z3K04JNN7302 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $274352.45    | 0.00%             | 2030-11-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                          | Deutsche Post AG                                                                 | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $118647.77    | 0.00%             | 2031-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                                               | ING Bank NV                                                                      | CUSIP: 000000000<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |     1100000 | PA      | $1292901.01   | 0.01%             | 2032-11-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                          | Deutsche Post AG                                                                 | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $236536.99    | 0.00%             | 2037-11-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EURONEXT NV                                               | Euronext NV                                                                      | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | DBT              | CORP              | NL        |      225000 | PA      | $266485.34    | 0.00%             | 2028-11-26      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT INTL BOND                                      | China Government International Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      600000 | PA      | $710173.46    | 0.01%             | 2029-11-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT INTL BOND                                      | China Government International Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      600000 | PA      | $708806.76    | 0.01%             | 2032-11-25      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MAGNUM ICC FINANCE BV                                     | Magnum Icc Finance BV                                                            | CUSIP: 000000000<br>LEI: 213800X8LUUE1AALCC25 | Long             | DBT              | CORP              | NL        |      350000 | PA      | $414357.13    | 0.00%             | 2034-11-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MAGNUM ICC FINANCE BV                                     | Magnum Icc Finance BV                                                            | CUSIP: 000000000<br>LEI: 213800X8LUUE1AALCC25 | Long             | DBT              | CORP              | NL        |      350000 | PA      | $413069.97    | 0.00%             | 2031-11-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MAGNUM ICC FINANCE BV                                     | Magnum Icc Finance BV                                                            | CUSIP: 000000000<br>LEI: 213800X8LUUE1AALCC25 | Long             | DBT              | CORP              | NL        |      175000 | PA      | $204787.37    | 0.00%             | 2037-11-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LINEAGE EUROPE FINCO BV                                   | Lineage Europe Finco BV                                                          | CUSIP: 000000000<br>LEI: 254900HAPZY8OK9NWE76 | Long             | DBT              |  | NL        |      100000 | PA      | $118202.90    | 0.00%             | 2031-11-26      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      700000 | PA      | $827252.60    | 0.01%             | 2032-11-26      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| MAGNUM ICC FINANCE BV                                     | Magnum Icc Finance BV                                                            | CUSIP: 000000000<br>LEI: 213800X8LUUE1AALCC25 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $236793.53    | 0.00%             | 2029-02-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $137884.17    | 0.00%             | 2032-07-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LAND BADEN-WUERTTEMBERG                                   | Land Baden-Wuerttemberg                                                          | CUSIP: 000000000<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |      700000 | PA      | $826372.90    | 0.01%             | 2032-11-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                                  | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $824783.00    | 0.01%             | 2033-11-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK GREECE SA                                   | National Bank of Greece SA                                                       | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | DBT              | CORP              | GR        |      200000 | PA      | $236437.23    | 0.00%             | 2032-11-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV                                         | CNH Industrial NV                                                                | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $352959.34    | 0.00%             | 2033-01-26      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      300000 | PA      | $354097.82    | 0.00%             | 2035-06-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DZ BANK AG                                                | DZ Bank AG Deutsche Zentral-Genossenschaftsbank Frankfurt Am Main                | CUSIP: 000000000<br>LEI: 529900HNOAA1KXQJUQ27 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $118203.97    | 0.00%             | 2031-11-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BANK POLSKA KASA OPIEKI                                   | Bank Polska Kasa Opieki SA                                                       | CUSIP: 000000000<br>LEI: 5493000LKS7B3UTF7H35 | Long             | DBT              | CORP              | PL        |      100000 | PA      | $119107.79    | 0.00%             | 2036-02-27      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| TABCORP FINANCE PTY LTD                                   | Tabcorp Finance Pty Ltd                                                          | CUSIP: 000000000<br>LEI: 213800DP7KVM374ANX97 | Long             | DBT              | CORP              | AU        |      600000 | PA      | $415468.49    | 0.00%             | 2031-05-28      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                                               | ING Bank NV                                                                      | CUSIP: 000000000<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $118714.29    | 0.00%             | 2028-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                  | United Overseas Bank Ltd                                                         | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |      600000 | PA      | $709534.70    | 0.01%             | 2030-12-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $237204.02    | 0.00%             | 2033-12-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SC FNCE I                                   | Thermo Fisher Scientific Finance I BV                                            | CUSIP: 000000000<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $237915.68    | 0.00%             | 2035-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $476008.94    | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORFINA LTD                                               | Norfina Ltd                                                                      | CUSIP: 000000000<br>LEI: JEBU6C6ITPD2YZ9N7F22 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $137185.11    | 0.00%             | 2030-12-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ACHMEA BANK NV                                            | Achmea Bank NV                                                                   | CUSIP: 000000000<br>LEI: 724500AH42V5X8BCPE49 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $117348.86    | 0.00%             | 2033-12-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                             | AIB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $118276.69    | 0.00%             | 2036-12-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      100000 | PA      | $117603.48    | 0.00%             | 2033-12-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTALE                                         | La Banque Postale SA                                                             | CUSIP: 000000000<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $236826.50    | 0.00%             | 2032-12-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $236586.31    | 0.00%             | 2031-07-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MBANK SA                                                  | mBank SA                                                                         | CUSIP: 000000000<br>LEI: 259400DZXF7UJKK2AY35 | Long             | DBT              | CORP              | PL        |      100000 | PA      | $118804.67    | 0.00%             | 2032-03-03      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| POSTE ITALIANE SPA                                        | Poste Italiane SpA                                                               | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | DBT              | CORP              | IT        |      700000 | PA      | $828892.84    | 0.01%             | 2030-12-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                     | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118097.21    | 0.00%             | 2030-07-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PRAEMIA HEALTHCARE SACA                                   | Praemia Healthcare SACA                                                          | CUSIP: 000000000<br>LEI: 96950067NFR9MWI0CJ45 | Long             | DBT              |  | FR        |      100000 | PA      | $118288.14    | 0.00%             | 2032-06-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                           | Japan Government Two Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   355050000 | PA      | $2285801.76   | 0.02%             | 2027-12-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PRAEMIA HEALTHCARE SACA                                   | Praemia Healthcare SACA                                                          | CUSIP: 000000000<br>LEI: 96950067NFR9MWI0CJ45 | Long             | DBT              |  | FR        |      100000 | PA      | $118288.14    | 0.00%             | 2032-06-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WPP FINANCE 2013                                          | WPP Finance 2013                                                                 | CUSIP: 000000000<br>LEI: 549300L84EKSLWWPGI24 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $234606.23    | 0.00%             | 2031-06-09      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $236736.16    | 0.00%             | 2031-03-11      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $136356.12    | 0.00%             | 2030-11-08      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MANPOWERGROUP                                             | ManpowerGroup Inc                                                                | CUSIP: 000000000<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | DBT              | CORP              | US        |      300000 | PA      | $355250.00    | 0.00%             | 2030-12-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                      | Volkswagen Bank GmbH                                                             | CUSIP: 000000000<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $238018.20    | 0.00%             | 2029-12-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $136353.09    | 0.00%             | 2031-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                      | Volkswagen Bank GmbH                                                             | CUSIP: 000000000<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $238949.74    | 0.00%             | 2032-12-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AUSGRID FINANCE PTY LTD                                   | Ausgrid Finance Pty Ltd                                                          | CUSIP: 000000000<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $279156.50    | 0.00%             | 2035-12-10      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $236613.88    | 0.00%             | 2031-02-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                             | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $133375.98    | 0.00%             | 2032-12-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1020350000 | PA      | $6527848.28   | 0.06%             | 2030-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      500000 | PA      | $596902.21    | 0.01%             | 2036-12-18      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                           | Japan Government Two Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  2000000000 | PA      | $12891836.78  | 0.11%             | 2028-01-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |     1121000 | PA      | $1331056.53   | 0.01%             | 2036-01-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      700000 | PA      | $834059.35    | 0.01%             | 2036-03-12      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                              | Amprion GmbH                                                                     | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $119492.71    | 0.00%             | 2038-01-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| L'OREAL SA                                                | L'Oreal SA                                                                       | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $236144.91    | 0.00%             | 2032-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                              | Amprion GmbH                                                                     | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $118813.69    | 0.00%             | 2031-01-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $238074.20    | 0.00%             | 2038-01-14      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $237518.32    | 0.00%             | 2031-01-14      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      175000 | PA      | $208993.38    | 0.00%             | 2038-03-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     2000000 | PA      | $2368466.57   | 0.02%             | 2036-04-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1188377.41   | 0.01%             | 2036-01-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       83000 | PA      | $99133.45     | 0.00%             | 2056-01-14      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      225000 | PA      | $267490.94    | 0.00%             | 2036-01-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $355591.10    | 0.00%             | 2030-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2000000 | PA      | $2361843.03   | 0.02%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1332000 | PA      | $1576615.58   | 0.01%             | 2036-02-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $355638.15    | 0.00%             | 2029-01-16      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $472859.94    | 0.00%             | 2036-01-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AYVENS SA                                                 | Ayvens SA                                                                        | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118412.51    | 0.00%             | 2030-04-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1225000 | PA      | $1444770.31   | 0.01%             | 2040-05-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $357477.01    | 0.00%             | 2034-04-20      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     2098000 | PA      | $2487072.03   | 0.02%             | 2029-07-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     1280000 | PA      | $1507572.29   | 0.01%             | 2036-06-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $474509.69    | 0.00%             | 2031-12-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |     2000000 | PA      | $2359833.36   | 0.02%             | 2036-01-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     2000000 | PA      | $2718243.04   | 0.02%             | 2031-07-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                   | Nykredit Realkredit A/S                                                          | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $237542.87    | 0.00%             | 2038-01-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMUNAUTE FRANCAISE BEL                                  | Communaute Francaise de Belgique                                                 | CUSIP: 000000000<br>LEI: 529900LT593XA93OL092 | Long             | DBT              | NUSS              | BE        |     1300000 | PA      | $1538129.81   | 0.01%             | 2041-06-22      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BERTELSMANN SE & CO KGAA                                  | Bertelsmann SE & Co KGaA                                                         | CUSIP: 000000000<br>LEI: 5299001BUUGXAREGE533 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $353806.66    | 0.00%             | 2034-07-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                  | Export Development Canada                                                        | CUSIP: 000000000<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |     2000000 | PA      | $2371261.41   | 0.02%             | 2031-01-28      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      225000 | PA      | $267937.33    | 0.00%             | 2032-01-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      325000 | PA      | $387698.80    | 0.00%             | 2037-01-23      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| WIRT & INFRA BK HESSEN                                    | Wirtschafts- und Infrastrukturbank Hessen                                        | CUSIP: 000000000<br>LEI: 529900ZA5USL8RSNOH78 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1183093.44   | 0.01%             | 2036-01-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                        | Cyprus Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      815000 | PA      | $966769.89    | 0.01%             | 2036-01-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAUSPAR.SCHWAEBISCH HALL                                  | Bausparkasse Schwaebisch Hall AG                                                 | CUSIP: 000000000<br>LEI: 529900JZXXU699FCKK89 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $470651.14    | 0.00%             | 2038-01-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CRELAN SA                                                 | Crelan SA                                                                        | CUSIP: 000000000<br>LEI: 549300DYPOFMXOR7XM56 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $237676.80    | 0.00%             | 2037-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                   | Imperial Brands Finance PLC                                                      | CUSIP: 000000000<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |      175000 | PA      | $206336.48    | 0.00%             | 2033-08-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |     1000000 | PA      | $1186968.65   | 0.01%             | 2036-02-04      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE KREDITBANK AG                                    | Deutsche Kreditbank AG                                                           | CUSIP: 000000000<br>LEI: 529900K16YGKC8BES892 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $830868.23    | 0.01%             | 2041-02-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATL GRID ELECT TRANS                                     | National Grid Electricity Transmission PLC                                       | CUSIP: 000000000<br>LEI: 5XJXCCYG4SDKFJ5WLB02 | Long             | DBT              | CORP              | GB        |      175000 | PA      | $207783.72    | 0.00%             | 2034-02-03      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      100000 | PA      | $118038.48    | 0.00%             | 2033-02-04      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      225000 | PA      | $266153.11    | 0.00%             | 2031-02-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      150000 | PA      | $176849.44    | 0.00%             | 2038-02-03      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      275000 | PA      | $324984.31    | 0.00%             | 2034-02-03      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     8891270 | PA      | $12083382.37  | 0.10%             | 2038-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    31250000 | PA      | $207583.83    | 0.00%             | 2034-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     5998000 | PA      | $8121707.34   | 0.07%             | 2035-03-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                      | Republic of Italy Government International Bond                                  | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      950000 | PA      | $1256363.36   | 0.01%             | 2034-07-31      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    32050000 | PA      | $214148.81    | 0.00%             | 2034-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $370254.90    | 0.00%             | 2054-10-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   450150000 | PA      | $3003670.29   | 0.03%             | 2034-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NETWORK RAIL INFRA FIN                                    | Network Rail Infrastructure Finance PLC                                          | CUSIP: 000000000<br>LEI: 213800H88F5EE4B1D697 | Long             | DBT              | CORP              | GB        |     1100000 | PA      | $1503723.62   | 0.01%             | 2035-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     7987000 | PA      | $10209846.15  | 0.09%             | 2037-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4340000 | PA      | $5658568.83   | 0.05%             | 2037-01-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     5454000 | PA      | $6099424.81   | 0.05%             | 2055-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6596000 | PA      | $7654163.27   | 0.07%             | 2055-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FRESHWATER FINANCE PLC                                    | Freshwater Finance PLC                                                           | CUSIP: 000000000<br>LEI: 5493004P1F1N0081ID73 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $128627.96    | 0.00%             | 2035-04-20      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    34550000 | PA      | $226086.20    | 0.00%             | 2035-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     6103000 | PA      | $7879405.95   | 0.07%             | 2037-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERALITAT DE CATALUNYA                                  | Autonomous Community of Catalonia                                                | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |      200000 | PA      | $245150.95    | 0.00%             | 2035-04-26      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      601000 | PA      | $767121.47    | 0.01%             | 2037-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMUNE DI MILANO                                          | City of Milan Italy                                                              | CUSIP: 000000000<br>LEI: 8156001967BDA37A6B23 | Long             | DBT              | NUSS              | IT        |      200000 | PA      | $242011.67    | 0.00%             | 2035-06-29      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    53250000 | PA      | $347800.02    | 0.00%             | 2035-06-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                       | General Electric Co                                                              | CUSIP: 000000000<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      250000 | PA      | $309707.03    | 0.00%             | 2035-09-19      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     6717000 | PA      | $8337636.67   | 0.07%             | 2037-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                                     | East Japan Railway Co                                                            | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |      400000 | PA      | $521273.03    | 0.00%             | 2036-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   155000000 | PA      | $1007301.23   | 0.01%             | 2035-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $378901.04    | 0.00%             | 2036-03-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     1969000 | PA      | $2515892.59   | 0.02%             | 2037-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ASPIRE DEFENCE FINANCE                                    | Aspire Defence Finance PLC                                                       | CUSIP: 000000000<br>LEI: 213800EQV9JHWCGV7H79 | Long             | DBT              | CORP              | GB        |      302844 | PA      | $396089.62    | 0.00%             | 2040-03-31      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3669400 | PA      | $4413613.07   | 0.04%             | 2046-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROGRAMA CEDULAS TDA FTA                                  | Programa Cedulas TDA Fondo de Titulizacion de Activos                            | CUSIP: 000000000<br>LEI: 959800B2SA7684UFA098 | Long             | DBT              | CORP              | ES        |     1400000 | PA      | $1770530.97   | 0.02%             | 2031-04-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6452020 | PA      | $8921596.78   | 0.08%             | 2027-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $448019.83    | 0.00%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   798600000 | PA      | $5259059.81   | 0.05%             | 2036-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                  | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |      250000 | PA      | $300193.33    | 0.00%             | 2026-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FRESHWATER FINANCE PLC                                    | Freshwater Finance PLC                                                           | CUSIP: 000000000<br>LEI: 5493004P1F1N0081ID73 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $121906.03    | 0.00%             | 2036-10-17      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    22000000 | PA      | $1361096.80   | 0.01%             | 2036-11-20      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    29900000 | PA      | $1424710.60   | 0.01%             | 2036-12-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    74228000 | PA      | $4263406.19   | 0.04%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL EURO FUNDING                                   | GE Capital European Funding Unlimited Co                                         | CUSIP: 000000000<br>LEI: YHZHHIVHTKEV7XROHS46 | Long             | DBT              | CORP              | IE        |       50000 | PA      | $60533.31     | 0.00%             | 2027-02-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1230000 | PA      | $988886.46    | 0.01%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      450000 | PA      | $623301.72    | 0.01%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   203900000 | PA      | $1331767.66   | 0.01%             | 2027-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   100000000 | PA      | $71307.36     | 0.00%             | 2027-03-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6864000 | PA      | $8784048.85   | 0.08%             | 2042-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   168400000 | PA      | $1088369.53   | 0.01%             | 2037-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PROGRAMA CEDULAS TDA FTA                                  | Programa Cedulas TDA Fondo de Titulizacion de Activos                            | CUSIP: 000000000<br>LEI: 959800B2SA7684UFA098 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $363140.28    | 0.00%             | 2027-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SKY LTD                                                   | Sky Ltd                                                                          | CUSIP: 000000000<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |      650000 | PA      | $910720.38    | 0.01%             | 2027-05-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                     | United Parcel Service Inc                                                        | CUSIP: 000000000<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |      200000 | PA      | $249478.51    | 0.00%             | 2050-02-12      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4077000 | PA      | $5526385.87   | 0.05%             | 2040-07-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                  | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $723691.22    | 0.01%             | 2037-06-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINANCIAL INC                                    | Sun Life Financial Inc                                                           | CUSIP: 866796AD7<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $77996.01     | 0.00%             | 2042-05-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1199500000 | PA      | $7878038.29   | 0.07%             | 2027-06-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN WATER SERVICES                                   | Southern Water Services Finance Ltd                                              | CUSIP: 000000000<br>LEI: 213800BTY35K1724Z452 | Long             | DBT              | CORP              | KY        |      136000 | PA      | $154903.24    | 0.00%             | 2056-09-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     3643000 | PA      | $1197777.67   | 0.01%             | 2026-10-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    12122000 | PA      | $17191401.20  | 0.15%             | 2030-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    49000000 | PA      | $317637.18    | 0.00%             | 2037-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5573000 | PA      | $7506714.27   | 0.07%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   136450000 | PA      | $753843.92    | 0.01%             | 2048-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   702300000 | PA      | $4613132.06   | 0.04%             | 2027-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 683234ZP6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1400000 | PA      | $1072747.08   | 0.01%             | 2039-06-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1822000 | PA      | $2523228.04   | 0.02%             | 2032-10-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                                       | Republic of Austria Government Bond                                              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     3140000 | PA      | $4056130.21   | 0.04%             | 2037-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     9125000 | PA      | $12016630.54  | 0.10%             | 2035-04-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     9896000 | PA      | $12090546.77  | 0.10%             | 2038-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     2117950 | PA      | $2749484.55   | 0.02%             | 2029-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                   | GlaxoSmithKline Capital PLC                                                      | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $516076.95    | 0.00%             | 2039-03-09      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   180150000 | PA      | $1187372.85   | 0.01%             | 2028-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      795000 | PA      | $1153474.10   | 0.01%             | 2028-04-10      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   411100000 | PA      | $2650636.13   | 0.02%             | 2038-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC                                                 | Aviva PLC                                                                        | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |      550000 | PA      | $800070.02    | 0.01%             | 2058-05-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     5126000 | PA      | $6078020.80   | 0.05%             | 2049-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     8629000 | PA      | $12114623.59  | 0.10%             | 2040-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                      | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      300000 | PA      | $441365.89    | 0.00%             | 2031-12-10      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      800000 | PA      | $1151384.83   | 0.01%             | 2028-09-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENTRICA PLC                                              | Centrica PLC                                                                     | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | DBT              | CORP              | GB        |      295000 | PA      | $447145.13    | 0.00%             | 2033-09-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      650000 | PA      | $949374.44    | 0.01%             | 2028-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   332450000 | PA      | $2104625.85   | 0.02%             | 2038-09-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                   | SSE PLC                                                                          | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |      280000 | PA      | $423825.03    | 0.00%             | 2028-11-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                                  | Denmark Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |    31027240 | PA      | $5805563.57   | 0.05%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIRCLE ANGLIA SOCIAL HOU                                  | Circle Anglia Social Housing PLC                                                 | CUSIP: 000000000<br>LEI: 213800LLT17R5JUEIB78 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $701092.07    | 0.01%             | 2038-11-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6059000 | PA      | $7771473.14   | 0.07%             | 2039-09-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                      | EnBW International Finance BV                                                    | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |      880000 | PA      | $1274833.11   | 0.01%             | 2039-07-07      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   430900000 | PA      | $2825804.97   | 0.02%             | 2029-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $373693.64    | 0.00%             | 2050-11-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| THFC FUNDING NO 2 PLC                                     | THFC Funding No 2 PLC                                                            | CUSIP: 000000000<br>LEI: 2138009P1ZT8JPYGUB82 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $510310.11    | 0.00%             | 2039-07-08      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   116250000 | PA      | $595935.79    | 0.01%             | 2050-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| TESCO PROPERTY FIN 3 PLC                                  | Tesco Property Finance 3 PLC                                                     | CUSIP: 000000000<br>LEI: 213800HCQGDQGFP75D78 | Long             | ABS-CBDO         | CORP              | GB        |      680173 | PA      | $939880.90    | 0.01%             | 2040-04-13      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| VATTENFALL AB                                             | Vattenfall AB                                                                    | CUSIP: 000000000<br>LEI: 549300T5RZ1HA5HZ3109 | Long             | DBT              | CORP              | SE        |      610000 | PA      | $925637.96    | 0.01%             | 2039-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $562825.14    | 0.00%             | 2050-09-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1492450000 | PA      | $9272544.02   | 0.08%             | 2039-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZEK5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $709024.15    | 0.01%             | 2043-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   161850000 | PA      | $1068175.09   | 0.01%             | 2029-06-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      400000 | PA      | $636959.31    | 0.01%             | 2039-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   517700000 | PA      | $3414754.69   | 0.03%             | 2029-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     6361000 | PA      | $8566771.74   | 0.07%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                        | Koninklijke KPN NV                                                               | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |      295000 | PA      | $421349.45    | 0.00%             | 2029-09-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    53797000 | PA      | $2945001.14   | 0.03%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                  | Canadian Pacific Railway Co                                                      | CUSIP: 13644ZAX5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $86075.88     | 0.00%             | 2039-11-17      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                      | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      800000 | PA      | $1077937.72   | 0.01%             | 2041-05-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                             | Walmart, Inc.                                                                    | CUSIP: 000000000<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      600000 | PA      | $768646.27    | 0.01%             | 2029-09-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      830000 | PA      | $1115866.94   | 0.01%             | 2040-09-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     6057000 | PA      | $8044914.79   | 0.07%             | 2041-07-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   460300000 | PA      | $3038545.50   | 0.03%             | 2029-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     6284000 | PA      | $7841257.68   | 0.07%             | 2042-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  9000000000 | PA      | $548027.68    | 0.00%             | 2026-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                     | Time Warner Cable LLC                                                            | CUSIP: 88732JAZ1<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      350000 | PA      | $484891.10    | 0.00%             | 2031-06-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      360000 | PA      | $415896.04    | 0.00%             | 2060-03-25      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   804300000 | PA      | $4204136.96   | 0.04%             | 2049-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   544650000 | PA      | $3317822.23   | 0.03%             | 2039-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $128853.45    | 0.00%             | 2060-08-03      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $569432.97    | 0.00%             | 2034-06-02      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      350000 | PA      | $466070.19    | 0.00%             | 2041-05-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                | Pfizer Inc                                                                       | CUSIP: 000000000<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      300000 | PA      | $450329.50    | 0.00%             | 2038-06-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    10695000 | PA      | $14700618.32  | 0.13%             | 2034-09-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   205000000 | PA      | $1352568.87   | 0.01%             | 2030-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6725000 | PA      | $7397540.21   | 0.06%             | 2060-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEGON LTD                                                 | Aegon Ltd                                                                        | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |      100000 | PA      | $148273.58    | 0.00%             | 2039-12-16      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZEF6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $782580.20    | 0.01%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1929500000 | PA      | $12734978.40  | 0.11%             | 2029-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1550000 | PA      | $1859353.61   | 0.02%             | 2042-04-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                      | BAT International Finance PLC                                                    | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $999735.10    | 0.01%             | 2034-11-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $480917.08    | 0.00%             | 2040-11-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     2000000 | PA      | $74220.53     | 0.00%             | 2041-06-14      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                 | Deutsche Telekom International Finance BV                                        | CUSIP: 000000000<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |       50000 | PA      | $64232.85     | 0.00%             | 2030-10-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LONDON & QUADRANT HOUSIN                                  | London & Quadrant Housing Trust                                                  | CUSIP: 000000000<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $329751.64    | 0.00%             | 2040-01-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      240000 | PA      | $334110.43    | 0.00%             | 2029-06-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1341000 | PA      | $1618742.34   | 0.01%             | 2026-07-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   446300000 | PA      | $2650456.92   | 0.02%             | 2041-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  6159400000 | PA      | $4603991.25   | 0.04%             | 2029-12-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                   | America Movil SAB de CV                                                          | CUSIP: 000000000<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      520000 | PA      | $742159.01    | 0.01%             | 2030-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    31080000 | PA      | $1102917.84   | 0.01%             | 2031-06-20      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      850000 | PA      | $225767.59    | 0.00%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    12868000 | PA      | $16353422.91  | 0.14%             | 2041-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $527071.39    | 0.00%             | 2037-03-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                               | Equinor ASA                                                                      | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      600000 | PA      | $907076.97    | 0.01%             | 2031-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                      | E.ON International Finance BV                                                    | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $557517.10    | 0.00%             | 2039-07-06      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      820000 | PA      | $1035337.50   | 0.01%             | 2037-06-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6862000 | PA      | $8688870.47   | 0.08%             | 2040-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     1050000 | PA      | $1329617.63   | 0.01%             | 2030-04-26      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SANCTUARY CAPITAL PLC                                     | Sanctuary Capital PLC                                                            | CUSIP: 000000000<br>LEI: 213800A6T7362M7XHO44 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $300204.77    | 0.00%             | 2039-03-23      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                               | Walmart Inc                                                                      | CUSIP: 000000000<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      550000 | PA      | $801480.99    | 0.01%             | 2034-03-27      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1299000 | PA      | $1635437.19   | 0.01%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   853400000 | PA      | $5634494.87   | 0.05%             | 2030-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $379576.96    | 0.00%             | 2041-10-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                        | Koninklijke KPN NV                                                               | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $413885.88    | 0.00%             | 2026-11-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                       | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      518000 | PA      | $753013.65    | 0.01%             | 2028-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                     | Time Warner Cable LLC                                                            | CUSIP: 000000000<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      200000 | PA      | $230537.42    | 0.00%             | 2042-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRANSPORT FOR LONDON                                      | Transport for London                                                             | CUSIP: 000000000<br>LEI: 213800FGQ9DJHGRLQZ89 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $389032.22    | 0.00%             | 2042-07-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $614015.24    | 0.01%             | 2032-04-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $591999.52    | 0.01%             | 2038-04-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      250000 | PA      | $300364.80    | 0.00%             | 2028-04-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BROADGATE FINANCING PLC                                   | Broadgate Financing PLC                                                          | CUSIP: 000000000<br>LEI: 213800FFPA11956QDF26 | Long             | ABS-CBDO         | CORP              | GB        |      105416 | PA      | $141079.70    | 0.00%             | 2033-04-05      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     4908000 | PA      | $5224257.39   | 0.05%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CAMBRIDGE                                   | Chancellor Masters & Scholars of The University of Cambridge/The                 | CUSIP: 000000000<br>LEI: 549300BHKNQHVK7MQW57 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $310714.55    | 0.00%             | 2052-10-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                                        | Sweden Government Bond                                                           | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    14130000 | PA      | $1685661.57   | 0.01%             | 2039-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                 | Amgen Inc                                                                        | CUSIP: 000000000<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      450000 | PA      | $609510.76    | 0.01%             | 2029-09-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZER0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $126008.89    | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1400000 | PA      | $1669836.87   | 0.01%             | 2027-11-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     4693000 | PA      | $5346817.75   | 0.05%             | 2034-05-23      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                | AT&T, Inc.                                                                       | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      500000 | PA      | $597624.46    | 0.01%             | 2032-12-17      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68323ACC6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1650000 | PA      | $1049636.69   | 0.01%             | 2045-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $463898.93    | 0.00%             | 2033-03-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TESCO PROPERTY FIN 6 PLC                                  | Tesco Property Finance 6 PLC                                                     | CUSIP: 000000000<br>LEI: 213800FORYFOB97FHO66 | Long             | ABS-CBDO         | CORP              | GB        |       84397 | PA      | $112566.46    | 0.00%             | 2044-07-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     2210000 | PA      | $1910846.18   | 0.02%             | 2033-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE PARIS SA                                     | Aeroports de Paris SA                                                            | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1310590.21   | 0.01%             | 2028-06-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                                    | CEZ AS                                                                           | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |      750000 | PA      | $895774.03    | 0.01%             | 2028-06-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     7284340 | PA      | $7088215.90   | 0.06%             | 2068-07-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     6767000 | PA      | $8633844.89   | 0.07%             | 2028-10-31      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                   | America Movil SAB de CV                                                          | CUSIP: 000000000<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $270877.26    | 0.00%             | 2033-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                    | TotalEnergies Capital International SA                                           | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $907055.27    | 0.01%             | 2028-07-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |       80000 | PA      | $65431.65     | 0.00%             | 2042-07-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      860000 | PA      | $909014.84    | 0.01%             | 2033-04-04      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NATURGY FIN IBERIA SA                                     | Naturgy Finance Iberia SA                                                        | CUSIP: 000000000<br>LEI: 2138005FTXOJUBQ5J563 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $236538.86    | 0.00%             | 2026-04-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    16990000 | PA      | $16263522.65  | 0.14%             | 2036-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     4900000 | PA      | $5953831.74   | 0.05%             | 2027-04-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    15048000 | PA      | $9538342.89   | 0.08%             | 2057-07-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WESTFIELD AMERICA MANAGE                                  | Westfield America Management Ltd                                                 | CUSIP: 000000000<br>LEI: 875500W7WGQNQWSP6E89 | Long             | DBT              |  | AU        |      200000 | PA      | $258055.74    | 0.00%             | 2029-03-30      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      350000 | PA      | $339651.54    | 0.00%             | 2037-11-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     4828000 | PA      | $1508628.63   | 0.01%             | 2028-09-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     2750000 | PA      | $3409602.09   | 0.03%             | 2037-01-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     5000000 | PA      | $6243912.46   | 0.05%             | 2033-01-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     1590000 | PA      | $1966078.21   | 0.02%             | 2042-01-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAA5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $279777.02    | 0.00%             | 2049-06-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3180000 | PA      | $3368736.93   | 0.03%             | 2036-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    14235000 | PA      | $16548418.46  | 0.14%             | 2028-07-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |     1210000 | PA      | $1074685.08   | 0.01%             | 2046-11-02      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY LUXEMBOURG                                    | State of the Grand-Duchy of Luxembourg                                           | CUSIP: 000000000<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | NUSS              | LU        |      853000 | PA      | $997127.93    | 0.01%             | 2027-02-01      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      150000 | PA      | $171922.95    | 0.00%             | 2028-07-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $270001.88    | 0.00%             | 2068-07-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1290000 | PA      | $1504203.75   | 0.01%             | 2027-05-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5952000 | PA      | $5072881.87   | 0.04%             | 2067-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     1210000 | PA      | $1241603.71   | 0.01%             | 2033-01-12      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $690218.61    | 0.01%             | 2028-05-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3332420000 | PA      | $1805571.92   | 0.02%             | 2047-03-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                           | Citigroup, Inc.                                                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      950000 | PA      | $1091458.68   | 0.01%             | 2028-10-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      950000 | PA      | $926329.55    | 0.01%             | 2036-09-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2048000 | PA      | $1435002.06   | 0.01%             | 2066-06-22      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  7934400000 | PA      | $5457544.52   | 0.05%             | 2027-06-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1422000 | PA      | $1123432.89   | 0.01%             | 2047-05-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      150000 | PA      | $136995.55    | 0.00%             | 2036-10-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                 | Gecina SA                                                                        | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              |  | FR        |      100000 | PA      | $113509.75    | 0.00%             | 2029-01-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                   | BASF SE                                                                          | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |      160000 | PA      | $169399.26    | 0.00%             | 2031-10-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      800000 | PA      | $936069.38    | 0.01%             | 2027-02-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    14007000 | PA      | $1422353.64   | 0.01%             | 2027-02-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                               | Bouygues SA                                                                      | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1287393.06   | 0.01%             | 2027-06-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |     1750000 | PA      | $2033334.68   | 0.02%             | 2027-06-19      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                       | American International Group Inc                                                 | CUSIP: 000000000<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      250000 | PA      | $294009.31    | 0.00%             | 2027-06-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NOVARTIS FINANCE SA                                       | Novartis Finance SA                                                              | CUSIP: 000000000<br>LEI: 549300J537IQK62XT333 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $293383.83    | 0.00%             | 2038-08-14      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NOVARTIS FINANCE SA                                       | Novartis Finance SA                                                              | CUSIP: 000000000<br>LEI: 549300J537IQK62XT333 | Long             | DBT              | CORP              | LU        |      820000 | PA      | $921884.54    | 0.01%             | 2030-08-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     3640000 | PA      | $3909313.35   | 0.03%             | 2032-04-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MAPFRE SA                                                 | Mapfre SA                                                                        | CUSIP: 000000000<br>LEI: 95980020140005693107 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $482536.08    | 0.00%             | 2047-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      255000 | PA      | $300609.06    | 0.00%             | 2026-10-31      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1300000 | PA      | $1501812.19   | 0.01%             | 2027-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                   | GlaxoSmithKline Capital PLC                                                      | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $470573.58    | 0.00%             | 2026-09-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                          | Deutsche Bahn AG                                                                 | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |      370000 | PA      | $396795.50    | 0.00%             | 2031-07-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      247000 | PA      | $292007.24    | 0.00%             | 2026-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6809674 | PA      | $4862620.31   | 0.04%             | 2047-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TENNET NET BV                                             | Tennet Netherlands BV                                                            | CUSIP: 000000000<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |      900000 | PA      | $988445.14    | 0.01%             | 2034-06-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |     1370000 | PA      | $1585491.29   | 0.01%             | 2032-03-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |     1370000 | PA      | $1502614.73   | 0.01%             | 2036-03-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EVONIK INDUSTRIES AG                                      | Evonik Industries AG                                                             | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | DBT              | CORP              | DE        |       50000 | PA      | $56702.51     | 0.00%             | 2028-09-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   592600000 | PA      | $3112638.78   | 0.03%             | 2037-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                  | Deutsche Telekom International Finance BV                                        | CUSIP: 000000000<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      289000 | PA      | $374704.84    | 0.00%             | 2029-04-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     3480000 | PA      | $2728175.57   | 0.02%             | 2053-07-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   515700000 | PA      | $1622613.03   | 0.01%             | 2058-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      600000 | PA      | $693925.00    | 0.01%             | 2028-03-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |     1740000 | PA      | $2020333.78   | 0.02%             | 2028-03-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   158400000 | PA      | $23443369.15  | 0.20%             | 2027-04-10      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $328555.65    | 0.00%             | 2032-07-14      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| UNILEVER FINANCE                                          | Unilever Finance Netherlands BV                                                  | CUSIP: 000000000<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $292488.62    | 0.00%             | 2027-02-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      460000 | PA      | $488323.56    | 0.00%             | 2031-07-21      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      480000 | PA      | $570795.93    | 0.00%             | 2026-10-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      681000 | PA      | $785914.11    | 0.01%             | 2028-05-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $236377.67    | 0.00%             | 2026-04-17      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CRELAN HOME LOAN SCF                                      | Crelan Home Loan SCF                                                             | CUSIP: 000000000<br>LEI: CVRWQDHDBEPUUVU2FD09 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $313784.54    | 0.00%             | 2033-04-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    13400000 | PA      | $17717166.35  | 0.15%             | 2027-07-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                         | Council Of Europe Development Bank                                               | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $230377.24    | 0.00%             | 2028-01-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $595436.44    | 0.01%             | 2047-07-06      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                                    | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |      100000 | PA      | $107027.34    | 0.00%             | 2033-02-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LONDON & QUADRANT HOUSIN                                  | London & Quadrant Housing Trust                                                  | CUSIP: 000000000<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $263600.36    | 0.00%             | 2028-02-28      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CAISSE NAT REASSURANCE                                    | Caisse Nationale de Reassurance Mutuelle Agricole Groupama                       | CUSIP: 000000000<br>LEI: 969500P4HYOPYINEPE06 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $488618.27    | 0.00%             | 2027-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051DY0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1200000 | PA      | $689978.37    | 0.01%             | 2048-12-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     3061000 | PA      | $3515668.44   | 0.03%             | 2045-06-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |    10000000 | PA      | $1113447.62   | 0.01%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    13000000 | PA      | $3374924.46   | 0.03%             | 2029-08-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $467153.73    | 0.00%             | 2028-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PENSION INSURANCE                                         | Pension Insurance Corp PLC                                                       | CUSIP: 000000000<br>LEI: M31AVDIX8NY21MAUQF46 | Long             | DBT              | CORP              | GB        |      863000 | PA      | $1197223.43   | 0.01%             | 2030-09-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ISS GLOBAL A/S                                            | ISS Global A/S                                                                   | CUSIP: 000000000<br>LEI: 213800W6DPUGWBGTD766 | Long             | DBT              | CORP              | DK        |      350000 | PA      | $408235.45    | 0.00%             | 2027-08-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      700000 | PA      | $815973.15    | 0.01%             | 2027-02-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      210000 | PA      | $209709.57    | 0.00%             | 2037-03-09      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LAND SECURITIES CM PLC                                    | Land Securities Capital Markets PLC                                              | CUSIP: 000000000<br>LEI: 213800ZNMO2OSVLXAK89 | Long             | DBT              |  | GB        |      340000 | PA      | $354196.54    | 0.00%             | 2037-09-22      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| IGNITIS GRUPE AB                                          | Ignitis Grupe AB                                                                 | CUSIP: 000000000<br>LEI: 5493005RZJHJT5PNHY10 | Long             | DBT              | CORP              | LT        |      200000 | PA      | $234712.43    | 0.00%             | 2027-07-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      300000 | PA      | $243073.49    | 0.00%             | 2056-02-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                  | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |      235000 | PA      | $275630.36    | 0.00%             | 2028-04-30      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      550000 | PA      | $642085.43    | 0.01%             | 2027-05-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      500000 | PA      | $456264.85    | 0.00%             | 2040-09-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      350000 | PA      | $278705.37    | 0.00%             | 2048-01-29      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    18239000 | PA      | $20700110.62  | 0.18%             | 2028-11-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                  | Generali                                                                         | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $242384.32    | 0.00%             | 2047-12-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REGIE AUTONOME DES TRANS                                  | Regie Autonome des Transports Parisiens EPIC                                     | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $465529.41    | 0.00%             | 2027-05-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $539038.74    | 0.00%             | 2032-06-29      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   472650000 | PA      | $1865570.38   | 0.02%             | 2047-12-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| WALES & WEST UTL FIN PLC                                  | Wales & West Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800PMB3SYMEH5NH78 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $208348.91    | 0.00%             | 2038-08-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2411000 | PA      | $2319312.43   | 0.02%             | 2037-06-22      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   674900000 | PA      | $3415195.56   | 0.03%             | 2038-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                   | APRR SA                                                                          | CUSIP: 000000000<br>LEI: 9695002SV2VP9CU42826 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $326833.34    | 0.00%             | 2032-01-13      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| FCC AQUALIA SA                                            | FCC Aqualia SA                                                                   | CUSIP: 000000000<br>LEI: 959800BYDMFZGPTXHN28 | Long             | DBT              | CORP              | ES        |      350000 | PA      | $415312.19    | 0.00%             | 2027-06-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                               | GlaxoSmithKline Capital PLC                                                      | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |      850000 | PA      | $963116.21    | 0.01%             | 2029-09-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ASSURA FIN PLC                                            | Assura Financing PLC                                                             | CUSIP: 000000000<br>LEI: 549300YH2O3CNDZSO632 | Long             | DBT              |  | GB        |      550000 | PA      | $722727.30    | 0.01%             | 2028-07-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                     | United Parcel Service Inc                                                        | CUSIP: 000000000<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |      300000 | PA      | $320724.95    | 0.00%             | 2032-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $229340.51    | 0.00%             | 2028-10-25      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      450000 | PA      | $506527.99    | 0.00%             | 2036-10-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POST HOME LOAN                                  | La Banque Postale Home Loan SFH SA                                               | CUSIP: 000000000<br>LEI: 969500D5PFMTWUYSUF61 | Long             | DBT              | CORP              | FR        |      150000 | PA      | $173895.94    | 0.00%             | 2027-06-23      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $230847.15    | 0.00%             | 2027-11-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TERNA RETE ELETTRICA                                      | Terna - Rete Elettrica Nazionale                                                 | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |     1250000 | PA      | $1460419.85   | 0.01%             | 2027-07-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      199000 | PA      | $230001.58    | 0.00%             | 2027-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CTE CO TRANSP ELEC                                        | Coentreprise de Transport d'Electricite SA                                       | CUSIP: 000000000<br>LEI: 969500BH61SHYYBTJQ29 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1035276.71   | 0.01%             | 2028-07-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1300000 | PA      | $1560218.83   | 0.01%             | 2033-10-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      850000 | PA      | $1010035.34   | 0.01%             | 2049-05-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   632250000 | PA      | $2500202.23   | 0.02%             | 2048-09-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| IREN SPA                                                  | Iren SpA                                                                         | CUSIP: 000000000<br>LEI: 8156001EBD33FD474E60 | Long             | DBT              | CORP              | IT        |      850000 | PA      | $991464.96    | 0.01%             | 2027-10-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GECINA                                                    | Gecina SA                                                                        | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              |  | FR        |      600000 | PA      | $701867.04    | 0.01%             | 2027-06-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      700000 | PA      | $808481.19    | 0.01%             | 2027-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT HAMBURG                                  | Free and Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $94471.61     | 0.00%             | 2038-11-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     4489000 | PA      | $2369727.70   | 0.02%             | 2041-05-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PEABODY CAPITAL NO TWO                                    | Peabody Capital No 2 Plc                                                         | CUSIP: 000000000<br>LEI: 213800K1DLWVMZFBYD79 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $307118.68    | 0.00%             | 2048-09-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HEIDELBERG MATERIALS FIN                                  | Heidelberg Materials Finance Luxembourg SA                                       | CUSIP: 000000000<br>LEI: 529900RYHTCF5X9DD509 | Long             | DBT              | CORP              | LU        |      585000 | PA      | $685577.47    | 0.01%             | 2027-06-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COVIVIO                                                   | Covivio SA/France                                                                | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | DBT              |  | FR        |      600000 | PA      | $700922.18    | 0.01%             | 2027-06-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     5942000 | PA      | $3973842.73   | 0.03%             | 2029-08-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     2251000 | PA      | $2591008.58   | 0.02%             | 2028-01-07      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $461810.48    | 0.00%             | 2027-10-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1131500000 | PA      | $684187.48    | 0.01%             | 2037-09-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BRAMBLES FINANCE PLC                                      | Brambles Finance PLC                                                             | CUSIP: 000000000<br>LEI: 213800MBRRUVQIONAN53 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $408220.45    | 0.00%             | 2027-10-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    20361000 | PA      | $23332489.89  | 0.20%             | 2028-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                     | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $701827.22    | 0.01%             | 2027-06-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     4960000 | PA      | $5690056.86   | 0.05%             | 2028-06-22      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      350000 | PA      | $458942.57    | 0.00%             | 2029-07-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     9093000 | PA      | $10426612.73  | 0.09%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   308710000 | PA      | $654694.00    | 0.01%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     8420000 | PA      | $4582913.60   | 0.04%             | 2071-10-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $232338.62    | 0.00%             | 2027-06-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ARGENTUM (GIVAUDAN)                                       | Argentum Netherlands BV for Givaudan SA                                          | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $567422.71    | 0.00%             | 2030-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $213206.71    | 0.00%             | 2037-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA DI CRED FIN                                    | Mediobanca Banca di Credito Finanziario SpA                                      | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | DBT              | CORP              | IT        |      600000 | PA      | $676946.33    | 0.01%             | 2029-11-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1854250000 | PA      | $11694818.85  | 0.10%             | 2028-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     5383000 | PA      | $7530028.67   | 0.07%             | 2044-10-31      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $461831.29    | 0.00%             | 2028-01-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     2071000 | PA      | $2456434.43   | 0.02%             | 2028-10-17      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2854000 | PA      | $3147859.60   | 0.03%             | 2038-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |     1300000 | PA      | $1495770.36   | 0.01%             | 2028-01-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1180000 | PA      | $924286.40    | 0.01%             | 2048-10-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REN FINANCE BV                                            | Ren Finance BV                                                                   | CUSIP: 000000000<br>LEI: 54930019D5P01WQQZF17 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $116856.74    | 0.00%             | 2028-01-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                   | EXOR NV                                                                          | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | DBT              | CORP              | NL        |      450000 | PA      | $525657.55    | 0.00%             | 2028-01-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1931450000 | PA      | $12138731.68  | 0.11%             | 2028-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| VESTEDA FINANCE BV                                        | Vesteda Finance BV                                                               | CUSIP: 000000000<br>LEI: 72450072M9HBDGD2GH67 | Long             | DBT              | CORP              | NL        |      450000 | PA      | $532567.89    | 0.00%             | 2026-07-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    10520000 | PA      | $13641493.49  | 0.12%             | 2028-10-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     5049000 | PA      | $4899709.26   | 0.04%             | 2048-10-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| INDIGO GROUP SAS                                          | Indigo Group SAS                                                                 | CUSIP: 000000000<br>LEI: 213800H5J9NKEXSUQX44 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $116034.76    | 0.00%             | 2028-04-19      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ABBOTT IRELAND FINANCING                                  | Abbott Ireland Financing DAC                                                     | CUSIP: 000000000<br>LEI: 54930021QV18ZVZQDE71 | Long             | DBT              | CORP              | IE        |      500000 | PA      | $589887.00    | 0.01%             | 2026-09-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                           | JAB Holdings BV                                                                  | CUSIP: 000000000<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $702629.99    | 0.01%             | 2029-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $577545.82    | 0.01%             | 2028-06-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1812330000 | PA      | $1100357.29   | 0.01%             | 2038-09-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     3630000 | PA      | $2986305.92   | 0.03%             | 2040-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $669818.25    | 0.01%             | 2029-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   600600000 | PA      | $2351957.52   | 0.02%             | 2048-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $417157.45    | 0.00%             | 2033-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $569110.69    | 0.00%             | 2028-09-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SAMPO OYJ                                                 | Sampo Oyj                                                                        | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | DBT              | CORP              | FI        |      110000 | PA      | $130640.54    | 0.00%             | 2049-05-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   308100000 | PA      | $1164605.76   | 0.01%             | 2048-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $208187.91    | 0.00%             | 2033-09-12      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   315000000 | PA      | $388671.61    | 0.00%             | 2043-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $467992.85    | 0.00%             | 2038-06-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1180000 | PA      | $1364064.75   | 0.01%             | 2028-02-14      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                             | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $347116.55    | 0.00%             | 2028-01-31      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |     1540000 | PA      | $1758765.33   | 0.02%             | 2028-09-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      340000 | PA      | $395569.08    | 0.00%             | 2027-09-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CIE GENERALE DES ESTABLI                                  | Cie Generale des Etablissements Michelin SCA                                     | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $313620.15    | 0.00%             | 2038-09-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $108732.78    | 0.00%             | 2030-01-23      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      700000 | PA      | $745352.74    | 0.01%             | 2033-05-23      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                        | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $344491.00    | 0.00%             | 2028-06-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                             | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $231411.03    | 0.00%             | 2028-01-31      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| WELLCOME TRUST LTD/THE                                    | Wellcome Trust Ltd/The                                                           | CUSIP: 000000000<br>LEI: 549300YQJTZ9YPHW5V73 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $93960.33     | 0.00%             | 2118-02-07      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                   | Shell International Finance BV                                                   | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      949000 | PA      | $1082600.89   | 0.01%             | 2027-11-08      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ARKEA PUBLIC SECTOR SCF                                   | Arkea Public Sector SCF SA                                                       | CUSIP: 000000000<br>LEI: 9695002BGH4R9KJFC936 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $428656.28    | 0.00%             | 2030-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     2820000 | PA      | $281208.89    | 0.00%             | 2028-04-26      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                 | Apple Inc                                                                        | CUSIP: 000000000<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      300000 | PA      | $313272.87    | 0.00%             | 2031-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AUTOROUTES DU SUD DE LA                                   | Autoroutes du Sud de la France SA                                                | CUSIP: 000000000<br>LEI: 213800U12KWYZEECZ934 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $461809.32    | 0.00%             | 2028-06-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      750000 | PA      | $806533.05    | 0.01%             | 2033-03-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN LB STEIERMARK                                  | Raiffeisen-Landesbank Steiermark AG                                              | CUSIP: 000000000<br>LEI: 529900UNUKYZ9HND3309 | Long             | DBT              | CORP              | AT        |      100000 | PA      | $104967.60    | 0.00%             | 2033-05-11      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LAND SECURITIES CM PLC                                    | Land Securities Capital Markets PLC                                              | CUSIP: 000000000<br>LEI: 213800ZNMO2OSVLXAK89 | Long             | DBT              |  | GB        |      100000 | PA      | $133930.11    | 0.00%             | 2027-03-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     1200000 | PA      | $1379939.78   | 0.01%             | 2028-08-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $1033121.90   | 0.01%             | 2034-08-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PGL1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $367618.73    | 0.00%             | 2028-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    11279000 | PA      | $13014136.62  | 0.11%             | 2029-04-30      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| DEUT APOTHEKE AERZTEBANK                                  | Deutsche Apotheker-und Aerztebank eG                                             | CUSIP: 000000000<br>LEI: 5299007S3UH5RKUYDA52 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $341555.78    | 0.00%             | 2028-07-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CIE GENERALE DES ESTABLI                                  | Cie Generale des Etablissements Michelin SCA                                     | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $451023.06    | 0.00%             | 2030-09-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      848000 | PA      | $961732.07    | 0.01%             | 2028-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1000000000 | PA      | $678889.81    | 0.01%             | 2028-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CNP ASSURANCES SA                                         | CNP Assurances SA                                                                | CUSIP: 000000000<br>LEI: 969500QKVPV2H8UXM738 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1060716.99   | 0.01%             | 2029-02-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DIGITAL STOUT HOLDING LL                                  | Digital Stout Holding LLC                                                        | CUSIP: 000000000<br>LEI: 549300N335X1857YDM81 | Long             | DBT              |  | US        |      200000 | PA      | $261119.56    | 0.00%             | 2030-10-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     3320000 | PA      | $2188082.06   | 0.02%             | 2029-03-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CLOVERIE PLC ZURICH INS                                   | Cloverie PLC for Zurich Insurance Co Ltd                                         | CUSIP: 000000000<br>LEI: 5493002N598MXOKUEF55 | Long             | DBT              | CORP              | IE        |      250000 | PA      | $287817.43    | 0.00%             | 2028-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      180000 | PA      | $215864.62    | 0.00%             | 2029-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $216816.57    | 0.00%             | 2029-09-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   839350000 | PA      | $4328351.58   | 0.04%             | 2038-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| M&G PLC                                                   | M&G PLC                                                                          | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | DBT              | CORP              | GB        |      235000 | PA      | $324432.06    | 0.00%             | 2051-10-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $421501.05    | 0.00%             | 2029-10-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |     1240000 | PA      | $1429417.27   | 0.01%             | 2029-03-14      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     9140000 | PA      | $1721084.49   | 0.01%             | 2048-10-22      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE PARIS SA                                     | Aeroports de Paris SA                                                            | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $293857.20    | 0.00%             | 2038-10-11      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC                                                 | Aviva PLC                                                                        | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |      366000 | PA      | $429551.67    | 0.00%             | 2027-11-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LEGAL & GENERAL GROUP                                     | Legal & General Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |      650000 | PA      | $897122.18    | 0.01%             | 2048-11-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   495400000 | PA      | $2463329.92   | 0.02%             | 2038-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                                    | Blackstone Property Partners Europe Holdings Sarl                                | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |      250000 | PA      | $285554.61    | 0.00%             | 2029-03-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                           | Microsoft Corp.                                                                  | CUSIP: 000000000<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      300000 | PA      | $361915.74    | 0.00%             | 2028-12-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    17120000 | PA      | $694654.44    | 0.01%             | 2044-06-29      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| ASTER TREASURY PLC                                        | Aster Treasury Plc                                                               | CUSIP: 000000000<br>LEI: 213800P9VSYTW2S14R80 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $173571.90    | 0.00%             | 2043-12-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      640000 | PA      | $517688.57    | 0.00%             | 2042-11-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $175308.09    | 0.00%             | 2039-04-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                   | Yorkshire Water Finance PLC                                                      | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |      550000 | PA      | $488813.85    | 0.00%             | 2041-04-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    44000000 | PA      | $6711834.53   | 0.06%             | 2029-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      250000 | PA      | $198137.21    | 0.00%             | 2049-03-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $208723.45    | 0.00%             | 2049-09-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $450813.28    | 0.00%             | 2029-01-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1160000 | PA      | $1310339.33   | 0.01%             | 2029-01-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    13599000 | PA      | $16206190.63  | 0.14%             | 2035-03-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                             | PepsiCo, Inc.                                                                    | CUSIP: 000000000<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      500000 | PA      | $543319.55    | 0.00%             | 2031-03-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Autoroutes du Sud de la France SA                         | Autoroutes du Sud de la France SA                                                | CUSIP: 000000000<br>LEI: 213800U12KWYZEECZ934 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1096903.90   | 0.01%             | 2031-02-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CIE DE SAINT-GOBAIN SA                                    | Cie de Saint-Gobain SA                                                           | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $112127.11    | 0.00%             | 2031-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $379270.31    | 0.00%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                                               | ING Bank NV                                                                      | CUSIP: 000000000<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |     1600000 | PA      | $1805506.73   | 0.02%             | 2029-02-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ARGENTUM (ZURICH INS)                                     | Argentum Netherlands BV for Zurich Insurance Co Ltd                              | CUSIP: 000000000<br>LEI: 50ZCTKCMUDIABGHX3R52 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $117430.46    | 0.00%             | 2049-02-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VINCI SA                                                  | Vinci SA                                                                         | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1152910.05   | 0.01%             | 2029-01-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| TENNET NET BV                                             | Tennet Netherlands BV                                                            | CUSIP: 000000000<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |      944000 | PA      | $892371.36    | 0.01%             | 2039-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON                                    | Credit Agricole SA/London                                                        | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $672852.82    | 0.01%             | 2029-07-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE KREDITBANK AG                                    | Deutsche Kreditbank AG                                                           | CUSIP: 000000000<br>LEI: 529900K16YGKC8BES892 | Long             | DBT              | CORP              | DE        |      870000 | PA      | $939830.68    | 0.01%             | 2029-11-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TELSTRA GROUP LTD                                         | Telstra Group Ltd                                                                | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | DBT              | CORP              | AU        |      450000 | PA      | $512626.69    | 0.00%             | 2029-03-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                               | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $235620.31    | 0.00%             | 2031-03-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     2890000 | PA      | $1873427.28   | 0.02%             | 2029-10-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL FIN EUR S                                  | CNH Industrial Finance Europe SA                                                 | CUSIP: 000000000<br>LEI: 5493007GVB1I2FDSS786 | Long             | DBT              | CORP              | LU        |      450000 | PA      | $529351.18    | 0.00%             | 2027-03-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      390000 | PA      | $441041.71    | 0.00%             | 2029-01-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA                                    | Credit Agricole Italia SpA                                                       | CUSIP: 000000000<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $116847.76    | 0.00%             | 2027-03-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     1290000 | PA      | $1528488.44   | 0.01%             | 2030-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      850000 | PA      | $955870.87    | 0.01%             | 2029-02-05      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2907340 | PA      | $2150269.61   | 0.02%             | 2050-06-22      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      432000 | PA      | $485691.65    | 0.00%             | 2029-02-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LEGRAND SA                                                | Legrand SA                                                                       | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | DBT              | CORP              | FR        |     1300000 | PA      | $1476312.76   | 0.01%             | 2028-06-24      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                                  | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $355036.85    | 0.00%             | 2027-09-27      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   196900000 | PA      | $731537.08    | 0.01%             | 2048-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| NORTHERN TERRITORY TREAS                                  | Northern Territory Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 254900V4FQ2K6E3VJ628 | Long             | DBT              | NUSS              | AU        |      400000 | PA      | $273443.90    | 0.00%             | 2027-04-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      780000 | PA      | $801516.80    | 0.01%             | 2034-03-13      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      800000 | PA      | $931400.81    | 0.01%             | 2027-02-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TELIA COMPANY AB                                          | Telia Co AB                                                                      | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | DBT              | CORP              | SE        |      650000 | PA      | $700850.36    | 0.01%             | 2034-02-20      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LATVIA                                        | Latvia Government International Bond                                             | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      340000 | PA      | $266423.28    | 0.00%             | 2049-02-19      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     1083000 | PA      | $1201627.73   | 0.01%             | 2029-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EUROFIMA                                                  | Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial   | CUSIP: 000000000<br>LEI: 4S66HJ5RNB5ZWG9YW219 | Long             | DBT              | NUSS              | XX        |      680000 | PA      | $626123.22    | 0.01%             | 2034-10-10      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     2620000 | PA      | $2898228.15   | 0.03%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                             | Medtronic Global Holdings SCA                                                    | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      750000 | PA      | $799146.93    | 0.01%             | 2031-07-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $646132.39    | 0.01%             | 2031-05-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      630000 | PA      | $411355.71    | 0.00%             | 2049-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      600000 | PA      | $679346.96    | 0.01%             | 2029-02-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      800000 | PA      | $754440.92    | 0.01%             | 2039-04-08      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      250000 | PA      | $251659.31    | 0.00%             | 2034-04-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     8494000 | PA      | $9626137.85   | 0.08%             | 2049-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                   | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $230766.76    | 0.00%             | 2029-03-12      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      970000 | PA      | $1304753.43   | 0.01%             | 2028-07-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $421402.61    | 0.00%             | 2031-05-29      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SPAREBANKEN NORG BOLIGKR                                  | Sparebanken Norge Boligkreditt AS                                                | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6AO004 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $237036.91    | 0.00%             | 2026-02-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      200000 | PA      | $225244.05    | 0.00%             | 2029-02-06      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    16609000 | PA      | $18501745.17  | 0.16%             | 2029-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      912000 | PA      | $1046563.80   | 0.01%             | 2029-02-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                                  | Denmark Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |    64550000 | PA      | $9661135.96   | 0.08%             | 2029-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $197424.03    | 0.00%             | 2034-05-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      800000 | PA      | $771369.52    | 0.01%             | 2035-10-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      400000 | PA      | $472116.45    | 0.00%             | 2026-06-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                       | Deutsche Telekom AG                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |      350000 | PA      | $392929.91    | 0.00%             | 2031-03-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                        | Cyprus Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      140000 | PA      | $138089.24    | 0.00%             | 2049-05-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1010000 | PA      | $938849.16    | 0.01%             | 2034-09-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INFORMA PLC                                               | Informa PLC                                                                      | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $114919.58    | 0.00%             | 2028-04-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      800000 | PA      | $868492.56    | 0.01%             | 2029-10-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1320000 | PA      | $1292098.76   | 0.01%             | 2035-04-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                             | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      250000 | PA      | $315288.41    | 0.00%             | 2031-04-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     8704000 | PA      | $5518471.20   | 0.05%             | 2054-10-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    36550000 | PA      | $5352041.88   | 0.05%             | 2027-02-24      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      100000 | PA      | $134582.76    | 0.00%             | 2026-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    13210000 | PA      | $16263135.62  | 0.14%             | 2029-10-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE PUBLIC S                                  | Credit Agricole Public Sector SCF SA                                             | CUSIP: 000000000<br>LEI: 969500CN2FOU71HFHW51 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $559108.65    | 0.00%             | 2029-03-29      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                    | Chubb INA Holdings LLC                                                           | CUSIP: 000000000<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      330000 | PA      | $359474.94    | 0.00%             | 2031-06-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S                                   | Carlsberg Breweries A/S                                                          | CUSIP: 000000000<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |      404000 | PA      | $450037.58    | 0.00%             | 2029-07-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      500000 | PA      | $424190.64    | 0.00%             | 2040-01-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |     1000000 | PA      | $658988.38    | 0.01%             | 2029-07-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                      | Glencore Capital Finance DAC                                                     | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |      550000 | PA      | $632893.85    | 0.01%             | 2028-03-10      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     1189000 | PA      | $1305989.64   | 0.01%             | 2030-04-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FINNVERA PLC                                              | Finnvera Oyj                                                                     | CUSIP: 000000000<br>LEI: 743700T69OBBJO7TCA15 | Long             | DBT              | NUSS              | FI        |      300000 | PA      | $333242.20    | 0.00%             | 2029-04-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      300000 | PA      | $369877.07    | 0.00%             | 2033-09-22      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                       | Blackstone Holdings Finance Co. LLC                                              | CUSIP: 000000000<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |      900000 | PA      | $1029278.25   | 0.01%             | 2029-04-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                    | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $591159.79    | 0.01%             | 2031-03-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    14092000 | PA      | $11472634.87  | 0.10%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      860000 | PA      | $967244.89    | 0.01%             | 2029-03-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                  | Medtronic Global Holdings SCA                                                    | CUSIP: 58507LAH2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $116986.73    | 0.00%             | 2027-03-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      870000 | PA      | $945042.99    | 0.01%             | 2029-10-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LONSDALE FINANCE PTY LTD                                  | Lonsdale Finance Pty Ltd                                                         | CUSIP: 000000000<br>LEI: 549300VX4WC30OTQ1E62 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $137005.21    | 0.00%             | 2026-11-20      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |      650000 | PA      | $354758.08    | 0.00%             | 2034-10-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      300000 | PA      | $386988.30    | 0.00%             | 2029-05-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     5586000 | PA      | $5913769.03   | 0.05%             | 2035-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANC                                  | LYB International Finance II BV                                                  | CUSIP: 000000000<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $234903.23    | 0.00%             | 2026-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $323647.46    | 0.00%             | 2029-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VINCI SA                                                  | Vinci SA                                                                         | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $235021.42    | 0.00%             | 2034-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      300000 | PA      | $359447.16    | 0.00%             | 2031-09-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $90314.71     | 0.00%             | 2039-03-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      780000 | PA      | $770047.03    | 0.01%             | 2034-05-22      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      550000 | PA      | $608831.68    | 0.01%             | 2029-05-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2877000 | PA      | $3072017.88   | 0.03%             | 2030-06-22      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                   | Fidelity National Information Services Inc                                       | CUSIP: 000000000<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      600000 | PA      | $701809.27    | 0.01%             | 2027-05-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                                   | Ireland Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     4345000 | PA      | $4066977.23   | 0.04%             | 2035-05-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA                                    | Credit Agricole Italia SpA                                                       | CUSIP: 000000000<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $341092.74    | 0.00%             | 2028-01-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA                                    | Credit Agricole Italia SpA                                                       | CUSIP: 000000000<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $142053.81    | 0.00%             | 2045-01-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1/Scentre Group Trust 2               | Scentre Group Trust 1/Scentre Group Trust 2                                      | CUSIP: 000000000<br>LEI: 549300SQ859FBKRKSI77 | Long             | DBT              |  | AU        |      200000 | PA      | $227251.90    | 0.00%             | 2029-03-28      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      300000 | PA      | $324282.68    | 0.00%             | 2029-10-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HEIDELBERG MATERIALS FIN                                  | Heidelberg Materials Finance Luxembourg SA                                       | CUSIP: 000000000<br>LEI: 529900RYHTCF5X9DD509 | Long             | DBT              | CORP              | LU        |      320000 | PA      | $371417.73    | 0.00%             | 2027-12-01      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| DASSAULT SYSTEMES                                         | Dassault Systemes SE                                                             | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $700869.32    | 0.01%             | 2026-09-16      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFE8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     2800000 | PA      | $1578439.44   | 0.01%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $85326.47     | 0.00%             | 2039-06-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SOV HOUSING CAPITAL                                       | Sovereign Housing Capital PLC                                                    | CUSIP: 000000000<br>LEI: 213800L5VZHLHFDW4I46 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $74446.18     | 0.00%             | 2048-11-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      455000 | PA      | $535966.45    | 0.00%             | 2026-07-13      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1320000 | PA      | $1161572.50   | 0.01%             | 2039-07-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    17430000 | PA      | $10472898.64  | 0.09%             | 2031-06-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                      | DH Europe Finance II Sarl                                                        | CUSIP: 000000000<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      250000 | PA      | $186098.08    | 0.00%             | 2049-09-18      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $94842.40     | 0.00%             | 2034-09-14      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1060000 | PA      | $1225485.49   | 0.01%             | 2027-05-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |     1600000 | PA      | $1774787.78   | 0.02%             | 2029-05-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $235813.80    | 0.00%             | 2026-05-14      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                              | Carrefour SA                                                                     | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $698216.74    | 0.01%             | 2027-05-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $150445.95    | 0.00%             | 2040-02-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     1890000 | PA      | $1647511.04   | 0.01%             | 2036-04-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                  | Thermo Fisher Scientific Inc                                                     | CUSIP: 000000000<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      300000 | PA      | $265956.14    | 0.00%             | 2039-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                  | Thermo Fisher Scientific Inc                                                     | CUSIP: 000000000<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      550000 | PA      | $579418.41    | 0.01%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |     2700000 | PA      | $3486886.11   | 0.03%             | 2027-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      850000 | PA      | $976562.87    | 0.01%             | 2027-07-19      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                               | Netflix Inc                                                                      | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      100000 | PA      | $121611.30    | 0.00%             | 2030-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      200000 | PA      | $203109.69    | 0.00%             | 2032-03-29      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ING-DIBA AG                                               | ING-DiBa AG                                                                      | CUSIP: 000000000<br>LEI: 3KXUNHVVQFIJN6RHLO76 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $349609.18    | 0.00%             | 2039-05-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ACEA SPA                                                  | ACEA SpA                                                                         | CUSIP: 000000000<br>LEI: 549300Q3448N041CTH56 | Long             | DBT              | CORP              | IT        |     1060000 | PA      | $1234290.75   | 0.01%             | 2028-05-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EP INFRASTRUCTURE AS                                      | EP Infrastructure AS                                                             | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |      200000 | PA      | $236114.61    | 0.00%             | 2026-07-30      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $266789.39    | 0.00%             | 2039-04-23      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      170000 | PA      | $183834.65    | 0.00%             | 2029-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087K37<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     6210000 | PA      | $4256699.40   | 0.04%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $289875.05    | 0.00%             | 2034-11-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 50166000000 | PA      | $3254530.17   | 0.03%             | 2040-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $431391.74    | 0.00%             | 2029-11-13      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      400000 | PA      | $245210.56    | 0.00%             | 2031-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPSOL INTL FINANCE                                       | Repsol International Finance BV                                                  | CUSIP: 000000000<br>LEI: 5493002YCY6HTK0OUR29 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $688914.27    | 0.01%             | 2027-08-02      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE PUBLIC S                                  | Credit Agricole Public Sector SCF SA                                             | CUSIP: 000000000<br>LEI: 969500CN2FOU71HFHW51 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $556200.03    | 0.00%             | 2028-09-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON GROUP                                        | CK Hutchison Group Telecom Finance SA                                            | CUSIP: 000000000<br>LEI: 254900OM17Q9YNDIUG82 | Long             | DBT              | CORP              | LU        |      210000 | PA      | $248135.99    | 0.00%             | 2026-04-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                                   | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |      550000 | PA      | $603515.17    | 0.01%             | 2029-06-12      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     5780000 | PA      | $2778298.81   | 0.02%             | 2052-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      500000 | PA      | $260892.76    | 0.00%             | 2035-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                      | Raiffeisen Bank International AG                                                 | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $351285.45    | 0.00%             | 2026-09-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SIKA CAPITAL BV                                           | Sika Capital BV                                                                  | CUSIP: 000000000<br>LEI: 549300QW8B2Z3FSBS808 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $329410.11    | 0.00%             | 2031-04-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      700000 | PA      | $845498.62    | 0.01%             | 2028-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     2705000 | PA      | $2363395.34   | 0.02%             | 2036-10-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNILEVER PLC                                              | Unilever PLC                                                                     | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $184937.92    | 0.00%             | 2039-06-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                     | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1255417.65   | 0.01%             | 2029-06-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                                   | RTE Reseau de Transport d'Electricite SADIR                                      | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $364220.39    | 0.00%             | 2049-09-09      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $235256.53    | 0.00%             | 2026-06-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $77379.29     | 0.00%             | 2041-10-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      200000 | PA      | $209347.95    | 0.00%             | 2031-07-02      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1100000 | PA      | $1211543.79   | 0.01%             | 2029-06-20      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $168629.75    | 0.00%             | 2039-06-21      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AIR LIQUIDE FINANCE                                       | Air Liquide Finance SA                                                           | CUSIP: 000000000<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $759084.19    | 0.01%             | 2030-06-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      760000 | PA      | $473794.81    | 0.00%             | 2050-01-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| RLB OBEROESTERREICH                                       | Raiffeisenlandesbank Oberoesterreich AG                                          | CUSIP: 000000000<br>LEI: I6SS27Q1Q3385V753S50 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $185482.32    | 0.00%             | 2035-01-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNICAJA BANCO SA                                          | Unicaja Banco SA                                                                 | CUSIP: 000000000<br>LEI: 5493007SJLLCTM6J6M37 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $436146.90    | 0.00%             | 2029-09-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      600000 | PA      | $558834.56    | 0.00%             | 2034-10-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      325000 | PA      | $293240.78    | 0.00%             | 2039-07-01      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA DI CRED FIN                                    | Mediobanca Banca di Credito Finanziario SpA                                      | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $117288.30    | 0.00%             | 2026-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KLEPIERRE SA                                              | Klepierre SA                                                                     | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | DBT              |  | FR        |      500000 | PA      | $534828.92    | 0.00%             | 2030-07-01      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                   | Societe Des Grands Projets EPIC                                                  | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |      900000 | PA      | $648601.12    | 0.01%             | 2050-05-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      560000 | PA      | $749783.38    | 0.01%             | 2026-12-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| WPC EUROBOND BV                                           | WPC Eurobond BV                                                                  | CUSIP: 000000000<br>LEI: 5493005XDMOLBARL5M14 | Long             | DBT              |  | NL        |      300000 | PA      | $345091.97    | 0.00%             | 2028-04-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INTL FUND II                                     | Prologis International Funding II SA                                             | CUSIP: 000000000<br>LEI: 213800JNRWW2C9DWI388 | Long             | DBT              | CORP              | LU        |      450000 | PA      | $499434.78    | 0.00%             | 2029-07-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| GATWICK FUNDING LIMITED                                   | Gatwick Funding Ltd                                                              | CUSIP: 000000000<br>LEI: 213800NK8FA3GKS6X167 | Long             | DBT              | CORP              | JE        |      300000 | PA      | $242812.19    | 0.00%             | 2049-07-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |     1100000 | PA      | $976011.80    | 0.01%             | 2036-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                     | CUSIP: 000000000<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      300000 | PA      | $256243.06    | 0.00%             | 2040-02-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     1130000 | PA      | $1283052.12   | 0.01%             | 2028-02-11      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| AUTOBAHN SCHNELL AG                                       | Autobahnen- und Schnell- strassen-Finanzierungs AG                               | CUSIP: 000000000<br>LEI: 529900B2JGN28UCEQ136 | Long             | DBT              | NUSS              | AT        |      400000 | PA      | $437842.36    | 0.00%             | 2029-07-09      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ACTION LOGEMENT SERVICES                                  | Action Logement Services                                                         | CUSIP: 000000000<br>LEI: 969500O2QYH3YW92C551 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $184337.36    | 0.00%             | 2034-10-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                       | Deutsche Telekom AG                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $508702.72    | 0.00%             | 2034-07-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      600000 | PA      | $482643.58    | 0.00%             | 2050-01-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EP INFRASTRUCTURE AS                                      | EP Infrastructure AS                                                             | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |      200000 | PA      | $230217.23    | 0.00%             | 2028-10-09      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV                                  | Tesco Corporate Treasury Services PLC                                            | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $354045.88    | 0.00%             | 2026-05-29      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $531955.87    | 0.00%             | 2030-06-04      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $655871.26    | 0.01%             | 2035-01-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| DANSKE KIINNITYSLUOTTOPA                                  | Danske Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437003G88EHT2TMK409 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $226990.74    | 0.00%             | 2028-01-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $508846.17    | 0.00%             | 2032-01-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      900000 | PA      | $971588.29    | 0.01%             | 2030-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                          | Santander UK PLC                                                                 | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $232300.42    | 0.00%             | 2027-01-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     1949000 | PA      | $2111677.10   | 0.02%             | 2030-10-18      | Fixed         | 0.48%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                    | Digital Dutch Finco BV                                                           | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |      300000 | PA      | $334196.55    | 0.00%             | 2030-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VOLKSBANK WIEN AG                                         | Volksbank Wien AG                                                                | CUSIP: 000000000<br>LEI: 529900D4CD6DIB3CI904 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $215671.59    | 0.00%             | 2029-11-19      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |       50000 | PA      | $47839.98     | 0.00%             | 2034-09-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     4083900 | PA      | $4224267.44   | 0.04%             | 2031-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FERROVIAL EMISIONES SA                                    | Ferrovial Emisiones SA                                                           | CUSIP: 000000000<br>LEI: 95980020140005209562 | Long             | DBT              | CORP              | ES        |      800000 | PA      | $896071.89    | 0.01%             | 2028-11-12      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      350000 | PA      | $266006.40    | 0.00%             | 2040-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                          | Deutsche Bahn AG                                                                 | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $359215.77    | 0.00%             | 2029-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1758000 | PA      | $2070909.26   | 0.02%             | 2034-06-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      550000 | PA      | $630898.89    | 0.01%             | 2027-09-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $683399.69    | 0.01%             | 2027-11-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                  | Thermo Fisher Scientific Inc                                                     | CUSIP: 000000000<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      575000 | PA      | $654749.10    | 0.01%             | 2028-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PRAEMIA HEALTHCARE SACA                                   | Praemia Healthcare SACA                                                          | CUSIP: 000000000<br>LEI: 96950067NFR9MWI0CJ45 | Long             | DBT              |  | FR        |      300000 | PA      | $326087.48    | 0.00%             | 2029-11-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                   | Societe Des Grands Projets EPIC                                                  | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |      800000 | PA      | $323913.28    | 0.00%             | 2060-10-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co. Pty. Ltd.                          | Transurban Finance Co. Pty. Ltd.                                                 | CUSIP: 000000000<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $124384.12    | 0.00%             | 2033-04-26      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WAT FIN                                  | United Utilities Water Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |      750000 | PA      | $668372.35    | 0.01%             | 2038-02-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    14946000 | PA      | $7624761.51   | 0.07%             | 2050-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                   | Societe Des Grands Projets EPIC                                                  | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |     1100000 | PA      | $447965.31    | 0.00%             | 2070-02-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4700000 | PA      | $4638655.98   | 0.04%             | 2036-03-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| SANTANDER CONSUMER BANK                                   | Santander Consumer Bank AG                                                       | CUSIP: 000000000<br>LEI: 5299002CRNX7K6KOL397 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $427744.84    | 0.00%             | 2030-02-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1900000 | PA      | $2200624.17   | 0.02%             | 2027-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                        | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |      600000 | PA      | $702335.62    | 0.01%             | 2026-08-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      100000 | PA      | $106919.67    | 0.00%             | 2030-08-14      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     9290000 | PA      | $10147369.15  | 0.09%             | 2030-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                   | Nykredit Realkredit A/S                                                          | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |    10000000 | PA      | $1506440.71   | 0.01%             | 2030-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     5620000 | PA      | $3217125.42   | 0.03%             | 2033-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087R89<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    21671000 | PA      | $16292186.34  | 0.14%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $655403.51    | 0.01%             | 2027-07-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      200000 | PA      | $219725.40    | 0.00%             | 2030-01-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $503508.29    | 0.00%             | 2032-02-27      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $425969.94    | 0.00%             | 2039-10-07      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $620751.83    | 0.01%             | 2032-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ESSILORLUXOTTICA                                          | EssilorLuxottica SA                                                              | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $417519.21    | 0.00%             | 2031-11-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ENW FINANCE PLC                                           | ENW Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 549300V1O67HJV48FS61 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $479814.97    | 0.00%             | 2032-11-24      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| JT INTL FIN SERVICES BV                                   | JT International Financial Services BV                                           | CUSIP: 000000000<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |      350000 | PA      | $387334.30    | 0.00%             | 2029-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      350000 | PA      | $368146.39    | 0.00%             | 2032-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      350000 | PA      | $411242.14    | 0.00%             | 2026-07-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FRESENIUS SE & CO KGAA                                    | Fresenius SE & Co KGaA                                                           | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |      785000 | PA      | $899545.12    | 0.01%             | 2028-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     1890000 | PA      | $748557.12    | 0.01%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      700000 | PA      | $812394.79    | 0.01%             | 2028-05-19      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                    | Koninklijke Philips NV                                                           | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $343329.46    | 0.00%             | 2030-03-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     2700000 | PA      | $2857735.12   | 0.02%             | 2030-09-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087M84<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4495000 | PA      | $3261813.87   | 0.03%             | 2027-03-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    11097000 | PA      | $12916438.98  | 0.11%             | 2030-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     5508000 | PA      | $168492.40    | 0.00%             | 2035-12-17      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1810000 | PA      | $1838628.21   | 0.02%             | 2032-06-22      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                                   | Autostrade per l'Italia SpA                                                      | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      350000 | PA      | $407535.69    | 0.00%             | 2028-01-25      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   649650000 | PA      | $2239042.02   | 0.02%             | 2050-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| ANDORRA INTERNATIONAL BD                                  | Andorra International Bond                                                       | CUSIP: 000000000<br>LEI: 549300ZPD490G9UI0A49 | Long             | DBT              | NUSS              | AD        |      200000 | PA      | $214701.95    | 0.00%             | 2031-05-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1189000 | PA      | $1292284.06   | 0.01%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY VUITT                                  | LVMH Moet Hennessy Louis Vuitton SE                                              | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $340059.37    | 0.00%             | 2028-02-11      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| NATL GRID ELECT TRANS                                     | National Grid Electricity Transmission PLC                                       | CUSIP: 000000000<br>LEI: 5XJXCCYG4SDKFJ5WLB02 | Long             | DBT              | CORP              | GB        |      750000 | PA      | $648276.69    | 0.01%             | 2040-04-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      497000 | PA      | $387325.08    | 0.00%             | 2031-07-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| INVESTEC PLC                                              | Investec PLC                                                                     | CUSIP: 000000000<br>LEI: 2138007Z3U5GWDN3MY22 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1317563.32   | 0.01%             | 2028-07-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MERCK FIN SERVICES GMBH                                   | Merck Financial Services GmbH                                                    | CUSIP: 000000000<br>LEI: 549300OELEN3ZS5RB682 | Long             | DBT              | CORP              | DE        |      900000 | PA      | $1019345.30   | 0.01%             | 2028-07-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BUPA FINANCE PLC                                          | BUPA Finance PLC                                                                 | CUSIP: 000000000<br>LEI: ZIMCVQHUFZ8GVHENP290 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $242271.76    | 0.00%             | 2035-06-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ASML HOLDING NV                                           | ASML Holding NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | DBT              | CORP              | NL        |      205000 | PA      | $228444.99    | 0.00%             | 2029-05-07      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1850000 | PA      | $2132836.48   | 0.02%             | 2027-06-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3898000 | PA      | $1684466.58   | 0.01%             | 2073-10-22      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      500000 | PA      | $511557.82    | 0.00%             | 2031-10-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      600000 | PA      | $408982.21    | 0.00%             | 2046-10-22      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $141097.27    | 0.00%             | 2038-05-25      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $356085.49    | 0.00%             | 2034-03-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FREISTAAT BAYERN                                          | Free State of Bavaria                                                            | CUSIP: 000000000<br>LEI: 529900HHAI6YR14M3S54 | Long             | DBT              | NUSS              | DE        |      700000 | PA      | $808147.94    | 0.01%             | 2027-05-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                             | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      750000 | PA      | $926917.93    | 0.01%             | 2033-05-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      350000 | PA      | $254409.06    | 0.00%             | 2040-08-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $214179.87    | 0.00%             | 2030-03-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                   | SFIL SA                                                                          | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $216079.23    | 0.00%             | 2032-03-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE WOHNEN SE                                        | Deutsche Wohnen SE                                                               | CUSIP: 000000000<br>LEI: 529900QE24Q67I3FWZ10 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $775914.40    | 0.01%             | 2030-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      300000 | PA      | $197015.41    | 0.00%             | 2046-03-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     1400000 | PA      | $1070829.32   | 0.01%             | 2052-01-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     7182000 | PA      | $4644283.46   | 0.04%             | 2044-06-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBODEN                                    | Bayerische Landesbodenkreditanstalt                                              | CUSIP: 000000000<br>LEI: 5299005GH66DVCCLC652 | Long             | DBT              | CORP              | DE        |      980000 | PA      | $1170820.62   | 0.01%             | 2031-02-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      900000 | PA      | $877717.51    | 0.01%             | 2033-04-19      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| AKZO NOBEL NV                                             | Akzo Nobel NV                                                                    | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $546133.97    | 0.00%             | 2032-03-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |     1100000 | PA      | $1402720.24   | 0.01%             | 2030-02-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     7750000 | PA      | $9268670.96   | 0.08%             | 2030-01-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $714457.36    | 0.01%             | 2026-09-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    10533000 | PA      | $5005992.24   | 0.04%             | 2052-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                  | Snam SpA                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      867000 | PA      | $954336.46    | 0.01%             | 2028-12-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MMB SCF                                                   | MMB SCF SACA                                                                     | CUSIP: 000000000<br>LEI: 969500901GY8ZCBR6Y85 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $399243.84    | 0.00%             | 2031-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3861000 | PA      | $2113417.28   | 0.02%             | 2071-10-31      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      300000 | PA      | $381739.69    | 0.00%             | 2031-03-19      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    16457000 | PA      | $9858320.09   | 0.09%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     8127000 | PA      | $5171518.58   | 0.04%             | 2050-10-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     3736900 | PA      | $3984461.67   | 0.03%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                                      | Norway Government Bond                                                           | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    19038000 | PA      | $1766831.33   | 0.02%             | 2030-08-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $929386.36    | 0.01%             | 2028-02-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                                  | South Australian Government Financing Authority                                  | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |     1750000 | PA      | $1016541.67   | 0.01%             | 2032-05-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      100000 | PA      | $107381.91    | 0.00%             | 2030-02-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $489339.02    | 0.00%             | 2029-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $102479.56    | 0.00%             | 2031-10-10      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  2765100000 | PA      | $16303093.92  | 0.14%             | 2031-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1045000 | PA      | $222937.35    | 0.00%             | 2030-10-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |     1300000 | PA      | $1400110.81   | 0.01%             | 2030-03-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NN BANK NV NETHERLANDS                                    | Nationale-Nederlanden Bank NV/The Netherlands                                    | CUSIP: 000000000<br>LEI: 724500BICUQ0LF1AH770 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1052797.22   | 0.01%             | 2030-07-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     2177000 | PA      | $2245063.84   | 0.02%             | 2031-09-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    12100000 | PA      | $15058692.87  | 0.13%             | 2029-01-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     7531000 | PA      | $6656248.20   | 0.06%             | 2039-01-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      300000 | PA      | $131111.95    | 0.00%             | 2041-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      450000 | PA      | $512742.35    | 0.00%             | 2040-04-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |     2100000 | PA      | $2456118.36   | 0.02%             | 2032-04-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      700000 | PA      | $826609.22    | 0.01%             | 2027-12-02      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                  | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $360632.06    | 0.00%             | 2028-04-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     6724000 | PA      | $7692253.11   | 0.07%             | 2027-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL SCHIPHOL GROUP NV                                   | Royal Schiphol Group NV                                                          | CUSIP: 000000000<br>LEI: 724500XSMG4AYQ8NDK42 | Long             | DBT              | CORP              | NL        |      650000 | PA      | $756073.25    | 0.01%             | 2029-04-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                    | TotalEnergies Capital International SA                                           | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     1300000 | PA      | $1439535.47   | 0.01%             | 2032-04-08      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087M68<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $469617.00    | 0.00%             | 2053-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      655000 | PA      | $307948.74    | 0.00%             | 2052-01-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1750000 | PA      | $1825947.17   | 0.02%             | 2031-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     3620000 | PA      | $4450283.26   | 0.04%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     4990000 | PA      | $3105850.42   | 0.03%             | 2033-11-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WESSEX WATER SERVS FIN                                    | Wessex Water Services Finance PLC                                                | CUSIP: 000000000<br>LEI: 213800B9BFRCA1YMEI57 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $269848.25    | 0.00%             | 2032-10-31      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                               | Heineken NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $622551.55    | 0.01%             | 2040-05-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    14519000 | PA      | $15536496.20  | 0.13%             | 2033-07-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    10706020 | PA      | $12246254.33  | 0.11%             | 2032-01-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                         | Council Of Europe Development Bank                                               | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $462744.42    | 0.00%             | 2027-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |     1400000 | PA      | $1507259.35   | 0.01%             | 2030-04-09      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| BAT NETHERLANDS FINANCE                                   | BAT Netherlands Finance BV                                                       | CUSIP: 000000000<br>LEI: 2138009B37VJ9VOWAO51 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $599183.64    | 0.01%             | 2028-04-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1300000 | PA      | $1480957.90   | 0.01%             | 2027-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    21453000 | PA      | $25457913.22  | 0.22%             | 2030-11-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4020000 | PA      | $3646541.36   | 0.03%             | 2041-03-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| AEROPORTI DI ROMA SPA                                     | Aeroporti di Roma SpA                                                            | CUSIP: 000000000<br>LEI: 8156007259ABDEA3F444 | Long             | DBT              | CORP              | IT        |      150000 | PA      | $165892.29    | 0.00%             | 2031-07-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                                        | Sweden Government Bond                                                           | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     2365000 | PA      | $143696.27    | 0.00%             | 2071-06-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFP3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $149594.73    | 0.00%             | 2032-05-20      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      916000 | PA      | $1070279.55   | 0.01%             | 2027-06-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                      | Raiffeisen Bank International AG                                                 | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $234337.74    | 0.00%             | 2027-05-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2510000 | PA      | $3140981.61   | 0.03%             | 2035-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   700000000 | PA      | $4470902.99   | 0.04%             | 2027-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     1700000 | PA      | $1802107.65   | 0.02%             | 2030-07-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     2965000 | PA      | $1033674.65   | 0.01%             | 2120-06-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     1550000 | PA      | $1973258.15   | 0.02%             | 2038-07-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     6950000 | PA      | $8214126.46   | 0.07%             | 2033-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      600000 | PA      | $662091.72    | 0.01%             | 2029-01-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      100000 | PA      | $89874.12     | 0.00%             | 2035-06-10      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      850000 | PA      | $918954.62    | 0.01%             | 2030-01-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     7162000 | PA      | $2480039.24   | 0.02%             | 2061-10-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     8630000 | PA      | $4320482.51   | 0.04%             | 2050-10-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    11249483 | PA      | $14414202.87  | 0.12%             | 2028-01-31      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                   | GlaxoSmithKline Capital PLC                                                      | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $102618.31    | 0.00%             | 2035-05-12      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                   | Shell International Finance BV                                                   | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $314429.35    | 0.00%             | 2032-11-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT HAMBURG                                  | Free and Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $146972.26    | 0.00%             | 2041-02-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ELIA TRANSMISSION BE                                      | Elia Transmission Belgium SA                                                     | CUSIP: 000000000<br>LEI: 549300A3EZXECDLW2V25 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $326921.37    | 0.00%             | 2030-04-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV                                  | Tesco Corporate Treasury Services PLC                                            | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $510255.84    | 0.00%             | 2030-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $223656.41    | 0.00%             | 2028-09-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      190000 | PA      | $220036.25    | 0.00%             | 2032-04-07      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                                 | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $429118.37    | 0.00%             | 2041-05-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ARKEA HOME LOANS                                          | Arkea Home Loans SFH SA                                                          | CUSIP: 000000000<br>LEI: 9695003L69OAFQ15LD18 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $208300.79    | 0.00%             | 2030-10-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                   | Severn Trent Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $384916.99    | 0.00%             | 2040-06-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                    | OMV AG                                                                           | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | DBT              | CORP              | AT        |      583000 | PA      | $685088.61    | 0.01%             | 2028-04-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                         | Council Of Europe Development Bank                                               | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |      800000 | PA      | $832240.31    | 0.01%             | 2031-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $109691.09    | 0.00%             | 2030-02-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      450000 | PA      | $533727.28    | 0.00%             | 2029-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $311206.72    | 0.00%             | 2031-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4136000 | PA      | $3253760.70   | 0.03%             | 2045-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      100000 | PA      | $135715.83    | 0.00%             | 2026-05-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2214000 | PA      | $2735228.52   | 0.02%             | 2039-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SEGRO CAPITAL SARL                                        | Segro Capital Sarl                                                               | CUSIP: 000000000<br>LEI: 549300HY425AKJLQVX75 | Long             | DBT              |  | LU        |      300000 | PA      | $306960.61    | 0.00%             | 2031-09-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    10684000 | PA      | $11387546.30  | 0.10%             | 2031-12-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $640215.95    | 0.01%             | 2028-05-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      700000 | PA      | $935221.80    | 0.01%             | 2026-11-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LAND THUERINGEN                                           | Land Thueringen                                                                  | CUSIP: 000000000<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | NUSS              | DE        |      250000 | PA      | $126067.52    | 0.00%             | 2051-12-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                   | European Bank for Reconstruction & Development                                   | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $273209.42    | 0.00%             | 2029-02-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                                  | Ontario Teachers' Finance Trust                                                  | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |      450000 | PA      | $507347.35    | 0.00%             | 2028-05-19      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                                  | Ontario Teachers' Finance Trust                                                  | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |      560000 | PA      | $443736.25    | 0.00%             | 2041-05-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| TENNET NET BV                                             | Tennet Netherlands BV                                                            | CUSIP: 000000000<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $511502.94    | 0.00%             | 2034-10-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 17555000000 | PA      | $1042944.95   | 0.01%             | 2036-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     2403000 | PA      | $1519702.52   | 0.01%             | 2052-04-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2128000 | PA      | $1929114.02   | 0.02%             | 2037-03-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1283050000 | PA      | $5951686.09   | 0.05%             | 2040-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $593516.18    | 0.01%             | 2036-09-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |      900000 | PA      | $933465.30    | 0.01%             | 2031-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |     1000000 | PA      | $1213667.10   | 0.01%             | 2030-07-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $219818.30    | 0.00%             | 2041-01-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087M27<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    12080000 | PA      | $8214267.10   | 0.07%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $454339.33    | 0.00%             | 2034-02-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $236366.45    | 0.00%             | 2026-05-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| WUERTH FINANCE INTL BV                                    | Wurth Finance International BV                                                   | CUSIP: 000000000<br>LEI: 5JB3IE65ZU13TA0DGN10 | Long             | DBT              | CORP              | NL        |      550000 | PA      | $633551.17    | 0.01%             | 2027-11-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| WPP FINANCE 2017                                          | WPP Finance 2017                                                                 | CUSIP: 000000000<br>LEI: 549300IYY97T872E8L21 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $443611.04    | 0.00%             | 2032-05-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LINDE FINANCE BV                                          | Linde Finance BV                                                                 | CUSIP: 000000000<br>LEI: 5H8RMHHYTWIP1RKLCE38 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $692283.58    | 0.01%             | 2027-05-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NIBC BANK NV                                              | NIBC Bank NV                                                                     | CUSIP: 000000000<br>LEI: B64D6Y3LBJS4ANNPCU93 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $102848.19    | 0.00%             | 2031-04-21      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3161000 | PA      | $2842478.72   | 0.02%             | 2037-07-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |       25000 | PA      | $31508.03     | 0.00%             | 2032-04-23      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     2400000 | PA      | $1252285.26   | 0.01%             | 2035-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3420000 | PA      | $3721193.63   | 0.03%             | 2063-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $474303.86    | 0.00%             | 2037-06-04      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     4697000 | PA      | $5004776.03   | 0.04%             | 2032-07-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     1900000 | PA      | $2210298.99   | 0.02%             | 2027-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1173984.02   | 0.01%             | 2033-05-18      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |       50000 | PA      | $56474.73     | 0.00%             | 2028-04-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |     4200000 | PA      | $5290875.96   | 0.05%             | 2031-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   446670000 | PA      | $1429330.84   | 0.01%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      420000 | PA      | $470292.60    | 0.00%             | 2029-02-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     4384000 | PA      | $2318862.18   | 0.02%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TSY                                     | Reckitt Benckiser Treasury Services PLC                                          | CUSIP: 000000000<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $346594.34    | 0.00%             | 2032-05-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $1104363.40   | 0.01%             | 2028-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $373819.16    | 0.00%             | 2041-06-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |     1051000 | PA      | $1233927.00   | 0.01%             | 2028-02-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     8130000 | PA      | $6428830.89   | 0.06%             | 2042-07-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| COVESTRO AG                                               | Covestro AG                                                                      | CUSIP: 000000000<br>LEI: 3912005AWHKLQ1CPLV11 | Long             | DBT              | CORP              | DE        |      350000 | PA      | $414872.34    | 0.00%             | 2026-02-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                           | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1347000 | PA      | $1451091.43   | 0.01%             | 2039-04-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087P57<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4000000 | PA      | $2992593.28   | 0.03%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNILEVER FINANCE                                          | Unilever Finance Netherlands BV                                                  | CUSIP: 000000000<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |      620000 | PA      | $706894.03    | 0.01%             | 2030-03-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                 | Sanofi SA                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $113460.44    | 0.00%             | 2030-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1900000 | PA      | $2312581.96   | 0.02%             | 2030-06-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    10131900 | PA      | $11345101.05  | 0.10%             | 2031-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    14139000 | PA      | $13588803.54  | 0.12%             | 2035-07-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ALTAREA                                                   | Altarea SCA                                                                      | CUSIP: 000000000<br>LEI: 969500ICGCY1PD6OT783 | Long             | DBT              |  | FR        |      300000 | PA      | $331267.35    | 0.00%             | 2030-01-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    18690000 | PA      | $10751436.04  | 0.09%             | 2031-11-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BAWAG P.S.K.                                              | BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | CUSIP: 000000000<br>LEI: 529900ICA8XQYGIKR372 | Long             | DBT              | CORP              | AT        |      100000 | PA      | $104686.79    | 0.00%             | 2030-09-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      900000 | PA      | $804640.74    | 0.01%             | 2036-03-17      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| SW (FINANCE) I PLC                                        | SW Finance I PLC                                                                 | CUSIP: 000000000<br>LEI: 549300BHN1HB5BNG2R96 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $199364.87    | 0.00%             | 2037-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1595000 | PA      | $1776164.17   | 0.02%             | 2028-11-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     4000000 | PA      | $2166981.16   | 0.02%             | 2034-03-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                      | Sartorius Finance BV                                                             | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $123692.97    | 0.00%             | 2029-09-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                     | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $210568.72    | 0.00%             | 2032-07-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                     | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      100000 | PA      | $90748.17     | 0.00%             | 2040-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      600000 | PA      | $539617.38    | 0.00%             | 2035-07-09      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     1831000 | PA      | $1774871.15   | 0.02%             | 2035-10-12      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| FLUVIUS SYSTEM OP                                         | FLUVIUS System Operator CV                                                       | CUSIP: 000000000<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |      900000 | PA      | $1069412.24   | 0.01%             | 2029-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     4450000 | PA      | $4971354.34   | 0.04%             | 2028-10-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KLEPIERRE SA                                              | Klepierre SA                                                                     | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | DBT              |  | FR        |      500000 | PA      | $578783.03    | 0.01%             | 2029-05-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CASH MANAGEME                                  | John Deere Cash Management SARL                                                  | CUSIP: 000000000<br>LEI: 54930045CRYTH0OUOH72 | Long             | DBT              | CORP              | LU        |      350000 | PA      | $394638.77    | 0.00%             | 2032-04-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                  | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $421434.66    | 0.00%             | 2032-07-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                             | Eurogrid GmbH                                                                    | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $207819.63    | 0.00%             | 2032-05-15      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| LAND BADEN-WUERTTEMBERG                                   | Land Baden-Wuerttemberg                                                          | CUSIP: 000000000<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $198564.20    | 0.00%             | 2032-07-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                           | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     5630000 | PA      | $5722643.85   | 0.05%             | 2031-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      650000 | PA      | $553997.43    | 0.00%             | 2036-01-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2051000 | PA      | $1448846.01   | 0.01%             | 2072-03-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $576867.77    | 0.00%             | 2027-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                                   | Ireland Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     4080000 | PA      | $4358111.35   | 0.04%             | 2030-10-18      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |     2400000 | PA      | $2608549.45   | 0.02%             | 2029-11-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EDENRED SE                                                | Edenred SE                                                                       | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $902491.06    | 0.01%             | 2029-06-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $665354.57    | 0.01%             | 2030-10-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EWE AG                                                    | EWE AG                                                                           | CUSIP: 000000000<br>LEI: 529900L64X6KZZW19R71 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $294125.86    | 0.00%             | 2032-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      640000 | PA      | $457185.92    | 0.00%             | 2040-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                               | CUSIP: 000000000<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      400000 | PA      | $557668.36    | 0.00%             | 2030-01-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      750000 | PA      | $669531.34    | 0.01%             | 2035-09-05      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     2430000 | PA      | $2952450.27   | 0.03%             | 2035-02-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AUST CAPITAL TERRITORY                                    | Australian Capital Territory                                                     | CUSIP: 000000000<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | NUSS              | AU        |     1000000 | PA      | $653555.79    | 0.01%             | 2034-10-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $1186654.20   | 0.01%             | 2033-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAND-PFALZ                                      | State of Rhineland-Palatinate                                                    | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $105204.85    | 0.00%             | 2051-03-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| DNB BOLIGKREDITT AS                                       | DNB Boligkreditt AS                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |      600000 | PA      | $676448.44    | 0.01%             | 2028-05-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      711000 | PA      | $804713.67    | 0.01%             | 2028-03-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| L'OREAL SA                                                | L'Oreal SA                                                                       | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $243540.56    | 0.00%             | 2029-11-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TASMANIAN PUBLIC FINANCE                                  | Tasmanian Public Finance Corp                                                    | CUSIP: 000000000<br>LEI: 254900YGZAI23JWAJW51 | Long             | DBT              | NUSS              | AU        |      100000 | PA      | $59901.38     | 0.00%             | 2032-01-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     2999000 | PA      | $3499591.59   | 0.03%             | 2033-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |     1400000 | PA      | $1804415.59   | 0.02%             | 2028-03-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1560000 | PA      | $988463.36    | 0.01%             | 2046-05-02      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     1000000 | PA      | $431641.85    | 0.00%             | 2041-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    10620000 | PA      | $398592.60    | 0.00%             | 2037-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ILE DE FRANCE MOBILITES                                   | Ile-de-France Mobilites                                                          | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $172710.02    | 0.00%             | 2035-11-16      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $563399.37    | 0.00%             | 2030-11-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      200000 | PA      | $230160.32    | 0.00%             | 2038-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $623172.03    | 0.01%             | 2053-04-03      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $1371865.88   | 0.01%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $592134.90    | 0.01%             | 2030-05-26      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     8803000 | PA      | $6622307.03   | 0.06%             | 2040-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $606452.85    | 0.01%             | 2028-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                                    | Netherlands Government Bond                                                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     2980000 | PA      | $3473248.27   | 0.03%             | 2044-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      850000 | PA      | $885665.50    | 0.01%             | 2031-05-05      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $587295.76    | 0.01%             | 2033-02-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT HAMBURG                                  | Free and Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |      350000 | PA      | $182341.39    | 0.00%             | 2051-11-23      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   614100000 | PA      | $2749957.38   | 0.02%             | 2041-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4719000 | PA      | $5271842.18   | 0.05%             | 2030-10-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      975000 | PA      | $861147.02    | 0.01%             | 2035-10-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     4000000 | PA      | $769489.32    | 0.01%             | 2036-04-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     2650000 | PA      | $2964418.84   | 0.03%             | 2028-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1510000 | PA      | $1788437.40   | 0.02%             | 2033-02-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     2820000 | PA      | $2882173.52   | 0.02%             | 2032-01-09      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     2550000 | PA      | $1436824.79   | 0.01%             | 2033-08-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087Q49<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     6916000 | PA      | $5154813.34   | 0.04%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |     1550000 | PA      | $1494472.37   | 0.01%             | 2037-03-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                              | Carrefour SA                                                                     | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $583272.69    | 0.01%             | 2029-10-30      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                   | SFIL SA                                                                          | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $1204820.13   | 0.01%             | 2030-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |     1348000 | PA      | $1618678.10   | 0.01%             | 2033-08-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNILEVER FINANCE                                          | Unilever Finance Netherlands BV                                                  | CUSIP: 000000000<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |      150000 | PA      | $171022.74    | 0.00%             | 2030-03-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |     1100000 | PA      | $1224583.28   | 0.01%             | 2032-05-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COVIVIO                                                   | Covivio SA/France                                                                | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | DBT              |  | FR        |      600000 | PA      | $669929.28    | 0.01%             | 2030-06-23      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S                                   | Carlsberg Breweries A/S                                                          | CUSIP: 000000000<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $230570.91    | 0.00%             | 2027-06-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| PHOENIX GRP HLD PLC                                       | Phoenix Group Holdings PLC                                                       | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $207836.27    | 0.00%             | 2031-04-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    45360000 | PA      | $2073512.33   | 0.02%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TENNET NET BV                                             | Tennet Netherlands BV                                                            | CUSIP: 000000000<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |      450000 | PA      | $575440.80    | 0.00%             | 2034-10-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIPOL ASSICURAZIONI SPA                                  | Unipol Assicurazioni SpA                                                         | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $361002.97    | 0.00%             | 2030-09-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2000000 | PA      | $2273885.68   | 0.02%             | 2028-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      550000 | PA      | $557608.70    | 0.00%             | 2033-02-17      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $431374.38    | 0.00%             | 2032-02-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     7266000 | PA      | $2574688.75   | 0.02%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     6150000 | PA      | $5699628.10   | 0.05%             | 2054-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                     | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $477887.92    | 0.00%             | 2028-02-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      800000 | PA      | $865746.88    | 0.01%             | 2032-05-21      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| QANTAS AIRWAYS LTD                                        | Qantas Airways Ltd                                                               | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $139000.33    | 0.00%             | 2030-09-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   318580000 | PA      | $48501989.16  | 0.42%             | 2033-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      200000 | PA      | $134413.67    | 0.00%             | 2050-09-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $677642.20    | 0.01%             | 2029-02-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $341676.06    | 0.00%             | 2027-11-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                   | SFIL SA                                                                          | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $352322.49    | 0.00%             | 2032-06-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA PACIFIC AIRPOR                                  | Australia Pacific Airports Melbourne Pty Ltd                                     | CUSIP: 000000000<br>LEI: 549300AO4NFQPL3JBB37 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $192281.77    | 0.00%             | 2031-11-25      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd.                         | Nestle Finance International Ltd.                                                | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      336000 | PA      | $371759.43    | 0.00%             | 2029-06-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PROXIMUS SADP                                             | Proximus SADP                                                                    | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $247094.38    | 0.00%             | 2033-11-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                    | Berkshire Hathaway Finance Corp                                                  | CUSIP: 000000000<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      500000 | PA      | $537645.39    | 0.00%             | 2034-03-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                           | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2253000 | PA      | $2255372.74   | 0.02%             | 2054-06-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $613908.06    | 0.01%             | 2035-12-03      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                       | Macquarie Group Ltd                                                              | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |      650000 | PA      | $775951.72    | 0.01%             | 2031-10-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| AUTOROUTES DU SUD DE LA                                   | Autoroutes du Sud de la France SA                                                | CUSIP: 000000000<br>LEI: 213800U12KWYZEECZ934 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $459398.66    | 0.00%             | 2032-09-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     5246000 | PA      | $4281744.63   | 0.04%             | 2038-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     6390000 | PA      | $4617690.42   | 0.04%             | 2051-09-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     8390000 | PA      | $5766594.48   | 0.05%             | 2032-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                                             | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      963000 | PA      | $1112321.78   | 0.01%             | 2030-03-23      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| STATES OF JERSEY                                          | Jersey International Bond                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | JE        |      100000 | PA      | $99213.08     | 0.00%             | 2054-06-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     8783000 | PA      | $9598447.22   | 0.08%             | 2045-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 000000000<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1100000 | PA      | $1300873.09   | 0.01%             | 2034-10-16      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     3850000 | PA      | $4684453.31   | 0.04%             | 2030-12-04      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     6423000 | PA      | $5365274.84   | 0.05%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     4150000 | PA      | $4726284.36   | 0.04%             | 2042-11-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REGION WALLONNE                                           | Region Wallonne Belgium                                                          | CUSIP: 000000000<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |      300000 | PA      | $315874.37    | 0.00%             | 2054-06-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $540558.18    | 0.00%             | 2026-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   376550000 | PA      | $1503443.47   | 0.01%             | 2053-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087L44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    11420000 | PA      | $7467487.72   | 0.06%             | 2030-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1550000 | PA      | $1772094.54   | 0.02%             | 2027-10-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN TERRITORY TREAS                                  | Northern Territory Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 254900V4FQ2K6E3VJ628 | Long             | DBT              | NUSS              | AU        |      900000 | PA      | $538870.62    | 0.00%             | 2032-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |      800000 | PA      | $833411.99    | 0.01%             | 2030-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $529820.11    | 0.00%             | 2031-11-13      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     2000000 | PA      | $2803605.27   | 0.02%             | 2029-10-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     8420000 | PA      | $2050034.59   | 0.02%             | 2031-04-28      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                                   | Sweden Government Bonds                                                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    21850000 | PA      | $2308869.79   | 0.02%             | 2033-11-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  4053500000 | PA      | $24290121.79  | 0.21%             | 2030-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                                        | Sweden Government Bond                                                           | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    40035000 | PA      | $4007275.27   | 0.03%             | 2031-05-12      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     3950000 | PA      | $2666924.57   | 0.02%             | 2035-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      350000 | PA      | $456511.72    | 0.00%             | 2029-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1145000 | PA      | $1362439.77   | 0.01%             | 2028-04-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $792083.90    | 0.01%             | 2031-07-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                   | Shell International Finance BV                                                   | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $125373.96    | 0.00%             | 2052-09-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                             | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |      450000 | PA      | $417918.42    | 0.00%             | 2034-05-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   428200000 | PA      | $1969484.68   | 0.02%             | 2041-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     2700000 | PA      | $1545594.07   | 0.01%             | 2033-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $127858.02    | 0.00%             | 2028-08-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     2353000 | PA      | $2090362.87   | 0.02%             | 2036-04-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     5333000 | PA      | $6184481.79   | 0.05%             | 2027-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                   | Yorkshire Water Finance PLC                                                      | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $217582.19    | 0.00%             | 2032-10-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $625359.51    | 0.01%             | 2030-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BSK 1818 AG                                               | BSK 1818 AG                                                                      | CUSIP: 000000000<br>LEI: GTQYZJON3I7SXRNJTT73 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $365502.24    | 0.00%             | 2028-11-21      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $1206285.86   | 0.01%             | 2028-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL BV                                         | Diageo Capital BV                                                                | CUSIP: 000000000<br>LEI: 213800YHFC48VOL6JY40 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $341915.04    | 0.00%             | 2029-06-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      850000 | PA      | $1024255.37   | 0.01%             | 2029-12-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3131000 | PA      | $3847863.51   | 0.03%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REGION WALLONNE                                           | Region Wallonne Belgium                                                          | CUSIP: 000000000<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |     1700000 | PA      | $1819576.06   | 0.02%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                  | CUSIP: 000000000<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      850000 | PA      | $1121246.80   | 0.01%             | 2029-01-17      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866GG6<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |     1500000 | PA      | $990822.69    | 0.01%             | 2045-08-14      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   506150000 | PA      | $1727580.84   | 0.01%             | 2051-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    11670000 | PA      | $11759524.46  | 0.10%             | 2031-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $279605.40    | 0.00%             | 2030-10-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   966000000 | PA      | $4324137.33   | 0.04%             | 2041-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     4360000 | PA      | $3266448.98   | 0.03%             | 2041-07-04      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     2050000 | PA      | $2124292.97   | 0.02%             | 2031-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    10994294 | PA      | $7007948.31   | 0.06%             | 2046-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                           | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2692000 | PA      | $2778441.09   | 0.02%             | 2055-06-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |   166760000 | PA      | $24632074.36  | 0.21%             | 2034-07-04      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                                        | Diageo Finance PLC                                                               | CUSIP: 000000000<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $414991.18    | 0.00%             | 2038-06-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     6003000 | PA      | $5785769.42   | 0.05%             | 2043-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |      900000 | PA      | $1170921.76   | 0.01%             | 2034-09-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      619000 | PA      | $774608.62    | 0.01%             | 2035-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      350000 | PA      | $415643.25    | 0.00%             | 2027-09-13      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      300000 | PA      | $384349.62    | 0.00%             | 2034-10-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1700000 | PA      | $1863551.20   | 0.02%             | 2029-07-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   172340000 | PA      | $25564494.21  | 0.22%             | 2034-05-06      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                           | Israel Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      600000 | PA      | $603775.07    | 0.01%             | 2032-01-18      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1050000 | PA      | $1081671.90   | 0.01%             | 2032-01-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                                  | South Australian Government Financing Authority                                  | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |      700000 | PA      | $358483.45    | 0.00%             | 2036-05-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  2812700000 | PA      | $17904539.91  | 0.16%             | 2027-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1122979.19   | 0.01%             | 2029-08-09      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     5398000 | PA      | $6216236.38   | 0.05%             | 2029-12-04      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      725000 | PA      | $759321.08    | 0.01%             | 2031-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $323188.55    | 0.00%             | 2030-02-04      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| COMMUNAUTE FRANCAISE BEL                                  | Communaute Francaise de Belgique                                                 | CUSIP: 000000000<br>LEI: 529900LT593XA93OL092 | Long             | DBT              | NUSS              | BE        |      300000 | PA      | $325479.81    | 0.00%             | 2032-05-03      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                                      | Norway Government Bond                                                           | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     8450000 | PA      | $802516.48    | 0.01%             | 2042-10-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      100000 | PA      | $116752.96    | 0.00%             | 2032-05-07      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5409000 | PA      | $6184323.28   | 0.05%             | 2038-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      400000 | PA      | $511076.54    | 0.00%             | 2029-11-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   101900000 | PA      | $14622008.55  | 0.13%             | 2030-01-25      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      924000 | PA      | $548382.35    | 0.00%             | 2051-10-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      500000 | PA      | $543505.43    | 0.00%             | 2029-10-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                          | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $111489.20    | 0.00%             | 2051-10-13      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1316600000 | PA      | $7850128.73   | 0.07%             | 2031-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4800000 | PA      | $5049361.63   | 0.04%             | 2032-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $291640.68    | 0.00%             | 2041-09-17      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $88533.54     | 0.00%             | 2036-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1700000 | PA      | $1864000.16   | 0.02%             | 2029-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     2229000 | PA      | $2325149.98   | 0.02%             | 2031-10-17      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      320000 | PA      | $226051.06    | 0.00%             | 2072-03-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| DEXIA                                                     | Dexia SA                                                                         | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $356361.97    | 0.00%             | 2028-04-05      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      350000 | PA      | $358538.82    | 0.00%             | 2032-01-12      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      800000 | PA      | $819614.44    | 0.01%             | 2032-01-12      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2220000 | PA      | $1761658.70   | 0.02%             | 2052-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     7787000 | PA      | $4781085.62   | 0.04%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      630000 | PA      | $349431.20    | 0.00%             | 2052-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4158000 | PA      | $4716668.98   | 0.04%             | 2043-07-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     4030000 | PA      | $3898987.89   | 0.03%             | 2048-02-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |     1220000 | PA      | $1252999.81   | 0.01%             | 2031-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $548011.20    | 0.00%             | 2027-07-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                   | Severn Trent Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $138301.99    | 0.00%             | 2038-07-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     5020000 | PA      | $4984058.54   | 0.04%             | 2053-03-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      100000 | PA      | $115312.06    | 0.00%             | 2045-05-19      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    12410000 | PA      | $2998658.21   | 0.03%             | 2052-11-29      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1020733.87   | 0.01%             | 2031-12-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     7730000 | PA      | $5204110.37   | 0.05%             | 2031-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                           | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1154000 | PA      | $1288307.14   | 0.01%             | 2043-06-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   592250000 | PA      | $1999509.48   | 0.02%             | 2051-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 38660000000 | PA      | $2419421.50   | 0.02%             | 2042-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     7108000 | PA      | $3643623.52   | 0.03%             | 2053-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     5500000 | PA      | $6505835.81   | 0.06%             | 2027-10-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     9181000 | PA      | $9609476.92   | 0.08%             | 2032-04-30      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1700000 | PA      | $2053353.79   | 0.02%             | 2028-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     3215000 | PA      | $3571554.40   | 0.03%             | 2029-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $146188.31    | 0.00%             | 2033-02-28      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      850000 | PA      | $972768.40    | 0.01%             | 2028-09-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| IG GROUP HOLDINGS PLC                                     | IG Group Holdings PLC                                                            | CUSIP: 000000000<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $522795.83    | 0.00%             | 2028-11-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1300000 | PA      | $1435532.42   | 0.01%             | 2032-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ELIS SA                                                   | Elis SA                                                                          | CUSIP: 000000000<br>LEI: 969500UX71LCE8MAY492 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $361758.82    | 0.00%             | 2027-05-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $675720.55    | 0.01%             | 2035-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2450000 | PA      | $622774.92    | 0.01%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     9270000 | PA      | $9855975.22   | 0.09%             | 2053-10-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GREENSQUAREACCORD LTD                                     | Greensquareaccord Ltd                                                            | CUSIP: 000000000<br>LEI: 213800RISQQHH1QRRQ46 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $181098.58    | 0.00%             | 2047-11-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTALE                                         | La Banque Postale SA                                                             | CUSIP: 000000000<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1264533.30   | 0.01%             | 2034-03-05      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SEGRO PLC                                                 | Segro PLC                                                                        | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | DBT              |  | GB        |      100000 | PA      | $126571.16    | 0.00%             | 2041-12-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $116080.43    | 0.00%             | 2052-12-02      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |     1200000 | PA      | $1330689.04   | 0.01%             | 2028-11-25      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $337320.23    | 0.00%             | 2029-02-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MONDI FINANCE PLC                                         | Mondi Finance PLC                                                                | CUSIP: 000000000<br>LEI: 213800BJV32JT6IRCS96 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $354498.63    | 0.00%             | 2033-05-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   315700000 | PA      | $46114767.20  | 0.40%             | 2029-07-15      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      510000 | PA      | $562153.59    | 0.00%             | 2032-08-03      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     6277000 | PA      | $7311210.10   | 0.06%             | 2032-10-31      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VILLE DE PARIS                                            | Ville de Paris                                                                   | CUSIP: 000000000<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $215552.09    | 0.00%             | 2044-02-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WOLTERS KLUWER NV                                         | Wolters Kluwer NV                                                                | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $122201.11    | 0.00%             | 2031-04-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    13690000 | PA      | $16023427.32  | 0.14%             | 2035-05-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087P32<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4275000 | PA      | $3010473.93   | 0.03%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     7811000 | PA      | $8772647.87   | 0.08%             | 2029-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    13451000 | PA      | $18684328.86  | 0.16%             | 2034-01-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    17482000 | PA      | $22837494.81  | 0.20%             | 2043-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      100000 | PA      | $123257.92    | 0.00%             | 2029-03-02      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     1150000 | PA      | $1402558.19   | 0.01%             | 2030-09-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      600000 | PA      | $822346.34    | 0.01%             | 2028-04-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                                    | Netherlands Government Bond                                                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     2690000 | PA      | $2788825.22   | 0.02%             | 2032-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     2210000 | PA      | $2590378.85   | 0.02%             | 2027-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 63069000000 | PA      | $3965168.51   | 0.03%             | 2043-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $117694.93    | 0.00%             | 2033-05-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LAND BADEN-WUERTTEMBERG                                   | Land Baden-Wuerttemberg                                                          | CUSIP: 000000000<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $477763.16    | 0.00%             | 2033-06-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                  | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |      500000 | PA      | $608407.83    | 0.01%             | 2028-10-31      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT BREMEN                                   | State of Bremen                                                                  | CUSIP: 000000000<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $223110.49    | 0.00%             | 2029-03-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     7310000 | PA      | $8849382.90   | 0.08%             | 2031-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1150000 | PA      | $1329724.15   | 0.01%             | 2027-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                                      | PPG Industries, Inc.                                                             | CUSIP: 000000000<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |      300000 | PA      | $354427.70    | 0.00%             | 2029-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BASQUE GOVERNMENT                                         | Basque Government                                                                | CUSIP: 000000000<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | NUSS              | ES        |      100000 | PA      | $109815.81    | 0.00%             | 2033-07-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087Q98<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2610000 | PA      | $1988817.83   | 0.02%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |     1000000 | PA      | $1156532.99   | 0.01%             | 2034-01-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     5730000 | PA      | $5663818.03   | 0.05%             | 2032-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                   | SSE PLC                                                                          | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $540063.91    | 0.00%             | 2028-01-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    48000000 | PA      | $7395439.61   | 0.06%             | 2033-11-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     7653600 | PA      | $10476890.48  | 0.09%             | 2027-03-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    18640000 | PA      | $25362099.62  | 0.22%             | 2031-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    15690000 | PA      | $5080246.91   | 0.04%             | 2027-09-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $1085975.28   | 0.01%             | 2032-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $318492.96    | 0.00%             | 2034-05-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $695386.30    | 0.01%             | 2028-05-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     5530000 | PA      | $4770063.38   | 0.04%             | 2054-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                              | Amprion GmbH                                                                     | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |      900000 | PA      | $1103787.62   | 0.01%             | 2032-09-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     1570000 | PA      | $1747959.61   | 0.02%             | 2043-10-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1500000 | PA      | $1790365.23   | 0.02%             | 2033-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      941000 | PA      | $1128385.92   | 0.01%             | 2038-06-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     3561000 | PA      | $3901778.30   | 0.03%             | 2032-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     6300000 | PA      | $7573626.25   | 0.07%             | 2034-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                           | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     3601000 | PA      | $4171387.83   | 0.04%             | 2034-10-22      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   102450000 | PA      | $15845861.07  | 0.14%             | 2033-03-06      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                             | Eurogrid GmbH                                                                    | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $475693.28    | 0.00%             | 2031-09-05      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                                       | Republic of Austria Government Bond                                              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     2799000 | PA      | $3338514.21   | 0.03%             | 2033-02-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    13000000 | PA      | $648518.58    | 0.01%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BASQUE GOVERNMENT                                         | Basque Government                                                                | CUSIP: 000000000<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | NUSS              | ES        |      100000 | PA      | $120955.50    | 0.00%             | 2034-04-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VIENNA INSURANCE GRP AGW                                  | Vienna Insurance Group AG Wiener Versicherung Gruppe                             | CUSIP: 000000000<br>LEI: 549300JCRU23I1THU176 | Long             | DBT              | CORP              | AT        |      100000 | PA      | $126256.77    | 0.00%             | 2042-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1600000 | PA      | $1339513.88   | 0.01%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| JUNTA DE ANDALUCIA                                        | Junta de Andalucia                                                               | CUSIP: 000000000<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | NUSS              | ES        |      200000 | PA      | $229510.62    | 0.00%             | 2032-04-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $696016.77    | 0.01%             | 2027-07-13      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                         | National Grid PLC                                                                | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |      550000 | PA      | $678036.75    | 0.01%             | 2035-01-16      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      450000 | PA      | $630930.23    | 0.01%             | 2028-10-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    10569000 | PA      | $14576480.70  | 0.13%             | 2029-07-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     8250000 | PA      | $11130012.08  | 0.10%             | 2034-07-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1760000 | PA      | $1443968.39   | 0.01%             | 2029-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      900000 | PA      | $976694.38    | 0.01%             | 2045-06-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $239957.67    | 0.00%             | 2027-07-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     6927000 | PA      | $8231519.03   | 0.07%             | 2033-06-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $1411313.08   | 0.01%             | 2028-10-24      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $730546.45    | 0.01%             | 2028-01-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     3800000 | PA      | $2568076.51   | 0.02%             | 2034-06-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LAND THUERINGEN                                           | Land Thueringen                                                                  | CUSIP: 000000000<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | NUSS              | DE        |     1340000 | PA      | $1614843.17   | 0.01%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $1001960.50   | 0.01%             | 2030-12-12      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      357000 | PA      | $488124.73    | 0.00%             | 2029-12-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      300000 | PA      | $354878.65    | 0.00%             | 2032-10-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    16490000 | PA      | $4505391.49   | 0.04%             | 2027-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      950000 | PA      | $1143958.08   | 0.01%             | 2030-09-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |     2140000 | PA      | $2281146.48   | 0.02%             | 2073-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     7559420 | PA      | $9486994.90   | 0.08%             | 2030-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    10510000 | PA      | $10178322.55  | 0.09%             | 2055-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT HAMBURG                                  | Free and Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $358719.04    | 0.00%             | 2030-03-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ITALGAS RETI SPA                                          | Italgas Reti SpA                                                                 | CUSIP: 000000000<br>LEI: 815600E731A5016E3080 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $499590.85    | 0.00%             | 2033-06-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $239123.01    | 0.00%             | 2026-09-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $238825.39    | 0.00%             | 2030-08-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| WPP FINANCE SA                                            | WPP Finance SA                                                                   | CUSIP: 000000000<br>LEI: 549300KWN0W6L03WNN80 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118301.25    | 0.00%             | 2026-09-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |     1250000 | PA      | $1482427.06   | 0.01%             | 2033-01-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     6780000 | PA      | $8511054.11   | 0.07%             | 2043-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     2100000 | PA      | $2527060.64   | 0.02%             | 2028-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATL GRID ELECT TRANS                                     | National Grid Electricity Transmission PLC                                       | CUSIP: 000000000<br>LEI: 5XJXCCYG4SDKFJ5WLB02 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $124912.64    | 0.00%             | 2043-01-18      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| ARGENTA SPAARBANK                                         | Argenta Spaarbank NV                                                             | CUSIP: 000000000<br>LEI: A6NZLYKYN1UV7VVGFX65 | Long             | DBT              | CORP              | BE        |      100000 | PA      | $118131.32    | 0.00%             | 2034-02-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     1300000 | PA      | $1554901.20   | 0.01%             | 2027-05-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086ZH0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $197144.86    | 0.00%             | 2030-06-24      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                                   | Volkswagen Leasing GmbH                                                          | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |       50000 | PA      | $63578.23     | 0.00%             | 2031-09-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1383714.36   | 0.01%             | 2028-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EDP SERVICIOS FIN ESP SA                                  | EDP Servicios Financieros Espana SA                                              | CUSIP: 000000000<br>LEI: 5299003GHAFB78O1NU77 | Long             | DBT              | CORP              | ES        |      350000 | PA      | $439354.60    | 0.00%             | 2032-04-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1200000 | PA      | $1642101.38   | 0.01%             | 2027-07-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 33986000000 | PA      | $2134524.57   | 0.02%             | 2040-08-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     6460000 | PA      | $8002513.31   | 0.07%             | 2037-10-30      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      100000 | PA      | $113154.96    | 0.00%             | 2044-03-22      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    17966000 | PA      | $5881011.07   | 0.05%             | 2035-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WHG TREASURY PLC                                          | WHG Treasury PLC                                                                 | CUSIP: 000000000<br>LEI: 984500477D9DBB3BD757 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $110635.24    | 0.00%             | 2045-10-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                      | EnBW International Finance BV                                                    | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |      350000 | PA      | $417827.21    | 0.00%             | 2035-11-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOGECAP SA                                                | Sogecap SA                                                                       | CUSIP: 000000000<br>LEI: 9695009HXSFK8D6V0T62 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $124559.17    | 0.00%             | 2045-04-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                          | Santander UK PLC                                                                 | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $300056.94    | 0.00%             | 2029-03-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN SE                                         | LEG Immobilien SE                                                                | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $116737.73    | 0.00%             | 2035-01-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    24168000 | PA      | $28865292.19  | 0.25%             | 2030-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NORTHERN GAS NETWORKS                                     | Northern Gas Networks Finance PLC                                                | CUSIP: 000000000<br>LEI: 213800KZQUVA8TJZFL60 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $288559.29    | 0.00%             | 2033-06-02      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5160000 | PA      | $6555538.66   | 0.06%             | 2034-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $476280.72    | 0.00%             | 2029-10-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $124635.57    | 0.00%             | 2033-05-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $976240.21    | 0.01%             | 2029-01-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                                   | Volkswagen Leasing GmbH                                                          | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |      450000 | PA      | $572204.06    | 0.00%             | 2031-09-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                                      | Singapore Government Bond                                                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1070000 | PA      | $894176.42    | 0.01%             | 2035-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                                        | Denmark Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     6110000 | PA      | $953542.68    | 0.01%             | 2033-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                    | Anglo American Capital PLC                                                       | CUSIP: 000000000<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $368252.01    | 0.00%             | 2032-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      320000 | PA      | $363332.16    | 0.00%             | 2030-10-24      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                     | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |     1000000 | PA      | $1184907.70   | 0.01%             | 2026-10-29      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     1040000 | PA      | $1268947.52   | 0.01%             | 2033-06-08      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      300000 | PA      | $368930.61    | 0.00%             | 2034-07-05      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SEGRO PLC                                                 | Segro PLC                                                                        | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | DBT              |  | GB        |      200000 | PA      | $236870.57    | 0.00%             | 2032-09-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BURBERRY GROUP PLC                                        | Burberry Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800PE1KEFCNFR1R50 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $141085.76    | 0.00%             | 2030-06-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   403310000 | PA      | $60031208.48  | 0.52%             | 2031-03-25      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    22050000 | PA      | $955756.61    | 0.01%             | 2044-04-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $308299.46    | 0.00%             | 2035-05-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                  | Asian Infrastructure Investment Bank/The                                         | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $351778.43    | 0.00%             | 2032-05-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     6700000 | PA      | $8124522.49   | 0.07%             | 2028-12-05      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP PLC                                         | Compass Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $598981.22    | 0.01%             | 2031-02-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $358726.46    | 0.00%             | 2032-05-22      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 000000000<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      900000 | PA      | $1247017.84   | 0.01%             | 2029-06-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     1498000 | PA      | $1754597.12   | 0.02%             | 2056-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4100000 | PA      | $4793911.32   | 0.04%             | 2054-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REGION WALLONNE                                           | Region Wallonne Belgium                                                          | CUSIP: 000000000<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |      500000 | PA      | $589562.00    | 0.01%             | 2032-06-22      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 54056000000 | PA      | $3407086.82   | 0.03%             | 2045-08-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                | 3M Co                                                                            | CUSIP: 000000000<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      250000 | PA      | $294577.05    | 0.00%             | 2026-11-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     3090000 | PA      | $3574417.26   | 0.03%             | 2034-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $108573.21    | 0.00%             | 2034-11-27      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   246300000 | PA      | $36909760.51  | 0.32%             | 2034-05-25      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    14740000 | PA      | $20422193.18  | 0.18%             | 2028-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6920000 | PA      | $9619684.40   | 0.08%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VCT9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      900000 | PA      | $1033176.95   | 0.01%             | 2031-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| FLUVIUS SYSTEM OP                                         | FLUVIUS System Operator CV                                                       | CUSIP: 000000000<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |      400000 | PA      | $471648.86    | 0.00%             | 2026-12-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4280000 | PA      | $5162933.67   | 0.04%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                             | Medtronic Inc                                                                    | CUSIP: 000000000<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      100000 | PA      | $122188.27    | 0.00%             | 2029-10-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                             | Medtronic Inc                                                                    | CUSIP: 000000000<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      350000 | PA      | $423122.86    | 0.00%             | 2036-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $238395.84    | 0.00%             | 2034-06-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPSOL EUROPE FINANCE                                     | Repsol Europe Finance Sarl                                                       | CUSIP: 000000000<br>LEI: 222100TAWUOMRM7NNG09 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $118231.11    | 0.00%             | 2034-09-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     6343000 | PA      | $7714524.83   | 0.07%             | 2034-10-31      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $469716.52    | 0.00%             | 2033-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ACTION LOGEMENT SERVICES                                  | Action Logement Services                                                         | CUSIP: 000000000<br>LEI: 969500O2QYH3YW92C551 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $356924.88    | 0.00%             | 2035-11-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                                      | Singapore Government Bond                                                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      450000 | PA      | $365947.07    | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     1790000 | PA      | $592050.74    | 0.01%             | 2035-10-31      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      100000 | PA      | $118597.85    | 0.00%             | 2032-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    21460000 | PA      | $6000852.73   | 0.05%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WENDEL SE                                                 | Wendel SE                                                                        | CUSIP: 000000000<br>LEI: 969500M98ZMIZYJD5O34 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118621.30    | 0.00%             | 2033-08-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     2423000 | PA      | $2272743.69   | 0.02%             | 2045-02-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      467000 | PA      | $582121.55    | 0.01%             | 2045-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WELLCOME TRUST LTD/THE                                    | Wellcome Trust Ltd/The                                                           | CUSIP: 000000000<br>LEI: 549300YQJTZ9YPHW5V73 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $702854.75    | 0.01%             | 2027-01-21      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     8627000 | PA      | $9373052.31   | 0.08%             | 2031-06-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      700000 | PA      | $553235.61    | 0.00%             | 2045-02-17      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      610000 | PA      | $717102.40    | 0.01%             | 2027-02-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      722000 | PA      | $792627.14    | 0.01%             | 2031-03-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      350000 | PA      | $407884.33    | 0.00%             | 2027-05-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| STATKRAFT AS                                              | Statkraft AS                                                                     | CUSIP: 000000000<br>LEI: 529900TH4OAW7WYG1777 | Long             | DBT              | CORP              | NO        |     1000000 | PA      | $1118155.80   | 0.01%             | 2030-03-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    10608000 | PA      | $12285722.87  | 0.11%             | 2030-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                             | CUSIP: 09857LAD0<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      100000 | PA      | $117832.49    | 0.00%             | 2027-03-03      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087XW9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4919000 | PA      | $4112172.09   | 0.04%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087XG4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     3450000 | PA      | $2946631.71   | 0.03%             | 2033-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $948227.51    | 0.01%             | 2027-03-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                                    | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |      300000 | PA      | $349748.11    | 0.00%             | 2027-03-17      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC                                     | Coca-Cola Europacific Partners PLC                                               | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $341734.14    | 0.00%             | 2030-03-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ORBIT CAPITAL PLC                                         | Orbit Capital PLC                                                                | CUSIP: 000000000<br>LEI: 213800QIGGLJLT7WXP16 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $196374.58    | 0.00%             | 2045-03-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      100000 | PA      | $118972.28    | 0.00%             | 2027-03-26      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      100000 | PA      | $115127.08    | 0.00%             | 2035-03-26      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   780000000 | PA      | $892888.76    | 0.01%             | 2026-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIE GENERALE DES ESTABLI                                  | Cie Generale des Etablissements Michelin SCA                                     | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $117499.03    | 0.00%             | 2027-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                   | Illinois Tool Works Inc                                                          | CUSIP: 000000000<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |      260000 | PA      | $298702.34    | 0.00%             | 2030-05-22      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      950000 | PA      | $646769.44    | 0.01%             | 2027-08-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN FUNDING                                      | Metropolitan Funding PLC                                                         | CUSIP: 000000000<br>LEI: 213800LCRSEF1I4UB827 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $104104.80    | 0.00%             | 2048-04-05      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1016150000 | PA      | $407559.73    | 0.00%             | 2066-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     2757000 | PA      | $2222941.88   | 0.02%             | 2047-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    24840000 | PA      | $1082462.18   | 0.01%             | 2030-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      546000 | PA      | $510233.21    | 0.00%             | 2036-10-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                     | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      428000 | PA      | $446464.08    | 0.00%             | 2035-10-22      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      350000 | PA      | $294408.27    | 0.00%             | 2048-07-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $587118.05    | 0.01%             | 2037-01-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |       50000 | PA      | $59019.37     | 0.00%             | 2026-05-11      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      780000 | PA      | $842342.93    | 0.01%             | 2031-04-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      260000 | PA      | $265008.07    | 0.00%             | 2035-10-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087E67<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      970000 | PA      | $710717.08    | 0.01%             | 2026-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      294000 | PA      | $348104.51    | 0.00%             | 2028-05-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AKZO NOBEL NV                                             | Akzo Nobel NV                                                                    | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $236524.88    | 0.00%             | 2026-04-08      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |     1000000 | PA      | $682060.36    | 0.01%             | 2027-10-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                      | Kraft Heinz Foods Co                                                             | CUSIP: 000000000<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      100000 | PA      | $136328.76    | 0.00%             | 2027-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                   | APRR SA                                                                          | CUSIP: 000000000<br>LEI: 9695002SV2VP9CU42826 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $704991.63    | 0.01%             | 2027-01-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3737000 | PA      | $4000356.94   | 0.03%             | 2048-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   592750000 | PA      | $3087998.84   | 0.03%             | 2037-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $919572.04    | 0.01%             | 2028-04-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   708300000 | PA      | $3614022.21   | 0.03%             | 2038-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      420000 | PA      | $335588.50    | 0.00%             | 2055-12-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      800000 | PA      | $1076747.18   | 0.01%             | 2028-01-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                    | Logicor Financing Sarl                                                           | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $119755.76    | 0.00%             | 2028-11-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      529070 | PA      | $629662.04    | 0.01%             | 2026-07-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                             | McKesson Corp                                                                    | CUSIP: 000000000<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |      200000 | PA      | $265364.41    | 0.00%             | 2029-02-17      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |      580000 | PA      | $386449.41    | 0.00%             | 2029-06-26      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      700000 | PA      | $465741.32    | 0.00%             | 2030-08-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| A2A SPA                                                   | A2A SpA                                                                          | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |      800000 | PA      | $936044.75    | 0.01%             | 2027-10-19      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CRH FIN UK PLC                                            | Crh Finance UK PLC                                                               | CUSIP: 000000000<br>LEI: 549300MQJDHXCWSM5880 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $405735.52    | 0.00%             | 2029-12-02      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                    | TotalEnergies Capital International SA                                           | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $339472.99    | 0.00%             | 2029-10-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $422535.90    | 0.00%             | 2032-11-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $582442.83    | 0.01%             | 2027-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                             | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |      500000 | PA      | $467102.91    | 0.00%             | 2036-11-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      750000 | PA      | $876721.28    | 0.01%             | 2027-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     6649000 | PA      | $7792330.04   | 0.07%             | 2027-10-31      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2659000 | PA      | $3029658.20   | 0.03%             | 2033-07-30      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| NOVARTIS FINANCE SA                                       | Novartis Finance SA                                                              | CUSIP: 000000000<br>LEI: 549300J537IQK62XT333 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $113407.09    | 0.00%             | 2028-09-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      671000 | PA      | $372016.74    | 0.00%             | 2086-11-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $701170.78    | 0.01%             | 2027-02-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $326407.06    | 0.00%             | 2032-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6053000 | PA      | $4547272.44   | 0.04%             | 2065-07-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1732660000 | PA      | $1201112.82   | 0.01%             | 2026-06-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    13368000 | PA      | $9082910.99   | 0.08%             | 2027-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| M&G PLC                                                   | M&G PLC                                                                          | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | DBT              | CORP              | GB        |      650000 | PA      | $865420.82    | 0.01%             | 2055-07-20      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $434395.04    | 0.00%             | 2032-05-03      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     3000000 | PA      | $504699.40    | 0.00%             | 2036-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |       50000 | PA      | $33922.03     | 0.00%             | 2028-07-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL SWITCH HOLDINGS L                                  | Global Switch Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 635400NTV7KC9RQ3ZL20 | Long             | DBT              | CORP              | VG        |      610000 | PA      | $716798.49    | 0.01%             | 2027-05-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     3717000 | PA      | $2157839.87   | 0.02%             | 2039-06-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3896000 | PA      | $3995440.49   | 0.03%             | 2066-07-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                         | Johnson & Johnson                                                                | CUSIP: 478160CC6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      400000 | PA      | $412638.15    | 0.00%             | 2035-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     2417000 | PA      | $2788162.45   | 0.02%             | 2028-02-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      200000 | PA      | $239324.10    | 0.00%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $578315.74    | 0.01%             | 2028-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| VILLE DE PARIS                                            | Ville de Paris                                                                   | CUSIP: 000000000<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $214026.76    | 0.00%             | 2032-01-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                                   | Autostrade per l'Italia SpA                                                      | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      500000 | PA      | $571990.59    | 0.00%             | 2029-09-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                 | Apple Inc                                                                        | CUSIP: 037833BK5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      650000 | PA      | $719566.12    | 0.01%             | 2042-07-31      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FINNVERA PLC                                              | Finnvera Oyj                                                                     | CUSIP: 000000000<br>LEI: 743700T69OBBJO7TCA15 | Long             | DBT              | NUSS              | FI        |      100000 | PA      | $107039.72    | 0.00%             | 2032-05-17      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| LANXESS AG                                                | LANXESS AG                                                                       | CUSIP: 000000000<br>LEI: 529900PTLRE72EMYIJ77 | Long             | DBT              | CORP              | DE        |      250000 | PA      | $293292.17    | 0.00%             | 2026-10-07      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      400000 | PA      | $322572.29    | 0.00%             | 2047-10-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF LEEDS                                       | University of Leeds                                                              | CUSIP: 000000000<br>LEI: 213800S82DDTUZA6T344 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $88633.05     | 0.00%             | 2050-12-19      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $231196.82    | 0.00%             | 2027-09-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      370000 | PA      | $255943.98    | 0.00%             | 2068-06-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     2500000 | PA      | $1643944.07   | 0.01%             | 2030-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT SUKUK                                      | Perusahaan Penerbit SBSN Indonesia                                               | CUSIP: 000000000<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |  7600000000 | PA      | $517787.75    | 0.00%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $1165647.72   | 0.01%             | 2027-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      800000 | PA      | $939689.11    | 0.01%             | 2026-07-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     2478910 | PA      | $2919577.73   | 0.03%             | 2026-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      850000 | PA      | $901402.47    | 0.01%             | 2033-04-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $232412.46    | 0.00%             | 2027-09-27      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER TOTTA SA                                  | Banco Santander Totta SA                                                         | CUSIP: 000000000<br>LEI: 549300URJH9VSI58CS32 | Long             | DBT              | CORP              | PT        |      600000 | PA      | $699362.18    | 0.01%             | 2027-09-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   104900000 | PA      | $17553224.75  | 0.15%             | 2036-01-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   600000000 | PA      | $672866.88    | 0.01%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    10946000 | PA      | $11041720.56  | 0.10%             | 2037-09-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                 | Airbus SE                                                                        | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |      950000 | PA      | $1039727.57   | 0.01%             | 2031-05-13      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                           | PSP Capital Inc                                                                  | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |     1500000 | PA      | $1147911.19   | 0.01%             | 2033-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                           | PSP Capital Inc                                                                  | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $388077.02    | 0.00%             | 2030-12-02      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                           | PSP Capital Inc                                                                  | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      970000 | PA      | $672772.03    | 0.01%             | 2055-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $144135.94    | 0.00%             | 2029-07-13      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $146581.82    | 0.00%             | 2027-06-23      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                   | Nykredit Realkredit A/S                                                          | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |    10000000 | PA      | $1573633.66   | 0.01%             | 2027-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |      600000 | PA      | $796498.71    | 0.01%             | 2027-05-17      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4559000 | PA      | $5402019.08   | 0.05%             | 2027-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                            | Merck & Co Inc                                                                   | CUSIP: 000000000<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      200000 | PA      | $191684.90    | 0.00%             | 2036-11-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS INTL LP                                      | Molson Coors International LP                                                    | CUSIP: 000000000<br>LEI: 549300JY2HGCZWKZS671 | Long             | DBT              | CORP              | US        |      200000 | PA      | $147062.36    | 0.00%             | 2026-07-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                       | Nestle Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |      800000 | PA      | $574093.24    | 0.00%             | 2029-01-26      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      800000 | PA      | $214285.48    | 0.00%             | 2035-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  4740950000 | PA      | $2527688.81   | 0.02%             | 2046-03-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-27

**Name of Applicant:** iShares Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer